CME Canadian Dollar Future September 2016
Trading Metrics calculated at close of trading on 25-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2016 |
25-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
0.7240 |
0.7320 |
0.0080 |
1.1% |
0.7250 |
High |
0.7309 |
0.7400 |
0.0091 |
1.2% |
0.7325 |
Low |
0.7222 |
0.7320 |
0.0098 |
1.4% |
0.7200 |
Close |
0.7297 |
0.7393 |
0.0096 |
1.3% |
0.7267 |
Range |
0.0087 |
0.0080 |
-0.0007 |
-8.0% |
0.0125 |
ATR |
0.0066 |
0.0069 |
0.0003 |
3.9% |
0.0000 |
Volume |
21 |
66 |
45 |
214.3% |
57 |
|
Daily Pivots for day following 25-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7611 |
0.7582 |
0.7437 |
|
R3 |
0.7531 |
0.7502 |
0.7415 |
|
R2 |
0.7451 |
0.7451 |
0.7408 |
|
R1 |
0.7422 |
0.7422 |
0.7400 |
0.7436 |
PP |
0.7371 |
0.7371 |
0.7371 |
0.7378 |
S1 |
0.7342 |
0.7342 |
0.7386 |
0.7357 |
S2 |
0.7291 |
0.7291 |
0.7378 |
|
S3 |
0.7211 |
0.7262 |
0.7371 |
|
S4 |
0.7131 |
0.7182 |
0.7349 |
|
|
Weekly Pivots for week ending 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7639 |
0.7578 |
0.7336 |
|
R3 |
0.7514 |
0.7453 |
0.7301 |
|
R2 |
0.7389 |
0.7389 |
0.7290 |
|
R1 |
0.7328 |
0.7328 |
0.7278 |
0.7359 |
PP |
0.7264 |
0.7264 |
0.7264 |
0.7279 |
S1 |
0.7203 |
0.7203 |
0.7256 |
0.7234 |
S2 |
0.7139 |
0.7139 |
0.7244 |
|
S3 |
0.7014 |
0.7078 |
0.7233 |
|
S4 |
0.6889 |
0.6953 |
0.7198 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7740 |
2.618 |
0.7609 |
1.618 |
0.7529 |
1.000 |
0.7480 |
0.618 |
0.7449 |
HIGH |
0.7400 |
0.618 |
0.7369 |
0.500 |
0.7360 |
0.382 |
0.7351 |
LOW |
0.7320 |
0.618 |
0.7271 |
1.000 |
0.7240 |
1.618 |
0.7191 |
2.618 |
0.7111 |
4.250 |
0.6980 |
|
|
Fisher Pivots for day following 25-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7382 |
0.7366 |
PP |
0.7371 |
0.7338 |
S1 |
0.7360 |
0.7311 |
|