CME Canadian Dollar Future December 2016
Trading Metrics calculated at close of trading on 04-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2016 |
04-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
0.7710 |
0.7673 |
-0.0037 |
-0.5% |
0.7580 |
High |
0.7710 |
0.7684 |
-0.0026 |
-0.3% |
0.7782 |
Low |
0.7624 |
0.7658 |
0.0034 |
0.4% |
0.7580 |
Close |
0.7680 |
0.7659 |
-0.0021 |
-0.3% |
0.7680 |
Range |
0.0086 |
0.0026 |
-0.0060 |
-69.8% |
0.0202 |
ATR |
0.0069 |
0.0066 |
-0.0003 |
-4.4% |
0.0000 |
Volume |
16 |
8 |
-8 |
-50.0% |
185 |
|
Daily Pivots for day following 04-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7745 |
0.7728 |
0.7673 |
|
R3 |
0.7719 |
0.7702 |
0.7666 |
|
R2 |
0.7693 |
0.7693 |
0.7664 |
|
R1 |
0.7676 |
0.7676 |
0.7661 |
0.7672 |
PP |
0.7667 |
0.7667 |
0.7667 |
0.7665 |
S1 |
0.7650 |
0.7650 |
0.7657 |
0.7646 |
S2 |
0.7641 |
0.7641 |
0.7654 |
|
S3 |
0.7615 |
0.7624 |
0.7652 |
|
S4 |
0.7589 |
0.7598 |
0.7645 |
|
|
Weekly Pivots for week ending 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8287 |
0.8185 |
0.7791 |
|
R3 |
0.8085 |
0.7983 |
0.7736 |
|
R2 |
0.7883 |
0.7883 |
0.7717 |
|
R1 |
0.7781 |
0.7781 |
0.7699 |
0.7832 |
PP |
0.7681 |
0.7681 |
0.7681 |
0.7706 |
S1 |
0.7579 |
0.7579 |
0.7661 |
0.7630 |
S2 |
0.7479 |
0.7479 |
0.7643 |
|
S3 |
0.7277 |
0.7377 |
0.7624 |
|
S4 |
0.7075 |
0.7175 |
0.7569 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7795 |
2.618 |
0.7752 |
1.618 |
0.7726 |
1.000 |
0.7710 |
0.618 |
0.7700 |
HIGH |
0.7684 |
0.618 |
0.7674 |
0.500 |
0.7671 |
0.382 |
0.7668 |
LOW |
0.7658 |
0.618 |
0.7642 |
1.000 |
0.7632 |
1.618 |
0.7616 |
2.618 |
0.7590 |
4.250 |
0.7547 |
|
|
Fisher Pivots for day following 04-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7671 |
0.7703 |
PP |
0.7667 |
0.7688 |
S1 |
0.7663 |
0.7674 |
|