CME Canadian Dollar Future December 2016
Trading Metrics calculated at close of trading on 06-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2016 |
06-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
0.7590 |
0.7633 |
0.0043 |
0.6% |
0.7580 |
High |
0.7615 |
0.7647 |
0.0032 |
0.4% |
0.7782 |
Low |
0.7579 |
0.7633 |
0.0054 |
0.7% |
0.7580 |
Close |
0.7605 |
0.7634 |
0.0029 |
0.4% |
0.7680 |
Range |
0.0036 |
0.0014 |
-0.0022 |
-61.1% |
0.0202 |
ATR |
0.0067 |
0.0065 |
-0.0002 |
-2.7% |
0.0000 |
Volume |
10 |
5 |
-5 |
-50.0% |
185 |
|
Daily Pivots for day following 06-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7680 |
0.7671 |
0.7642 |
|
R3 |
0.7666 |
0.7657 |
0.7638 |
|
R2 |
0.7652 |
0.7652 |
0.7637 |
|
R1 |
0.7643 |
0.7643 |
0.7635 |
0.7648 |
PP |
0.7638 |
0.7638 |
0.7638 |
0.7640 |
S1 |
0.7629 |
0.7629 |
0.7633 |
0.7634 |
S2 |
0.7624 |
0.7624 |
0.7631 |
|
S3 |
0.7610 |
0.7615 |
0.7630 |
|
S4 |
0.7596 |
0.7601 |
0.7626 |
|
|
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 |
0.7707 |
2.618 |
0.7684 |
1.618 |
0.7670 |
1.000 |
0.7661 |
0.618 |
0.7656 |
HIGH |
0.7647 |
0.618 |
0.7642 |
0.500 |
0.7640 |
0.382 |
0.7638 |
LOW |
0.7633 |
0.618 |
0.7624 |
1.000 |
0.7619 |
1.618 |
0.7610 |
2.618 |
0.7596 |
4.250 |
0.7573 |
|
|
Fisher Pivots for day following 06-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7640 |
0.7633 |
PP |
0.7638 |
0.7632 |
S1 |
0.7636 |
0.7632 |
|