CME Canadian Dollar Future December 2016
Trading Metrics calculated at close of trading on 13-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2016 |
13-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
0.7750 |
0.7833 |
0.0083 |
1.1% |
0.7673 |
High |
0.7846 |
0.7833 |
-0.0013 |
-0.2% |
0.7706 |
Low |
0.7750 |
0.7808 |
0.0058 |
0.7% |
0.7579 |
Close |
0.7846 |
0.7808 |
-0.0038 |
-0.5% |
0.7702 |
Range |
0.0096 |
0.0025 |
-0.0071 |
-74.0% |
0.0127 |
ATR |
0.0067 |
0.0065 |
-0.0002 |
-3.1% |
0.0000 |
Volume |
19 |
69 |
50 |
263.2% |
68 |
|
Daily Pivots for day following 13-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7891 |
0.7875 |
0.7822 |
|
R3 |
0.7866 |
0.7850 |
0.7815 |
|
R2 |
0.7841 |
0.7841 |
0.7813 |
|
R1 |
0.7825 |
0.7825 |
0.7810 |
0.7821 |
PP |
0.7816 |
0.7816 |
0.7816 |
0.7814 |
S1 |
0.7800 |
0.7800 |
0.7806 |
0.7796 |
S2 |
0.7791 |
0.7791 |
0.7803 |
|
S3 |
0.7766 |
0.7775 |
0.7801 |
|
S4 |
0.7741 |
0.7750 |
0.7794 |
|
|
Weekly Pivots for week ending 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8043 |
0.8000 |
0.7772 |
|
R3 |
0.7916 |
0.7873 |
0.7737 |
|
R2 |
0.7789 |
0.7789 |
0.7725 |
|
R1 |
0.7746 |
0.7746 |
0.7714 |
0.7768 |
PP |
0.7662 |
0.7662 |
0.7662 |
0.7673 |
S1 |
0.7619 |
0.7619 |
0.7690 |
0.7641 |
S2 |
0.7535 |
0.7535 |
0.7679 |
|
S3 |
0.7408 |
0.7492 |
0.7667 |
|
S4 |
0.7281 |
0.7365 |
0.7632 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7939 |
2.618 |
0.7898 |
1.618 |
0.7873 |
1.000 |
0.7858 |
0.618 |
0.7848 |
HIGH |
0.7833 |
0.618 |
0.7823 |
0.500 |
0.7821 |
0.382 |
0.7818 |
LOW |
0.7808 |
0.618 |
0.7793 |
1.000 |
0.7783 |
1.618 |
0.7768 |
2.618 |
0.7743 |
4.250 |
0.7702 |
|
|
Fisher Pivots for day following 13-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7821 |
0.7802 |
PP |
0.7816 |
0.7796 |
S1 |
0.7812 |
0.7791 |
|