CME Canadian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 14-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2016 |
14-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7833 |
0.7803 |
-0.0030 |
-0.4% |
0.7673 |
| High |
0.7833 |
0.7815 |
-0.0018 |
-0.2% |
0.7706 |
| Low |
0.7808 |
0.7755 |
-0.0053 |
-0.7% |
0.7579 |
| Close |
0.7808 |
0.7783 |
-0.0025 |
-0.3% |
0.7702 |
| Range |
0.0025 |
0.0060 |
0.0035 |
140.0% |
0.0127 |
| ATR |
0.0065 |
0.0065 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
69 |
122 |
53 |
76.8% |
68 |
|
| Daily Pivots for day following 14-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7964 |
0.7934 |
0.7816 |
|
| R3 |
0.7904 |
0.7874 |
0.7799 |
|
| R2 |
0.7844 |
0.7844 |
0.7794 |
|
| R1 |
0.7814 |
0.7814 |
0.7788 |
0.7799 |
| PP |
0.7784 |
0.7784 |
0.7784 |
0.7777 |
| S1 |
0.7754 |
0.7754 |
0.7778 |
0.7739 |
| S2 |
0.7724 |
0.7724 |
0.7772 |
|
| S3 |
0.7664 |
0.7694 |
0.7767 |
|
| S4 |
0.7604 |
0.7634 |
0.7750 |
|
|
| 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 |
0.8070 |
|
2.618 |
0.7972 |
|
1.618 |
0.7912 |
|
1.000 |
0.7875 |
|
0.618 |
0.7852 |
|
HIGH |
0.7815 |
|
0.618 |
0.7792 |
|
0.500 |
0.7785 |
|
0.382 |
0.7778 |
|
LOW |
0.7755 |
|
0.618 |
0.7718 |
|
1.000 |
0.7695 |
|
1.618 |
0.7658 |
|
2.618 |
0.7598 |
|
4.250 |
0.7500 |
|
|
| Fisher Pivots for day following 14-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7785 |
0.7798 |
| PP |
0.7784 |
0.7793 |
| S1 |
0.7784 |
0.7788 |
|