CME Canadian Dollar Future December 2016
Trading Metrics calculated at close of trading on 15-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2016 |
15-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
0.7803 |
0.7760 |
-0.0043 |
-0.6% |
0.7745 |
High |
0.7815 |
0.7795 |
-0.0020 |
-0.3% |
0.7846 |
Low |
0.7755 |
0.7760 |
0.0005 |
0.1% |
0.7735 |
Close |
0.7783 |
0.7791 |
0.0008 |
0.1% |
0.7791 |
Range |
0.0060 |
0.0035 |
-0.0025 |
-41.7% |
0.0111 |
ATR |
0.0065 |
0.0063 |
-0.0002 |
-3.3% |
0.0000 |
Volume |
122 |
54 |
-68 |
-55.7% |
327 |
|
Daily Pivots for day following 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7887 |
0.7874 |
0.7810 |
|
R3 |
0.7852 |
0.7839 |
0.7801 |
|
R2 |
0.7817 |
0.7817 |
0.7797 |
|
R1 |
0.7804 |
0.7804 |
0.7794 |
0.7811 |
PP |
0.7782 |
0.7782 |
0.7782 |
0.7785 |
S1 |
0.7769 |
0.7769 |
0.7788 |
0.7776 |
S2 |
0.7747 |
0.7747 |
0.7785 |
|
S3 |
0.7712 |
0.7734 |
0.7781 |
|
S4 |
0.7677 |
0.7699 |
0.7772 |
|
|
Weekly Pivots for week ending 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8124 |
0.8068 |
0.7852 |
|
R3 |
0.8013 |
0.7957 |
0.7822 |
|
R2 |
0.7902 |
0.7902 |
0.7811 |
|
R1 |
0.7846 |
0.7846 |
0.7801 |
0.7874 |
PP |
0.7791 |
0.7791 |
0.7791 |
0.7805 |
S1 |
0.7735 |
0.7735 |
0.7781 |
0.7763 |
S2 |
0.7680 |
0.7680 |
0.7771 |
|
S3 |
0.7569 |
0.7624 |
0.7760 |
|
S4 |
0.7458 |
0.7513 |
0.7730 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7944 |
2.618 |
0.7887 |
1.618 |
0.7852 |
1.000 |
0.7830 |
0.618 |
0.7817 |
HIGH |
0.7795 |
0.618 |
0.7782 |
0.500 |
0.7778 |
0.382 |
0.7773 |
LOW |
0.7760 |
0.618 |
0.7738 |
1.000 |
0.7725 |
1.618 |
0.7703 |
2.618 |
0.7668 |
4.250 |
0.7611 |
|
|
Fisher Pivots for day following 15-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7787 |
0.7794 |
PP |
0.7782 |
0.7793 |
S1 |
0.7778 |
0.7792 |
|