CME Canadian Dollar Future December 2016
Trading Metrics calculated at close of trading on 19-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2016 |
19-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
0.7724 |
0.7823 |
0.0099 |
1.3% |
0.7745 |
High |
0.7820 |
0.7921 |
0.0101 |
1.3% |
0.7846 |
Low |
0.7702 |
0.7823 |
0.0121 |
1.6% |
0.7735 |
Close |
0.7810 |
0.7912 |
0.0102 |
1.3% |
0.7791 |
Range |
0.0118 |
0.0098 |
-0.0020 |
-16.9% |
0.0111 |
ATR |
0.0067 |
0.0070 |
0.0003 |
4.7% |
0.0000 |
Volume |
44 |
90 |
46 |
104.5% |
327 |
|
Daily Pivots for day following 19-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8179 |
0.8144 |
0.7966 |
|
R3 |
0.8081 |
0.8046 |
0.7939 |
|
R2 |
0.7983 |
0.7983 |
0.7930 |
|
R1 |
0.7948 |
0.7948 |
0.7921 |
0.7966 |
PP |
0.7885 |
0.7885 |
0.7885 |
0.7894 |
S1 |
0.7850 |
0.7850 |
0.7903 |
0.7868 |
S2 |
0.7787 |
0.7787 |
0.7894 |
|
S3 |
0.7689 |
0.7752 |
0.7885 |
|
S4 |
0.7591 |
0.7654 |
0.7858 |
|
|
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 |
0.8338 |
2.618 |
0.8178 |
1.618 |
0.8080 |
1.000 |
0.8019 |
0.618 |
0.7982 |
HIGH |
0.7921 |
0.618 |
0.7884 |
0.500 |
0.7872 |
0.382 |
0.7860 |
LOW |
0.7823 |
0.618 |
0.7762 |
1.000 |
0.7725 |
1.618 |
0.7664 |
2.618 |
0.7566 |
4.250 |
0.7407 |
|
|
Fisher Pivots for day following 19-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7899 |
0.7879 |
PP |
0.7885 |
0.7845 |
S1 |
0.7872 |
0.7812 |
|