CME Canadian Dollar Future December 2016
Trading Metrics calculated at close of trading on 20-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2016 |
20-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
0.7823 |
0.7882 |
0.0059 |
0.8% |
0.7745 |
High |
0.7921 |
0.7939 |
0.0018 |
0.2% |
0.7846 |
Low |
0.7823 |
0.7878 |
0.0055 |
0.7% |
0.7735 |
Close |
0.7912 |
0.7920 |
0.0008 |
0.1% |
0.7791 |
Range |
0.0098 |
0.0061 |
-0.0037 |
-37.8% |
0.0111 |
ATR |
0.0070 |
0.0069 |
-0.0001 |
-0.9% |
0.0000 |
Volume |
90 |
109 |
19 |
21.1% |
327 |
|
Daily Pivots for day following 20-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8095 |
0.8069 |
0.7954 |
|
R3 |
0.8034 |
0.8008 |
0.7937 |
|
R2 |
0.7973 |
0.7973 |
0.7931 |
|
R1 |
0.7947 |
0.7947 |
0.7926 |
0.7960 |
PP |
0.7912 |
0.7912 |
0.7912 |
0.7919 |
S1 |
0.7886 |
0.7886 |
0.7914 |
0.7899 |
S2 |
0.7851 |
0.7851 |
0.7909 |
|
S3 |
0.7790 |
0.7825 |
0.7903 |
|
S4 |
0.7729 |
0.7764 |
0.7886 |
|
|
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 |
0.8198 |
2.618 |
0.8099 |
1.618 |
0.8038 |
1.000 |
0.8000 |
0.618 |
0.7977 |
HIGH |
0.7939 |
0.618 |
0.7916 |
0.500 |
0.7909 |
0.382 |
0.7901 |
LOW |
0.7878 |
0.618 |
0.7840 |
1.000 |
0.7817 |
1.618 |
0.7779 |
2.618 |
0.7718 |
4.250 |
0.7619 |
|
|
Fisher Pivots for day following 20-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7916 |
0.7887 |
PP |
0.7912 |
0.7854 |
S1 |
0.7909 |
0.7821 |
|