CME Canadian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 21-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2016 |
21-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7882 |
0.7914 |
0.0032 |
0.4% |
0.7745 |
| High |
0.7939 |
0.7917 |
-0.0022 |
-0.3% |
0.7846 |
| Low |
0.7878 |
0.7848 |
-0.0030 |
-0.4% |
0.7735 |
| Close |
0.7920 |
0.7860 |
-0.0060 |
-0.8% |
0.7791 |
| Range |
0.0061 |
0.0069 |
0.0008 |
13.1% |
0.0111 |
| ATR |
0.0069 |
0.0069 |
0.0000 |
0.3% |
0.0000 |
| Volume |
109 |
118 |
9 |
8.3% |
327 |
|
| Daily Pivots for day following 21-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8082 |
0.8040 |
0.7898 |
|
| R3 |
0.8013 |
0.7971 |
0.7879 |
|
| R2 |
0.7944 |
0.7944 |
0.7873 |
|
| R1 |
0.7902 |
0.7902 |
0.7866 |
0.7889 |
| PP |
0.7875 |
0.7875 |
0.7875 |
0.7868 |
| S1 |
0.7833 |
0.7833 |
0.7854 |
0.7820 |
| S2 |
0.7806 |
0.7806 |
0.7847 |
|
| S3 |
0.7737 |
0.7764 |
0.7841 |
|
| S4 |
0.7668 |
0.7695 |
0.7822 |
|
|
| 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 |
0.8210 |
|
2.618 |
0.8098 |
|
1.618 |
0.8029 |
|
1.000 |
0.7986 |
|
0.618 |
0.7960 |
|
HIGH |
0.7917 |
|
0.618 |
0.7891 |
|
0.500 |
0.7883 |
|
0.382 |
0.7874 |
|
LOW |
0.7848 |
|
0.618 |
0.7805 |
|
1.000 |
0.7779 |
|
1.618 |
0.7736 |
|
2.618 |
0.7667 |
|
4.250 |
0.7555 |
|
|
| Fisher Pivots for day following 21-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7883 |
0.7881 |
| PP |
0.7875 |
0.7874 |
| S1 |
0.7868 |
0.7867 |
|