CME Canadian Dollar Future December 2016
Trading Metrics calculated at close of trading on 22-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2016 |
22-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
0.7914 |
0.7903 |
-0.0011 |
-0.1% |
0.7724 |
High |
0.7917 |
0.7919 |
0.0002 |
0.0% |
0.7939 |
Low |
0.7848 |
0.7878 |
0.0030 |
0.4% |
0.7702 |
Close |
0.7860 |
0.7886 |
0.0026 |
0.3% |
0.7886 |
Range |
0.0069 |
0.0041 |
-0.0028 |
-40.6% |
0.0237 |
ATR |
0.0069 |
0.0069 |
-0.0001 |
-1.1% |
0.0000 |
Volume |
118 |
343 |
225 |
190.7% |
704 |
|
Daily Pivots for day following 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8017 |
0.7993 |
0.7909 |
|
R3 |
0.7976 |
0.7952 |
0.7897 |
|
R2 |
0.7935 |
0.7935 |
0.7894 |
|
R1 |
0.7911 |
0.7911 |
0.7890 |
0.7903 |
PP |
0.7894 |
0.7894 |
0.7894 |
0.7890 |
S1 |
0.7870 |
0.7870 |
0.7882 |
0.7862 |
S2 |
0.7853 |
0.7853 |
0.7878 |
|
S3 |
0.7812 |
0.7829 |
0.7875 |
|
S4 |
0.7771 |
0.7788 |
0.7863 |
|
|
Weekly Pivots for week ending 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8553 |
0.8457 |
0.8016 |
|
R3 |
0.8316 |
0.8220 |
0.7951 |
|
R2 |
0.8079 |
0.8079 |
0.7929 |
|
R1 |
0.7983 |
0.7983 |
0.7908 |
0.8031 |
PP |
0.7842 |
0.7842 |
0.7842 |
0.7867 |
S1 |
0.7746 |
0.7746 |
0.7864 |
0.7794 |
S2 |
0.7605 |
0.7605 |
0.7843 |
|
S3 |
0.7368 |
0.7509 |
0.7821 |
|
S4 |
0.7131 |
0.7272 |
0.7756 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8093 |
2.618 |
0.8026 |
1.618 |
0.7985 |
1.000 |
0.7960 |
0.618 |
0.7944 |
HIGH |
0.7919 |
0.618 |
0.7903 |
0.500 |
0.7899 |
0.382 |
0.7894 |
LOW |
0.7878 |
0.618 |
0.7853 |
1.000 |
0.7837 |
1.618 |
0.7812 |
2.618 |
0.7771 |
4.250 |
0.7704 |
|
|
Fisher Pivots for day following 22-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7899 |
0.7894 |
PP |
0.7894 |
0.7891 |
S1 |
0.7890 |
0.7889 |
|