CME Canadian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 26-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2016 |
26-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7895 |
0.7911 |
0.0016 |
0.2% |
0.7724 |
| High |
0.7895 |
0.7931 |
0.0036 |
0.5% |
0.7939 |
| Low |
0.7880 |
0.7860 |
-0.0020 |
-0.3% |
0.7702 |
| Close |
0.7884 |
0.7924 |
0.0040 |
0.5% |
0.7886 |
| Range |
0.0015 |
0.0071 |
0.0056 |
373.3% |
0.0237 |
| ATR |
0.0065 |
0.0065 |
0.0000 |
0.7% |
0.0000 |
| Volume |
88 |
37 |
-51 |
-58.0% |
704 |
|
| Daily Pivots for day following 26-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8118 |
0.8092 |
0.7963 |
|
| R3 |
0.8047 |
0.8021 |
0.7944 |
|
| R2 |
0.7976 |
0.7976 |
0.7937 |
|
| R1 |
0.7950 |
0.7950 |
0.7931 |
0.7963 |
| PP |
0.7905 |
0.7905 |
0.7905 |
0.7912 |
| S1 |
0.7879 |
0.7879 |
0.7917 |
0.7892 |
| S2 |
0.7834 |
0.7834 |
0.7911 |
|
| S3 |
0.7763 |
0.7808 |
0.7904 |
|
| S4 |
0.7692 |
0.7737 |
0.7885 |
|
|
| 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 |
0.8233 |
|
2.618 |
0.8117 |
|
1.618 |
0.8046 |
|
1.000 |
0.8002 |
|
0.618 |
0.7975 |
|
HIGH |
0.7931 |
|
0.618 |
0.7904 |
|
0.500 |
0.7896 |
|
0.382 |
0.7887 |
|
LOW |
0.7860 |
|
0.618 |
0.7816 |
|
1.000 |
0.7789 |
|
1.618 |
0.7745 |
|
2.618 |
0.7674 |
|
4.250 |
0.7558 |
|
|
| Fisher Pivots for day following 26-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7915 |
0.7915 |
| PP |
0.7905 |
0.7905 |
| S1 |
0.7896 |
0.7896 |
|