CME Canadian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 27-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2016 |
27-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7911 |
0.7927 |
0.0016 |
0.2% |
0.7724 |
| High |
0.7931 |
0.7952 |
0.0021 |
0.3% |
0.7939 |
| Low |
0.7860 |
0.7905 |
0.0045 |
0.6% |
0.7702 |
| Close |
0.7924 |
0.7925 |
0.0001 |
0.0% |
0.7886 |
| Range |
0.0071 |
0.0047 |
-0.0024 |
-33.8% |
0.0237 |
| ATR |
0.0065 |
0.0064 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
37 |
15 |
-22 |
-59.5% |
704 |
|
| Daily Pivots for day following 27-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8068 |
0.8044 |
0.7951 |
|
| R3 |
0.8021 |
0.7997 |
0.7938 |
|
| R2 |
0.7974 |
0.7974 |
0.7934 |
|
| R1 |
0.7950 |
0.7950 |
0.7929 |
0.7939 |
| PP |
0.7927 |
0.7927 |
0.7927 |
0.7922 |
| S1 |
0.7903 |
0.7903 |
0.7921 |
0.7892 |
| S2 |
0.7880 |
0.7880 |
0.7916 |
|
| S3 |
0.7833 |
0.7856 |
0.7912 |
|
| S4 |
0.7786 |
0.7809 |
0.7899 |
|
|
| 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 |
0.8152 |
|
2.618 |
0.8075 |
|
1.618 |
0.8028 |
|
1.000 |
0.7999 |
|
0.618 |
0.7981 |
|
HIGH |
0.7952 |
|
0.618 |
0.7934 |
|
0.500 |
0.7929 |
|
0.382 |
0.7923 |
|
LOW |
0.7905 |
|
0.618 |
0.7876 |
|
1.000 |
0.7858 |
|
1.618 |
0.7829 |
|
2.618 |
0.7782 |
|
4.250 |
0.7705 |
|
|
| Fisher Pivots for day following 27-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7929 |
0.7919 |
| PP |
0.7927 |
0.7912 |
| S1 |
0.7926 |
0.7906 |
|