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 |
|