CME Canadian Dollar Future December 2016
Trading Metrics calculated at close of trading on 28-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2016 |
28-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
0.7927 |
0.7955 |
0.0028 |
0.4% |
0.7724 |
High |
0.7952 |
0.7991 |
0.0039 |
0.5% |
0.7939 |
Low |
0.7905 |
0.7955 |
0.0050 |
0.6% |
0.7702 |
Close |
0.7925 |
0.7985 |
0.0060 |
0.8% |
0.7886 |
Range |
0.0047 |
0.0036 |
-0.0011 |
-23.4% |
0.0237 |
ATR |
0.0064 |
0.0064 |
0.0000 |
0.2% |
0.0000 |
Volume |
15 |
115 |
100 |
666.7% |
704 |
|
Daily Pivots for day following 28-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8085 |
0.8071 |
0.8005 |
|
R3 |
0.8049 |
0.8035 |
0.7995 |
|
R2 |
0.8013 |
0.8013 |
0.7992 |
|
R1 |
0.7999 |
0.7999 |
0.7988 |
0.8006 |
PP |
0.7977 |
0.7977 |
0.7977 |
0.7981 |
S1 |
0.7963 |
0.7963 |
0.7982 |
0.7970 |
S2 |
0.7941 |
0.7941 |
0.7978 |
|
S3 |
0.7905 |
0.7927 |
0.7975 |
|
S4 |
0.7869 |
0.7891 |
0.7965 |
|
|
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 |
0.8144 |
2.618 |
0.8085 |
1.618 |
0.8049 |
1.000 |
0.8027 |
0.618 |
0.8013 |
HIGH |
0.7991 |
0.618 |
0.7977 |
0.500 |
0.7973 |
0.382 |
0.7969 |
LOW |
0.7955 |
0.618 |
0.7933 |
1.000 |
0.7919 |
1.618 |
0.7897 |
2.618 |
0.7861 |
4.250 |
0.7802 |
|
|
Fisher Pivots for day following 28-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7981 |
0.7965 |
PP |
0.7977 |
0.7945 |
S1 |
0.7973 |
0.7926 |
|