CME Canadian Dollar Future December 2016
Trading Metrics calculated at close of trading on 29-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2016 |
29-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
0.7955 |
0.7992 |
0.0037 |
0.5% |
0.7895 |
High |
0.7991 |
0.8000 |
0.0009 |
0.1% |
0.8000 |
Low |
0.7955 |
0.7955 |
0.0000 |
0.0% |
0.7860 |
Close |
0.7985 |
0.7974 |
-0.0011 |
-0.1% |
0.7974 |
Range |
0.0036 |
0.0045 |
0.0009 |
25.0% |
0.0140 |
ATR |
0.0064 |
0.0063 |
-0.0001 |
-2.1% |
0.0000 |
Volume |
115 |
28 |
-87 |
-75.7% |
283 |
|
Daily Pivots for day following 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8111 |
0.8088 |
0.7999 |
|
R3 |
0.8066 |
0.8043 |
0.7986 |
|
R2 |
0.8021 |
0.8021 |
0.7982 |
|
R1 |
0.7998 |
0.7998 |
0.7978 |
0.7987 |
PP |
0.7976 |
0.7976 |
0.7976 |
0.7971 |
S1 |
0.7953 |
0.7953 |
0.7970 |
0.7942 |
S2 |
0.7931 |
0.7931 |
0.7966 |
|
S3 |
0.7886 |
0.7908 |
0.7962 |
|
S4 |
0.7841 |
0.7863 |
0.7949 |
|
|
Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8365 |
0.8309 |
0.8051 |
|
R3 |
0.8225 |
0.8169 |
0.8013 |
|
R2 |
0.8085 |
0.8085 |
0.8000 |
|
R1 |
0.8029 |
0.8029 |
0.7987 |
0.8057 |
PP |
0.7945 |
0.7945 |
0.7945 |
0.7959 |
S1 |
0.7889 |
0.7889 |
0.7961 |
0.7917 |
S2 |
0.7805 |
0.7805 |
0.7948 |
|
S3 |
0.7665 |
0.7749 |
0.7936 |
|
S4 |
0.7525 |
0.7609 |
0.7897 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8191 |
2.618 |
0.8118 |
1.618 |
0.8073 |
1.000 |
0.8045 |
0.618 |
0.8028 |
HIGH |
0.8000 |
0.618 |
0.7983 |
0.500 |
0.7978 |
0.382 |
0.7972 |
LOW |
0.7955 |
0.618 |
0.7927 |
1.000 |
0.7910 |
1.618 |
0.7882 |
2.618 |
0.7837 |
4.250 |
0.7764 |
|
|
Fisher Pivots for day following 29-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7978 |
0.7967 |
PP |
0.7976 |
0.7960 |
S1 |
0.7975 |
0.7953 |
|