CME Canadian Dollar Future December 2016
Trading Metrics calculated at close of trading on 02-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2016 |
02-May-2016 |
Change |
Change % |
Previous Week |
Open |
0.7992 |
0.7983 |
-0.0009 |
-0.1% |
0.7895 |
High |
0.8000 |
0.7988 |
-0.0012 |
-0.1% |
0.8000 |
Low |
0.7955 |
0.7970 |
0.0015 |
0.2% |
0.7860 |
Close |
0.7974 |
0.7970 |
-0.0004 |
-0.1% |
0.7974 |
Range |
0.0045 |
0.0018 |
-0.0027 |
-60.0% |
0.0140 |
ATR |
0.0063 |
0.0060 |
-0.0003 |
-5.1% |
0.0000 |
Volume |
28 |
20 |
-8 |
-28.6% |
283 |
|
Daily Pivots for day following 02-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8030 |
0.8018 |
0.7980 |
|
R3 |
0.8012 |
0.8000 |
0.7975 |
|
R2 |
0.7994 |
0.7994 |
0.7973 |
|
R1 |
0.7982 |
0.7982 |
0.7972 |
0.7979 |
PP |
0.7976 |
0.7976 |
0.7976 |
0.7975 |
S1 |
0.7964 |
0.7964 |
0.7968 |
0.7961 |
S2 |
0.7958 |
0.7958 |
0.7967 |
|
S3 |
0.7940 |
0.7946 |
0.7965 |
|
S4 |
0.7922 |
0.7928 |
0.7960 |
|
|
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 |
0.8065 |
2.618 |
0.8035 |
1.618 |
0.8017 |
1.000 |
0.8006 |
0.618 |
0.7999 |
HIGH |
0.7988 |
0.618 |
0.7981 |
0.500 |
0.7979 |
0.382 |
0.7977 |
LOW |
0.7970 |
0.618 |
0.7959 |
1.000 |
0.7952 |
1.618 |
0.7941 |
2.618 |
0.7923 |
4.250 |
0.7894 |
|
|
Fisher Pivots for day following 02-May-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7979 |
0.7978 |
PP |
0.7976 |
0.7975 |
S1 |
0.7973 |
0.7973 |
|