CME Canadian Dollar Future December 2016
Trading Metrics calculated at close of trading on 03-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2016 |
03-May-2016 |
Change |
Change % |
Previous Week |
Open |
0.7983 |
0.7980 |
-0.0003 |
0.0% |
0.7895 |
High |
0.7988 |
0.7980 |
-0.0008 |
-0.1% |
0.8000 |
Low |
0.7970 |
0.7860 |
-0.0110 |
-1.4% |
0.7860 |
Close |
0.7970 |
0.7860 |
-0.0110 |
-1.4% |
0.7974 |
Range |
0.0018 |
0.0120 |
0.0102 |
566.7% |
0.0140 |
ATR |
0.0060 |
0.0064 |
0.0004 |
7.2% |
0.0000 |
Volume |
20 |
147 |
127 |
635.0% |
283 |
|
Daily Pivots for day following 03-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8260 |
0.8180 |
0.7926 |
|
R3 |
0.8140 |
0.8060 |
0.7893 |
|
R2 |
0.8020 |
0.8020 |
0.7882 |
|
R1 |
0.7940 |
0.7940 |
0.7871 |
0.7920 |
PP |
0.7900 |
0.7900 |
0.7900 |
0.7890 |
S1 |
0.7820 |
0.7820 |
0.7849 |
0.7800 |
S2 |
0.7780 |
0.7780 |
0.7838 |
|
S3 |
0.7660 |
0.7700 |
0.7827 |
|
S4 |
0.7540 |
0.7580 |
0.7794 |
|
|
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 |
0.8490 |
2.618 |
0.8294 |
1.618 |
0.8174 |
1.000 |
0.8100 |
0.618 |
0.8054 |
HIGH |
0.7980 |
0.618 |
0.7934 |
0.500 |
0.7920 |
0.382 |
0.7906 |
LOW |
0.7860 |
0.618 |
0.7786 |
1.000 |
0.7740 |
1.618 |
0.7666 |
2.618 |
0.7546 |
4.250 |
0.7350 |
|
|
Fisher Pivots for day following 03-May-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7920 |
0.7930 |
PP |
0.7900 |
0.7907 |
S1 |
0.7880 |
0.7883 |
|