CME Canadian Dollar Future December 2016
Trading Metrics calculated at close of trading on 04-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2016 |
04-May-2016 |
Change |
Change % |
Previous Week |
Open |
0.7980 |
0.7871 |
-0.0109 |
-1.4% |
0.7895 |
High |
0.7980 |
0.7871 |
-0.0109 |
-1.4% |
0.8000 |
Low |
0.7860 |
0.7765 |
-0.0095 |
-1.2% |
0.7860 |
Close |
0.7860 |
0.7776 |
-0.0084 |
-1.1% |
0.7974 |
Range |
0.0120 |
0.0106 |
-0.0014 |
-11.7% |
0.0140 |
ATR |
0.0064 |
0.0067 |
0.0003 |
4.7% |
0.0000 |
Volume |
147 |
117 |
-30 |
-20.4% |
283 |
|
Daily Pivots for day following 04-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8122 |
0.8055 |
0.7834 |
|
R3 |
0.8016 |
0.7949 |
0.7805 |
|
R2 |
0.7910 |
0.7910 |
0.7795 |
|
R1 |
0.7843 |
0.7843 |
0.7786 |
0.7824 |
PP |
0.7804 |
0.7804 |
0.7804 |
0.7794 |
S1 |
0.7737 |
0.7737 |
0.7766 |
0.7718 |
S2 |
0.7698 |
0.7698 |
0.7757 |
|
S3 |
0.7592 |
0.7631 |
0.7747 |
|
S4 |
0.7486 |
0.7525 |
0.7718 |
|
|
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 |
0.8322 |
2.618 |
0.8149 |
1.618 |
0.8043 |
1.000 |
0.7977 |
0.618 |
0.7937 |
HIGH |
0.7871 |
0.618 |
0.7831 |
0.500 |
0.7818 |
0.382 |
0.7805 |
LOW |
0.7765 |
0.618 |
0.7699 |
1.000 |
0.7659 |
1.618 |
0.7593 |
2.618 |
0.7487 |
4.250 |
0.7315 |
|
|
Fisher Pivots for day following 04-May-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7818 |
0.7877 |
PP |
0.7804 |
0.7843 |
S1 |
0.7790 |
0.7810 |
|