CME Canadian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 05-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2016 |
05-May-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7871 |
0.7795 |
-0.0076 |
-1.0% |
0.7895 |
| High |
0.7871 |
0.7822 |
-0.0049 |
-0.6% |
0.8000 |
| Low |
0.7765 |
0.7776 |
0.0011 |
0.1% |
0.7860 |
| Close |
0.7776 |
0.7776 |
0.0000 |
0.0% |
0.7974 |
| Range |
0.0106 |
0.0046 |
-0.0060 |
-56.6% |
0.0140 |
| ATR |
0.0067 |
0.0065 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
117 |
72 |
-45 |
-38.5% |
283 |
|
| Daily Pivots for day following 05-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7929 |
0.7899 |
0.7801 |
|
| R3 |
0.7883 |
0.7853 |
0.7789 |
|
| R2 |
0.7837 |
0.7837 |
0.7784 |
|
| R1 |
0.7807 |
0.7807 |
0.7780 |
0.7799 |
| PP |
0.7791 |
0.7791 |
0.7791 |
0.7788 |
| S1 |
0.7761 |
0.7761 |
0.7772 |
0.7753 |
| S2 |
0.7745 |
0.7745 |
0.7768 |
|
| S3 |
0.7699 |
0.7715 |
0.7763 |
|
| S4 |
0.7653 |
0.7669 |
0.7751 |
|
|
| 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 |
0.8018 |
|
2.618 |
0.7942 |
|
1.618 |
0.7896 |
|
1.000 |
0.7868 |
|
0.618 |
0.7850 |
|
HIGH |
0.7822 |
|
0.618 |
0.7804 |
|
0.500 |
0.7799 |
|
0.382 |
0.7794 |
|
LOW |
0.7776 |
|
0.618 |
0.7748 |
|
1.000 |
0.7730 |
|
1.618 |
0.7702 |
|
2.618 |
0.7656 |
|
4.250 |
0.7581 |
|
|
| Fisher Pivots for day following 05-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7799 |
0.7873 |
| PP |
0.7791 |
0.7840 |
| S1 |
0.7784 |
0.7808 |
|