CME Canadian Dollar Future December 2016
Trading Metrics calculated at close of trading on 06-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2016 |
06-May-2016 |
Change |
Change % |
Previous Week |
Open |
0.7795 |
0.7756 |
-0.0039 |
-0.5% |
0.7983 |
High |
0.7822 |
0.7772 |
-0.0050 |
-0.6% |
0.7988 |
Low |
0.7776 |
0.7732 |
-0.0044 |
-0.6% |
0.7732 |
Close |
0.7776 |
0.7732 |
-0.0044 |
-0.6% |
0.7732 |
Range |
0.0046 |
0.0040 |
-0.0006 |
-13.0% |
0.0256 |
ATR |
0.0065 |
0.0064 |
-0.0002 |
-2.3% |
0.0000 |
Volume |
72 |
152 |
80 |
111.1% |
508 |
|
Daily Pivots for day following 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7865 |
0.7839 |
0.7754 |
|
R3 |
0.7825 |
0.7799 |
0.7743 |
|
R2 |
0.7785 |
0.7785 |
0.7739 |
|
R1 |
0.7759 |
0.7759 |
0.7736 |
0.7752 |
PP |
0.7745 |
0.7745 |
0.7745 |
0.7742 |
S1 |
0.7719 |
0.7719 |
0.7728 |
0.7712 |
S2 |
0.7705 |
0.7705 |
0.7725 |
|
S3 |
0.7665 |
0.7679 |
0.7721 |
|
S4 |
0.7625 |
0.7639 |
0.7710 |
|
|
Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8585 |
0.8415 |
0.7873 |
|
R3 |
0.8329 |
0.8159 |
0.7802 |
|
R2 |
0.8073 |
0.8073 |
0.7779 |
|
R1 |
0.7903 |
0.7903 |
0.7755 |
0.7860 |
PP |
0.7817 |
0.7817 |
0.7817 |
0.7796 |
S1 |
0.7647 |
0.7647 |
0.7709 |
0.7604 |
S2 |
0.7561 |
0.7561 |
0.7685 |
|
S3 |
0.7305 |
0.7391 |
0.7662 |
|
S4 |
0.7049 |
0.7135 |
0.7591 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7942 |
2.618 |
0.7877 |
1.618 |
0.7837 |
1.000 |
0.7812 |
0.618 |
0.7797 |
HIGH |
0.7772 |
0.618 |
0.7757 |
0.500 |
0.7752 |
0.382 |
0.7747 |
LOW |
0.7732 |
0.618 |
0.7707 |
1.000 |
0.7692 |
1.618 |
0.7667 |
2.618 |
0.7627 |
4.250 |
0.7562 |
|
|
Fisher Pivots for day following 06-May-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7752 |
0.7802 |
PP |
0.7745 |
0.7778 |
S1 |
0.7739 |
0.7755 |
|