CME Canadian Dollar Future December 2016
Trading Metrics calculated at close of trading on 10-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2016 |
10-May-2016 |
Change |
Change % |
Previous Week |
Open |
0.7741 |
0.7710 |
-0.0031 |
-0.4% |
0.7983 |
High |
0.7741 |
0.7746 |
0.0005 |
0.1% |
0.7988 |
Low |
0.7687 |
0.7710 |
0.0023 |
0.3% |
0.7732 |
Close |
0.7714 |
0.7738 |
0.0024 |
0.3% |
0.7732 |
Range |
0.0054 |
0.0036 |
-0.0018 |
-33.3% |
0.0256 |
ATR |
0.0063 |
0.0061 |
-0.0002 |
-3.1% |
0.0000 |
Volume |
95 |
261 |
166 |
174.7% |
508 |
|
Daily Pivots for day following 10-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7839 |
0.7825 |
0.7758 |
|
R3 |
0.7803 |
0.7789 |
0.7748 |
|
R2 |
0.7767 |
0.7767 |
0.7745 |
|
R1 |
0.7753 |
0.7753 |
0.7741 |
0.7760 |
PP |
0.7731 |
0.7731 |
0.7731 |
0.7735 |
S1 |
0.7717 |
0.7717 |
0.7735 |
0.7724 |
S2 |
0.7695 |
0.7695 |
0.7731 |
|
S3 |
0.7659 |
0.7681 |
0.7728 |
|
S4 |
0.7623 |
0.7645 |
0.7718 |
|
|
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 |
0.7899 |
2.618 |
0.7840 |
1.618 |
0.7804 |
1.000 |
0.7782 |
0.618 |
0.7768 |
HIGH |
0.7746 |
0.618 |
0.7732 |
0.500 |
0.7728 |
0.382 |
0.7724 |
LOW |
0.7710 |
0.618 |
0.7688 |
1.000 |
0.7674 |
1.618 |
0.7652 |
2.618 |
0.7616 |
4.250 |
0.7557 |
|
|
Fisher Pivots for day following 10-May-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7735 |
0.7735 |
PP |
0.7731 |
0.7732 |
S1 |
0.7728 |
0.7730 |
|