CME Canadian Dollar Future December 2016
Trading Metrics calculated at close of trading on 12-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2016 |
12-May-2016 |
Change |
Change % |
Previous Week |
Open |
0.7748 |
0.7782 |
0.0034 |
0.4% |
0.7983 |
High |
0.7796 |
0.7825 |
0.0029 |
0.4% |
0.7988 |
Low |
0.7732 |
0.7769 |
0.0037 |
0.5% |
0.7732 |
Close |
0.7789 |
0.7800 |
0.0011 |
0.1% |
0.7732 |
Range |
0.0064 |
0.0056 |
-0.0008 |
-12.5% |
0.0256 |
ATR |
0.0061 |
0.0061 |
0.0000 |
-0.6% |
0.0000 |
Volume |
237 |
214 |
-23 |
-9.7% |
508 |
|
Daily Pivots for day following 12-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7966 |
0.7939 |
0.7831 |
|
R3 |
0.7910 |
0.7883 |
0.7815 |
|
R2 |
0.7854 |
0.7854 |
0.7810 |
|
R1 |
0.7827 |
0.7827 |
0.7805 |
0.7840 |
PP |
0.7798 |
0.7798 |
0.7798 |
0.7805 |
S1 |
0.7771 |
0.7771 |
0.7795 |
0.7785 |
S2 |
0.7742 |
0.7742 |
0.7790 |
|
S3 |
0.7686 |
0.7715 |
0.7785 |
|
S4 |
0.7630 |
0.7659 |
0.7769 |
|
|
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 |
0.8063 |
2.618 |
0.7972 |
1.618 |
0.7916 |
1.000 |
0.7881 |
0.618 |
0.7860 |
HIGH |
0.7825 |
0.618 |
0.7804 |
0.500 |
0.7797 |
0.382 |
0.7790 |
LOW |
0.7769 |
0.618 |
0.7734 |
1.000 |
0.7713 |
1.618 |
0.7678 |
2.618 |
0.7622 |
4.250 |
0.7531 |
|
|
Fisher Pivots for day following 12-May-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7799 |
0.7789 |
PP |
0.7798 |
0.7778 |
S1 |
0.7797 |
0.7768 |
|