CME Canadian Dollar Future December 2016
Trading Metrics calculated at close of trading on 13-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2016 |
13-May-2016 |
Change |
Change % |
Previous Week |
Open |
0.7782 |
0.7772 |
-0.0010 |
-0.1% |
0.7741 |
High |
0.7825 |
0.7772 |
-0.0053 |
-0.7% |
0.7825 |
Low |
0.7769 |
0.7720 |
-0.0049 |
-0.6% |
0.7687 |
Close |
0.7800 |
0.7731 |
-0.0069 |
-0.9% |
0.7731 |
Range |
0.0056 |
0.0052 |
-0.0004 |
-7.1% |
0.0138 |
ATR |
0.0061 |
0.0062 |
0.0001 |
2.2% |
0.0000 |
Volume |
214 |
89 |
-125 |
-58.4% |
896 |
|
Daily Pivots for day following 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7897 |
0.7866 |
0.7760 |
|
R3 |
0.7845 |
0.7814 |
0.7745 |
|
R2 |
0.7793 |
0.7793 |
0.7741 |
|
R1 |
0.7762 |
0.7762 |
0.7736 |
0.7752 |
PP |
0.7741 |
0.7741 |
0.7741 |
0.7736 |
S1 |
0.7710 |
0.7710 |
0.7726 |
0.7700 |
S2 |
0.7689 |
0.7689 |
0.7721 |
|
S3 |
0.7637 |
0.7658 |
0.7717 |
|
S4 |
0.7585 |
0.7606 |
0.7702 |
|
|
Weekly Pivots for week ending 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8162 |
0.8084 |
0.7807 |
|
R3 |
0.8024 |
0.7946 |
0.7769 |
|
R2 |
0.7886 |
0.7886 |
0.7756 |
|
R1 |
0.7808 |
0.7808 |
0.7744 |
0.7778 |
PP |
0.7748 |
0.7748 |
0.7748 |
0.7733 |
S1 |
0.7670 |
0.7670 |
0.7718 |
0.7640 |
S2 |
0.7610 |
0.7610 |
0.7706 |
|
S3 |
0.7472 |
0.7532 |
0.7693 |
|
S4 |
0.7334 |
0.7394 |
0.7655 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7993 |
2.618 |
0.7908 |
1.618 |
0.7856 |
1.000 |
0.7824 |
0.618 |
0.7804 |
HIGH |
0.7772 |
0.618 |
0.7752 |
0.500 |
0.7746 |
0.382 |
0.7740 |
LOW |
0.7720 |
0.618 |
0.7688 |
1.000 |
0.7668 |
1.618 |
0.7636 |
2.618 |
0.7584 |
4.250 |
0.7499 |
|
|
Fisher Pivots for day following 13-May-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7746 |
0.7773 |
PP |
0.7741 |
0.7759 |
S1 |
0.7736 |
0.7745 |
|