CME Canadian Dollar Future December 2016
Trading Metrics calculated at close of trading on 16-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2016 |
16-May-2016 |
Change |
Change % |
Previous Week |
Open |
0.7772 |
0.7751 |
-0.0021 |
-0.3% |
0.7741 |
High |
0.7772 |
0.7762 |
-0.0010 |
-0.1% |
0.7825 |
Low |
0.7720 |
0.7742 |
0.0022 |
0.3% |
0.7687 |
Close |
0.7731 |
0.7754 |
0.0023 |
0.3% |
0.7731 |
Range |
0.0052 |
0.0020 |
-0.0032 |
-61.5% |
0.0138 |
ATR |
0.0062 |
0.0060 |
-0.0002 |
-3.6% |
0.0000 |
Volume |
89 |
31 |
-58 |
-65.2% |
896 |
|
Daily Pivots for day following 16-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7813 |
0.7803 |
0.7765 |
|
R3 |
0.7793 |
0.7783 |
0.7760 |
|
R2 |
0.7773 |
0.7773 |
0.7758 |
|
R1 |
0.7763 |
0.7763 |
0.7756 |
0.7768 |
PP |
0.7753 |
0.7753 |
0.7753 |
0.7755 |
S1 |
0.7743 |
0.7743 |
0.7752 |
0.7748 |
S2 |
0.7733 |
0.7733 |
0.7750 |
|
S3 |
0.7713 |
0.7723 |
0.7748 |
|
S4 |
0.7693 |
0.7703 |
0.7743 |
|
|
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 |
0.7847 |
2.618 |
0.7814 |
1.618 |
0.7794 |
1.000 |
0.7782 |
0.618 |
0.7774 |
HIGH |
0.7762 |
0.618 |
0.7754 |
0.500 |
0.7752 |
0.382 |
0.7750 |
LOW |
0.7742 |
0.618 |
0.7730 |
1.000 |
0.7722 |
1.618 |
0.7710 |
2.618 |
0.7690 |
4.250 |
0.7657 |
|
|
Fisher Pivots for day following 16-May-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7753 |
0.7773 |
PP |
0.7753 |
0.7766 |
S1 |
0.7752 |
0.7760 |
|