CME Canadian Dollar Future December 2016
Trading Metrics calculated at close of trading on 20-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2016 |
20-May-2016 |
Change |
Change % |
Previous Week |
Open |
0.7670 |
0.7640 |
-0.0030 |
-0.4% |
0.7751 |
High |
0.7670 |
0.7642 |
-0.0028 |
-0.4% |
0.7781 |
Low |
0.7606 |
0.7600 |
-0.0006 |
-0.1% |
0.7600 |
Close |
0.7638 |
0.7615 |
-0.0023 |
-0.3% |
0.7615 |
Range |
0.0064 |
0.0042 |
-0.0022 |
-34.4% |
0.0181 |
ATR |
0.0064 |
0.0062 |
-0.0002 |
-2.4% |
0.0000 |
Volume |
209 |
27 |
-182 |
-87.1% |
500 |
|
Daily Pivots for day following 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7745 |
0.7722 |
0.7638 |
|
R3 |
0.7703 |
0.7680 |
0.7627 |
|
R2 |
0.7661 |
0.7661 |
0.7623 |
|
R1 |
0.7638 |
0.7638 |
0.7619 |
0.7629 |
PP |
0.7619 |
0.7619 |
0.7619 |
0.7614 |
S1 |
0.7596 |
0.7596 |
0.7611 |
0.7587 |
S2 |
0.7577 |
0.7577 |
0.7607 |
|
S3 |
0.7535 |
0.7554 |
0.7603 |
|
S4 |
0.7493 |
0.7512 |
0.7592 |
|
|
Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8208 |
0.8093 |
0.7715 |
|
R3 |
0.8027 |
0.7912 |
0.7665 |
|
R2 |
0.7846 |
0.7846 |
0.7648 |
|
R1 |
0.7731 |
0.7731 |
0.7632 |
0.7698 |
PP |
0.7665 |
0.7665 |
0.7665 |
0.7649 |
S1 |
0.7550 |
0.7550 |
0.7598 |
0.7517 |
S2 |
0.7484 |
0.7484 |
0.7582 |
|
S3 |
0.7303 |
0.7369 |
0.7565 |
|
S4 |
0.7122 |
0.7188 |
0.7515 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7820 |
2.618 |
0.7752 |
1.618 |
0.7710 |
1.000 |
0.7684 |
0.618 |
0.7668 |
HIGH |
0.7642 |
0.618 |
0.7626 |
0.500 |
0.7621 |
0.382 |
0.7616 |
LOW |
0.7600 |
0.618 |
0.7574 |
1.000 |
0.7558 |
1.618 |
0.7532 |
2.618 |
0.7490 |
4.250 |
0.7422 |
|
|
Fisher Pivots for day following 20-May-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7621 |
0.7675 |
PP |
0.7619 |
0.7655 |
S1 |
0.7617 |
0.7635 |
|