CME Canadian Dollar Future December 2016
Trading Metrics calculated at close of trading on 23-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2016 |
23-May-2016 |
Change |
Change % |
Previous Week |
Open |
0.7640 |
0.7600 |
-0.0040 |
-0.5% |
0.7751 |
High |
0.7642 |
0.7619 |
-0.0023 |
-0.3% |
0.7781 |
Low |
0.7600 |
0.7600 |
0.0000 |
0.0% |
0.7600 |
Close |
0.7615 |
0.7616 |
0.0001 |
0.0% |
0.7615 |
Range |
0.0042 |
0.0019 |
-0.0023 |
-54.8% |
0.0181 |
ATR |
0.0062 |
0.0059 |
-0.0003 |
-5.0% |
0.0000 |
Volume |
27 |
33 |
6 |
22.2% |
500 |
|
Daily Pivots for day following 23-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7669 |
0.7661 |
0.7626 |
|
R3 |
0.7650 |
0.7642 |
0.7621 |
|
R2 |
0.7631 |
0.7631 |
0.7619 |
|
R1 |
0.7623 |
0.7623 |
0.7618 |
0.7627 |
PP |
0.7612 |
0.7612 |
0.7612 |
0.7614 |
S1 |
0.7604 |
0.7604 |
0.7614 |
0.7608 |
S2 |
0.7593 |
0.7593 |
0.7613 |
|
S3 |
0.7574 |
0.7585 |
0.7611 |
|
S4 |
0.7555 |
0.7566 |
0.7606 |
|
|
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 |
0.7700 |
2.618 |
0.7669 |
1.618 |
0.7650 |
1.000 |
0.7638 |
0.618 |
0.7631 |
HIGH |
0.7619 |
0.618 |
0.7612 |
0.500 |
0.7610 |
0.382 |
0.7607 |
LOW |
0.7600 |
0.618 |
0.7588 |
1.000 |
0.7581 |
1.618 |
0.7569 |
2.618 |
0.7550 |
4.250 |
0.7519 |
|
|
Fisher Pivots for day following 23-May-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7614 |
0.7635 |
PP |
0.7612 |
0.7629 |
S1 |
0.7610 |
0.7622 |
|