CME Canadian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 25-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2016 |
25-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7903 |
0.7895 |
-0.0008 |
-0.1% |
0.7724 |
| High |
0.7919 |
0.7895 |
-0.0024 |
-0.3% |
0.7939 |
| Low |
0.7878 |
0.7880 |
0.0002 |
0.0% |
0.7702 |
| Close |
0.7886 |
0.7884 |
-0.0002 |
0.0% |
0.7886 |
| Range |
0.0041 |
0.0015 |
-0.0026 |
-63.4% |
0.0237 |
| ATR |
0.0069 |
0.0065 |
-0.0004 |
-5.6% |
0.0000 |
| Volume |
343 |
88 |
-255 |
-74.3% |
704 |
|
| Daily Pivots for day following 25-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7931 |
0.7923 |
0.7892 |
|
| R3 |
0.7916 |
0.7908 |
0.7888 |
|
| R2 |
0.7901 |
0.7901 |
0.7887 |
|
| R1 |
0.7893 |
0.7893 |
0.7885 |
0.7890 |
| PP |
0.7886 |
0.7886 |
0.7886 |
0.7885 |
| S1 |
0.7878 |
0.7878 |
0.7883 |
0.7875 |
| S2 |
0.7871 |
0.7871 |
0.7881 |
|
| S3 |
0.7856 |
0.7863 |
0.7880 |
|
| S4 |
0.7841 |
0.7848 |
0.7876 |
|
|
| Weekly Pivots for week ending 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8553 |
0.8457 |
0.8016 |
|
| R3 |
0.8316 |
0.8220 |
0.7951 |
|
| R2 |
0.8079 |
0.8079 |
0.7929 |
|
| R1 |
0.7983 |
0.7983 |
0.7908 |
0.8031 |
| PP |
0.7842 |
0.7842 |
0.7842 |
0.7867 |
| S1 |
0.7746 |
0.7746 |
0.7864 |
0.7794 |
| S2 |
0.7605 |
0.7605 |
0.7843 |
|
| S3 |
0.7368 |
0.7509 |
0.7821 |
|
| S4 |
0.7131 |
0.7272 |
0.7756 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7959 |
|
2.618 |
0.7934 |
|
1.618 |
0.7919 |
|
1.000 |
0.7910 |
|
0.618 |
0.7904 |
|
HIGH |
0.7895 |
|
0.618 |
0.7889 |
|
0.500 |
0.7888 |
|
0.382 |
0.7886 |
|
LOW |
0.7880 |
|
0.618 |
0.7871 |
|
1.000 |
0.7865 |
|
1.618 |
0.7856 |
|
2.618 |
0.7841 |
|
4.250 |
0.7816 |
|
|
| Fisher Pivots for day following 25-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7888 |
0.7884 |
| PP |
0.7886 |
0.7884 |
| S1 |
0.7885 |
0.7884 |
|