CME Canadian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 24-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2016 |
24-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7288 |
0.7240 |
-0.0048 |
-0.7% |
0.7250 |
| High |
0.7288 |
0.7309 |
0.0021 |
0.3% |
0.7325 |
| Low |
0.7250 |
0.7222 |
-0.0028 |
-0.4% |
0.7200 |
| Close |
0.7273 |
0.7297 |
0.0024 |
0.3% |
0.7267 |
| Range |
0.0038 |
0.0087 |
0.0049 |
128.9% |
0.0125 |
| ATR |
0.0065 |
0.0066 |
0.0002 |
2.5% |
0.0000 |
| Volume |
29 |
21 |
-8 |
-27.6% |
57 |
|
| Daily Pivots for day following 24-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7537 |
0.7504 |
0.7345 |
|
| R3 |
0.7450 |
0.7417 |
0.7321 |
|
| R2 |
0.7363 |
0.7363 |
0.7313 |
|
| R1 |
0.7330 |
0.7330 |
0.7305 |
0.7347 |
| PP |
0.7276 |
0.7276 |
0.7276 |
0.7284 |
| S1 |
0.7243 |
0.7243 |
0.7289 |
0.7260 |
| S2 |
0.7189 |
0.7189 |
0.7281 |
|
| S3 |
0.7102 |
0.7156 |
0.7273 |
|
| S4 |
0.7015 |
0.7069 |
0.7249 |
|
|
| Weekly Pivots for week ending 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7639 |
0.7578 |
0.7336 |
|
| R3 |
0.7514 |
0.7453 |
0.7301 |
|
| R2 |
0.7389 |
0.7389 |
0.7290 |
|
| R1 |
0.7328 |
0.7328 |
0.7278 |
0.7359 |
| PP |
0.7264 |
0.7264 |
0.7264 |
0.7279 |
| S1 |
0.7203 |
0.7203 |
0.7256 |
0.7234 |
| S2 |
0.7139 |
0.7139 |
0.7244 |
|
| S3 |
0.7014 |
0.7078 |
0.7233 |
|
| S4 |
0.6889 |
0.6953 |
0.7198 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7679 |
|
2.618 |
0.7537 |
|
1.618 |
0.7450 |
|
1.000 |
0.7396 |
|
0.618 |
0.7363 |
|
HIGH |
0.7309 |
|
0.618 |
0.7276 |
|
0.500 |
0.7266 |
|
0.382 |
0.7255 |
|
LOW |
0.7222 |
|
0.618 |
0.7168 |
|
1.000 |
0.7135 |
|
1.618 |
0.7081 |
|
2.618 |
0.6994 |
|
4.250 |
0.6852 |
|
|
| Fisher Pivots for day following 24-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7287 |
0.7289 |
| PP |
0.7276 |
0.7281 |
| S1 |
0.7266 |
0.7273 |
|