CME Canadian Dollar Future December 2016
Trading Metrics calculated at close of trading on 09-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2016 |
09-May-2016 |
Change |
Change % |
Previous Week |
Open |
0.7756 |
0.7741 |
-0.0015 |
-0.2% |
0.7983 |
High |
0.7772 |
0.7741 |
-0.0031 |
-0.4% |
0.7988 |
Low |
0.7732 |
0.7687 |
-0.0045 |
-0.6% |
0.7732 |
Close |
0.7732 |
0.7714 |
-0.0018 |
-0.2% |
0.7732 |
Range |
0.0040 |
0.0054 |
0.0014 |
35.0% |
0.0256 |
ATR |
0.0064 |
0.0063 |
-0.0001 |
-1.1% |
0.0000 |
Volume |
152 |
95 |
-57 |
-37.5% |
508 |
|
Daily Pivots for day following 09-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7876 |
0.7849 |
0.7744 |
|
R3 |
0.7822 |
0.7795 |
0.7729 |
|
R2 |
0.7768 |
0.7768 |
0.7724 |
|
R1 |
0.7741 |
0.7741 |
0.7719 |
0.7728 |
PP |
0.7714 |
0.7714 |
0.7714 |
0.7707 |
S1 |
0.7687 |
0.7687 |
0.7709 |
0.7674 |
S2 |
0.7660 |
0.7660 |
0.7704 |
|
S3 |
0.7606 |
0.7633 |
0.7699 |
|
S4 |
0.7552 |
0.7579 |
0.7684 |
|
|
Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8585 |
0.8415 |
0.7873 |
|
R3 |
0.8329 |
0.8159 |
0.7802 |
|
R2 |
0.8073 |
0.8073 |
0.7779 |
|
R1 |
0.7903 |
0.7903 |
0.7755 |
0.7860 |
PP |
0.7817 |
0.7817 |
0.7817 |
0.7796 |
S1 |
0.7647 |
0.7647 |
0.7709 |
0.7604 |
S2 |
0.7561 |
0.7561 |
0.7685 |
|
S3 |
0.7305 |
0.7391 |
0.7662 |
|
S4 |
0.7049 |
0.7135 |
0.7591 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7970 |
2.618 |
0.7882 |
1.618 |
0.7828 |
1.000 |
0.7795 |
0.618 |
0.7774 |
HIGH |
0.7741 |
0.618 |
0.7720 |
0.500 |
0.7714 |
0.382 |
0.7708 |
LOW |
0.7687 |
0.618 |
0.7654 |
1.000 |
0.7633 |
1.618 |
0.7600 |
2.618 |
0.7546 |
4.250 |
0.7458 |
|
|
Fisher Pivots for day following 09-May-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7714 |
0.7755 |
PP |
0.7714 |
0.7741 |
S1 |
0.7714 |
0.7728 |
|