CME Canadian Dollar Future March 2016
Trading Metrics calculated at close of trading on 29-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2015 |
29-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
0.8090 |
0.8051 |
-0.0039 |
-0.5% |
0.8093 |
High |
0.8092 |
0.8061 |
-0.0031 |
-0.4% |
0.8094 |
Low |
0.8090 |
0.8051 |
-0.0039 |
-0.5% |
0.8045 |
Close |
0.8092 |
0.8061 |
-0.0031 |
-0.4% |
0.8092 |
Range |
0.0002 |
0.0010 |
0.0008 |
400.0% |
0.0049 |
ATR |
0.0026 |
0.0027 |
0.0001 |
4.3% |
0.0000 |
Volume |
5 |
4 |
-1 |
-20.0% |
6 |
|
Daily Pivots for day following 29-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8088 |
0.8084 |
0.8067 |
|
R3 |
0.8078 |
0.8074 |
0.8064 |
|
R2 |
0.8068 |
0.8068 |
0.8063 |
|
R1 |
0.8064 |
0.8064 |
0.8062 |
0.8066 |
PP |
0.8058 |
0.8058 |
0.8058 |
0.8059 |
S1 |
0.8054 |
0.8054 |
0.8060 |
0.8056 |
S2 |
0.8048 |
0.8048 |
0.8059 |
|
S3 |
0.8038 |
0.8044 |
0.8058 |
|
S4 |
0.8028 |
0.8034 |
0.8056 |
|
|
Weekly Pivots for week ending 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8224 |
0.8207 |
0.8119 |
|
R3 |
0.8175 |
0.8158 |
0.8105 |
|
R2 |
0.8126 |
0.8126 |
0.8101 |
|
R1 |
0.8109 |
0.8109 |
0.8096 |
0.8093 |
PP |
0.8077 |
0.8077 |
0.8077 |
0.8069 |
S1 |
0.8060 |
0.8060 |
0.8088 |
0.8044 |
S2 |
0.8028 |
0.8028 |
0.8083 |
|
S3 |
0.7979 |
0.8011 |
0.8079 |
|
S4 |
0.7930 |
0.7962 |
0.8065 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8104 |
2.618 |
0.8087 |
1.618 |
0.8077 |
1.000 |
0.8071 |
0.618 |
0.8067 |
HIGH |
0.8061 |
0.618 |
0.8057 |
0.500 |
0.8056 |
0.382 |
0.8055 |
LOW |
0.8051 |
0.618 |
0.8045 |
1.000 |
0.8041 |
1.618 |
0.8035 |
2.618 |
0.8025 |
4.250 |
0.8009 |
|
|
Fisher Pivots for day following 29-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8059 |
0.8073 |
PP |
0.8058 |
0.8069 |
S1 |
0.8056 |
0.8065 |
|