CME Canadian Dollar Future March 2016
Trading Metrics calculated at close of trading on 02-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2015 |
02-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
0.7960 |
0.7900 |
-0.0060 |
-0.8% |
0.8093 |
High |
0.7960 |
0.7952 |
-0.0008 |
-0.1% |
0.8094 |
Low |
0.7924 |
0.7900 |
-0.0024 |
-0.3% |
0.8045 |
Close |
0.7924 |
0.7943 |
0.0019 |
0.2% |
0.8092 |
Range |
0.0036 |
0.0052 |
0.0016 |
44.4% |
0.0049 |
ATR |
0.0032 |
0.0034 |
0.0001 |
4.3% |
0.0000 |
Volume |
65 |
21 |
-44 |
-67.7% |
6 |
|
Daily Pivots for day following 02-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8088 |
0.8067 |
0.7972 |
|
R3 |
0.8036 |
0.8015 |
0.7957 |
|
R2 |
0.7984 |
0.7984 |
0.7953 |
|
R1 |
0.7963 |
0.7963 |
0.7948 |
0.7974 |
PP |
0.7932 |
0.7932 |
0.7932 |
0.7937 |
S1 |
0.7911 |
0.7911 |
0.7938 |
0.7922 |
S2 |
0.7880 |
0.7880 |
0.7933 |
|
S3 |
0.7828 |
0.7859 |
0.7929 |
|
S4 |
0.7776 |
0.7807 |
0.7914 |
|
|
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 |
0.8173 |
2.618 |
0.8088 |
1.618 |
0.8036 |
1.000 |
0.8004 |
0.618 |
0.7984 |
HIGH |
0.7952 |
0.618 |
0.7932 |
0.500 |
0.7926 |
0.382 |
0.7920 |
LOW |
0.7900 |
0.618 |
0.7868 |
1.000 |
0.7848 |
1.618 |
0.7816 |
2.618 |
0.7764 |
4.250 |
0.7679 |
|
|
Fisher Pivots for day following 02-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7937 |
0.7949 |
PP |
0.7932 |
0.7947 |
S1 |
0.7926 |
0.7945 |
|