CME Canadian Dollar Future March 2016
Trading Metrics calculated at close of trading on 10-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2015 |
10-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
0.7849 |
0.7864 |
0.0015 |
0.2% |
0.7890 |
High |
0.7849 |
0.7864 |
0.0015 |
0.2% |
0.7899 |
Low |
0.7845 |
0.7840 |
-0.0005 |
-0.1% |
0.7817 |
Close |
0.7845 |
0.7863 |
0.0018 |
0.2% |
0.7863 |
Range |
0.0004 |
0.0024 |
0.0020 |
500.0% |
0.0082 |
ATR |
0.0034 |
0.0034 |
-0.0001 |
-2.2% |
0.0000 |
Volume |
1 |
3 |
2 |
200.0% |
124 |
|
Daily Pivots for day following 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7928 |
0.7919 |
0.7876 |
|
R3 |
0.7904 |
0.7895 |
0.7870 |
|
R2 |
0.7880 |
0.7880 |
0.7867 |
|
R1 |
0.7871 |
0.7871 |
0.7865 |
0.7864 |
PP |
0.7856 |
0.7856 |
0.7856 |
0.7852 |
S1 |
0.7847 |
0.7847 |
0.7861 |
0.7839 |
S2 |
0.7832 |
0.7832 |
0.7859 |
|
S3 |
0.7808 |
0.7823 |
0.7856 |
|
S4 |
0.7784 |
0.7799 |
0.7850 |
|
|
Weekly Pivots for week ending 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8106 |
0.8066 |
0.7908 |
|
R3 |
0.8024 |
0.7984 |
0.7886 |
|
R2 |
0.7942 |
0.7942 |
0.7878 |
|
R1 |
0.7902 |
0.7902 |
0.7871 |
0.7881 |
PP |
0.7860 |
0.7860 |
0.7860 |
0.7849 |
S1 |
0.7820 |
0.7820 |
0.7855 |
0.7799 |
S2 |
0.7778 |
0.7778 |
0.7848 |
|
S3 |
0.7696 |
0.7738 |
0.7840 |
|
S4 |
0.7614 |
0.7656 |
0.7818 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7966 |
2.618 |
0.7927 |
1.618 |
0.7903 |
1.000 |
0.7888 |
0.618 |
0.7879 |
HIGH |
0.7864 |
0.618 |
0.7855 |
0.500 |
0.7852 |
0.382 |
0.7849 |
LOW |
0.7840 |
0.618 |
0.7825 |
1.000 |
0.7816 |
1.618 |
0.7801 |
2.618 |
0.7777 |
4.250 |
0.7738 |
|
|
Fisher Pivots for day following 10-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7859 |
0.7858 |
PP |
0.7856 |
0.7853 |
S1 |
0.7852 |
0.7848 |
|