CME Canadian Dollar Future March 2016
Trading Metrics calculated at close of trading on 31-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2015 |
31-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
0.7684 |
0.7700 |
0.0016 |
0.2% |
0.7676 |
High |
0.7684 |
0.7712 |
0.0028 |
0.4% |
0.7760 |
Low |
0.7669 |
0.7625 |
-0.0044 |
-0.6% |
0.7625 |
Close |
0.7684 |
0.7633 |
-0.0051 |
-0.7% |
0.7633 |
Range |
0.0015 |
0.0087 |
0.0072 |
480.0% |
0.0135 |
ATR |
0.0041 |
0.0044 |
0.0003 |
8.0% |
0.0000 |
Volume |
1 |
22 |
21 |
2,100.0% |
129 |
|
Daily Pivots for day following 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7918 |
0.7862 |
0.7681 |
|
R3 |
0.7831 |
0.7775 |
0.7657 |
|
R2 |
0.7744 |
0.7744 |
0.7649 |
|
R1 |
0.7688 |
0.7688 |
0.7641 |
0.7673 |
PP |
0.7657 |
0.7657 |
0.7657 |
0.7649 |
S1 |
0.7601 |
0.7601 |
0.7625 |
0.7585 |
S2 |
0.7570 |
0.7570 |
0.7617 |
|
S3 |
0.7483 |
0.7514 |
0.7609 |
|
S4 |
0.7396 |
0.7427 |
0.7585 |
|
|
Weekly Pivots for week ending 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8078 |
0.7990 |
0.7707 |
|
R3 |
0.7943 |
0.7855 |
0.7670 |
|
R2 |
0.7808 |
0.7808 |
0.7658 |
|
R1 |
0.7720 |
0.7720 |
0.7645 |
0.7697 |
PP |
0.7673 |
0.7673 |
0.7673 |
0.7661 |
S1 |
0.7585 |
0.7585 |
0.7621 |
0.7562 |
S2 |
0.7538 |
0.7538 |
0.7608 |
|
S3 |
0.7403 |
0.7450 |
0.7596 |
|
S4 |
0.7268 |
0.7315 |
0.7559 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8082 |
2.618 |
0.7940 |
1.618 |
0.7853 |
1.000 |
0.7799 |
0.618 |
0.7766 |
HIGH |
0.7712 |
0.618 |
0.7679 |
0.500 |
0.7669 |
0.382 |
0.7658 |
LOW |
0.7625 |
0.618 |
0.7571 |
1.000 |
0.7538 |
1.618 |
0.7484 |
2.618 |
0.7397 |
4.250 |
0.7255 |
|
|
Fisher Pivots for day following 31-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7669 |
0.7693 |
PP |
0.7657 |
0.7673 |
S1 |
0.7645 |
0.7653 |
|