CME Canadian Dollar Future March 2016
Trading Metrics calculated at close of trading on 20-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2015 |
20-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
0.7636 |
0.7620 |
-0.0016 |
-0.2% |
0.7619 |
High |
0.7667 |
0.7652 |
-0.0015 |
-0.2% |
0.7715 |
Low |
0.7587 |
0.7597 |
0.0010 |
0.1% |
0.7593 |
Close |
0.7634 |
0.7635 |
0.0001 |
0.0% |
0.7642 |
Range |
0.0080 |
0.0055 |
-0.0025 |
-31.3% |
0.0122 |
ATR |
0.0055 |
0.0055 |
0.0000 |
-0.1% |
0.0000 |
Volume |
223 |
76 |
-147 |
-65.9% |
106 |
|
Daily Pivots for day following 20-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7793 |
0.7769 |
0.7665 |
|
R3 |
0.7738 |
0.7714 |
0.7650 |
|
R2 |
0.7683 |
0.7683 |
0.7645 |
|
R1 |
0.7659 |
0.7659 |
0.7640 |
0.7671 |
PP |
0.7628 |
0.7628 |
0.7628 |
0.7634 |
S1 |
0.7604 |
0.7604 |
0.7630 |
0.7616 |
S2 |
0.7573 |
0.7573 |
0.7625 |
|
S3 |
0.7518 |
0.7549 |
0.7620 |
|
S4 |
0.7463 |
0.7494 |
0.7605 |
|
|
Weekly Pivots for week ending 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8016 |
0.7951 |
0.7709 |
|
R3 |
0.7894 |
0.7829 |
0.7676 |
|
R2 |
0.7772 |
0.7772 |
0.7664 |
|
R1 |
0.7707 |
0.7707 |
0.7653 |
0.7740 |
PP |
0.7650 |
0.7650 |
0.7650 |
0.7666 |
S1 |
0.7585 |
0.7585 |
0.7631 |
0.7618 |
S2 |
0.7528 |
0.7528 |
0.7620 |
|
S3 |
0.7406 |
0.7463 |
0.7608 |
|
S4 |
0.7284 |
0.7341 |
0.7575 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7886 |
2.618 |
0.7796 |
1.618 |
0.7741 |
1.000 |
0.7707 |
0.618 |
0.7686 |
HIGH |
0.7652 |
0.618 |
0.7631 |
0.500 |
0.7625 |
0.382 |
0.7618 |
LOW |
0.7597 |
0.618 |
0.7563 |
1.000 |
0.7542 |
1.618 |
0.7508 |
2.618 |
0.7453 |
4.250 |
0.7363 |
|
|
Fisher Pivots for day following 20-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7632 |
0.7632 |
PP |
0.7628 |
0.7630 |
S1 |
0.7625 |
0.7627 |
|