CME Canadian Dollar Future March 2016
Trading Metrics calculated at close of trading on 26-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2015 |
26-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
0.7568 |
0.7513 |
-0.0055 |
-0.7% |
0.7638 |
High |
0.7598 |
0.7545 |
-0.0053 |
-0.7% |
0.7667 |
Low |
0.7490 |
0.7493 |
0.0003 |
0.0% |
0.7582 |
Close |
0.7505 |
0.7494 |
-0.0011 |
-0.1% |
0.7589 |
Range |
0.0108 |
0.0052 |
-0.0056 |
-51.9% |
0.0085 |
ATR |
0.0063 |
0.0062 |
-0.0001 |
-1.2% |
0.0000 |
Volume |
34 |
84 |
50 |
147.1% |
470 |
|
Daily Pivots for day following 26-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7667 |
0.7632 |
0.7523 |
|
R3 |
0.7615 |
0.7580 |
0.7508 |
|
R2 |
0.7563 |
0.7563 |
0.7504 |
|
R1 |
0.7528 |
0.7528 |
0.7499 |
0.7520 |
PP |
0.7511 |
0.7511 |
0.7511 |
0.7506 |
S1 |
0.7476 |
0.7476 |
0.7489 |
0.7468 |
S2 |
0.7459 |
0.7459 |
0.7484 |
|
S3 |
0.7407 |
0.7424 |
0.7480 |
|
S4 |
0.7355 |
0.7372 |
0.7465 |
|
|
Weekly Pivots for week ending 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7868 |
0.7813 |
0.7636 |
|
R3 |
0.7783 |
0.7728 |
0.7612 |
|
R2 |
0.7698 |
0.7698 |
0.7605 |
|
R1 |
0.7643 |
0.7643 |
0.7597 |
0.7628 |
PP |
0.7613 |
0.7613 |
0.7613 |
0.7605 |
S1 |
0.7558 |
0.7558 |
0.7581 |
0.7543 |
S2 |
0.7528 |
0.7528 |
0.7573 |
|
S3 |
0.7443 |
0.7473 |
0.7566 |
|
S4 |
0.7358 |
0.7388 |
0.7542 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7766 |
2.618 |
0.7681 |
1.618 |
0.7629 |
1.000 |
0.7597 |
0.618 |
0.7577 |
HIGH |
0.7545 |
0.618 |
0.7525 |
0.500 |
0.7519 |
0.382 |
0.7513 |
LOW |
0.7493 |
0.618 |
0.7461 |
1.000 |
0.7441 |
1.618 |
0.7409 |
2.618 |
0.7357 |
4.250 |
0.7272 |
|
|
Fisher Pivots for day following 26-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7519 |
0.7560 |
PP |
0.7511 |
0.7538 |
S1 |
0.7502 |
0.7516 |
|