CME Canadian Dollar Future March 2016
Trading Metrics calculated at close of trading on 31-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2015 |
31-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
0.7587 |
0.7556 |
-0.0031 |
-0.4% |
0.7565 |
High |
0.7591 |
0.7613 |
0.0022 |
0.3% |
0.7630 |
Low |
0.7520 |
0.7508 |
-0.0012 |
-0.2% |
0.7490 |
Close |
0.7565 |
0.7586 |
0.0021 |
0.3% |
0.7565 |
Range |
0.0071 |
0.0105 |
0.0034 |
47.9% |
0.0140 |
ATR |
0.0065 |
0.0067 |
0.0003 |
4.5% |
0.0000 |
Volume |
56 |
165 |
109 |
194.6% |
299 |
|
Daily Pivots for day following 31-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7884 |
0.7840 |
0.7644 |
|
R3 |
0.7779 |
0.7735 |
0.7615 |
|
R2 |
0.7674 |
0.7674 |
0.7605 |
|
R1 |
0.7630 |
0.7630 |
0.7596 |
0.7652 |
PP |
0.7569 |
0.7569 |
0.7569 |
0.7580 |
S1 |
0.7525 |
0.7525 |
0.7576 |
0.7547 |
S2 |
0.7464 |
0.7464 |
0.7567 |
|
S3 |
0.7359 |
0.7420 |
0.7557 |
|
S4 |
0.7254 |
0.7315 |
0.7528 |
|
|
Weekly Pivots for week ending 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7982 |
0.7913 |
0.7642 |
|
R3 |
0.7842 |
0.7773 |
0.7604 |
|
R2 |
0.7702 |
0.7702 |
0.7591 |
|
R1 |
0.7633 |
0.7633 |
0.7578 |
0.7635 |
PP |
0.7562 |
0.7562 |
0.7562 |
0.7563 |
S1 |
0.7493 |
0.7493 |
0.7552 |
0.7495 |
S2 |
0.7422 |
0.7422 |
0.7539 |
|
S3 |
0.7282 |
0.7353 |
0.7527 |
|
S4 |
0.7142 |
0.7213 |
0.7488 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8059 |
2.618 |
0.7888 |
1.618 |
0.7783 |
1.000 |
0.7718 |
0.618 |
0.7678 |
HIGH |
0.7613 |
0.618 |
0.7573 |
0.500 |
0.7561 |
0.382 |
0.7548 |
LOW |
0.7508 |
0.618 |
0.7443 |
1.000 |
0.7403 |
1.618 |
0.7338 |
2.618 |
0.7233 |
4.250 |
0.7062 |
|
|
Fisher Pivots for day following 31-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7578 |
0.7578 |
PP |
0.7569 |
0.7569 |
S1 |
0.7561 |
0.7561 |
|