CME Canadian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 25-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2015 |
25-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8085 |
0.8094 |
0.0009 |
0.1% |
0.8090 |
| High |
0.8085 |
0.8094 |
0.0009 |
0.1% |
0.8153 |
| Low |
0.8045 |
0.8094 |
0.0049 |
0.6% |
0.8090 |
| Close |
0.8045 |
0.8094 |
0.0049 |
0.6% |
0.8130 |
| Range |
0.0040 |
0.0000 |
-0.0040 |
-100.0% |
0.0063 |
| ATR |
|
|
|
|
|
| Volume |
1 |
0 |
-1 |
-100.0% |
2 |
|
| Daily Pivots for day following 25-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8094 |
0.8094 |
0.8094 |
|
| R3 |
0.8094 |
0.8094 |
0.8094 |
|
| R2 |
0.8094 |
0.8094 |
0.8094 |
|
| R1 |
0.8094 |
0.8094 |
0.8094 |
0.8094 |
| PP |
0.8094 |
0.8094 |
0.8094 |
0.8094 |
| S1 |
0.8094 |
0.8094 |
0.8094 |
0.8094 |
| S2 |
0.8094 |
0.8094 |
0.8094 |
|
| S3 |
0.8094 |
0.8094 |
0.8094 |
|
| S4 |
0.8094 |
0.8094 |
0.8094 |
|
|
| Weekly Pivots for week ending 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8313 |
0.8285 |
0.8165 |
|
| R3 |
0.8250 |
0.8222 |
0.8147 |
|
| R2 |
0.8187 |
0.8187 |
0.8142 |
|
| R1 |
0.8159 |
0.8159 |
0.8136 |
0.8173 |
| PP |
0.8124 |
0.8124 |
0.8124 |
0.8132 |
| S1 |
0.8096 |
0.8096 |
0.8124 |
0.8110 |
| S2 |
0.8061 |
0.8061 |
0.8118 |
|
| S3 |
0.7998 |
0.8033 |
0.8113 |
|
| S4 |
0.7935 |
0.7970 |
0.8095 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8094 |
|
2.618 |
0.8094 |
|
1.618 |
0.8094 |
|
1.000 |
0.8094 |
|
0.618 |
0.8094 |
|
HIGH |
0.8094 |
|
0.618 |
0.8094 |
|
0.500 |
0.8094 |
|
0.382 |
0.8094 |
|
LOW |
0.8094 |
|
0.618 |
0.8094 |
|
1.000 |
0.8094 |
|
1.618 |
0.8094 |
|
2.618 |
0.8094 |
|
4.250 |
0.8094 |
|
|
| Fisher Pivots for day following 25-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8094 |
0.8086 |
| PP |
0.8094 |
0.8078 |
| S1 |
0.8094 |
0.8070 |
|