CME Canadian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 26-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2015 |
26-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8094 |
0.8090 |
-0.0004 |
0.0% |
0.8093 |
| High |
0.8094 |
0.8092 |
-0.0002 |
0.0% |
0.8094 |
| Low |
0.8094 |
0.8090 |
-0.0004 |
0.0% |
0.8045 |
| Close |
0.8094 |
0.8092 |
-0.0002 |
0.0% |
0.8092 |
| Range |
0.0000 |
0.0002 |
0.0002 |
|
0.0049 |
| ATR |
0.0000 |
0.0026 |
0.0026 |
|
0.0000 |
| Volume |
0 |
5 |
5 |
|
6 |
|
| Daily Pivots for day following 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8097 |
0.8097 |
0.8093 |
|
| R3 |
0.8095 |
0.8095 |
0.8093 |
|
| R2 |
0.8093 |
0.8093 |
0.8092 |
|
| R1 |
0.8093 |
0.8093 |
0.8092 |
0.8093 |
| PP |
0.8091 |
0.8091 |
0.8091 |
0.8092 |
| S1 |
0.8091 |
0.8091 |
0.8092 |
0.8091 |
| S2 |
0.8089 |
0.8089 |
0.8092 |
|
| S3 |
0.8087 |
0.8089 |
0.8091 |
|
| S4 |
0.8085 |
0.8087 |
0.8091 |
|
|
| Weekly Pivots for week ending 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8224 |
0.8207 |
0.8119 |
|
| R3 |
0.8175 |
0.8158 |
0.8105 |
|
| R2 |
0.8126 |
0.8126 |
0.8101 |
|
| R1 |
0.8109 |
0.8109 |
0.8096 |
0.8093 |
| PP |
0.8077 |
0.8077 |
0.8077 |
0.8069 |
| S1 |
0.8060 |
0.8060 |
0.8088 |
0.8044 |
| S2 |
0.8028 |
0.8028 |
0.8083 |
|
| S3 |
0.7979 |
0.8011 |
0.8079 |
|
| S4 |
0.7930 |
0.7962 |
0.8065 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8101 |
|
2.618 |
0.8097 |
|
1.618 |
0.8095 |
|
1.000 |
0.8094 |
|
0.618 |
0.8093 |
|
HIGH |
0.8092 |
|
0.618 |
0.8091 |
|
0.500 |
0.8091 |
|
0.382 |
0.8091 |
|
LOW |
0.8090 |
|
0.618 |
0.8089 |
|
1.000 |
0.8088 |
|
1.618 |
0.8087 |
|
2.618 |
0.8085 |
|
4.250 |
0.8082 |
|
|
| Fisher Pivots for day following 26-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8092 |
0.8085 |
| PP |
0.8091 |
0.8077 |
| S1 |
0.8091 |
0.8070 |
|