CME Canadian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 06-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2015 |
06-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7900 |
0.7890 |
-0.0010 |
-0.1% |
0.8051 |
| High |
0.7952 |
0.7899 |
-0.0053 |
-0.7% |
0.8061 |
| Low |
0.7900 |
0.7884 |
-0.0016 |
-0.2% |
0.7900 |
| Close |
0.7943 |
0.7884 |
-0.0059 |
-0.7% |
0.7943 |
| Range |
0.0052 |
0.0015 |
-0.0037 |
-71.2% |
0.0161 |
| ATR |
0.0034 |
0.0036 |
0.0002 |
5.3% |
0.0000 |
| Volume |
21 |
45 |
24 |
114.3% |
93 |
|
| Daily Pivots for day following 06-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7934 |
0.7924 |
0.7892 |
|
| R3 |
0.7919 |
0.7909 |
0.7888 |
|
| R2 |
0.7904 |
0.7904 |
0.7887 |
|
| R1 |
0.7894 |
0.7894 |
0.7885 |
0.7892 |
| PP |
0.7889 |
0.7889 |
0.7889 |
0.7888 |
| S1 |
0.7879 |
0.7879 |
0.7883 |
0.7877 |
| S2 |
0.7874 |
0.7874 |
0.7881 |
|
| S3 |
0.7859 |
0.7864 |
0.7880 |
|
| S4 |
0.7844 |
0.7849 |
0.7876 |
|
|
| Weekly Pivots for week ending 03-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8451 |
0.8358 |
0.8032 |
|
| R3 |
0.8290 |
0.8197 |
0.7987 |
|
| R2 |
0.8129 |
0.8129 |
0.7973 |
|
| R1 |
0.8036 |
0.8036 |
0.7958 |
0.8002 |
| PP |
0.7968 |
0.7968 |
0.7968 |
0.7951 |
| S1 |
0.7875 |
0.7875 |
0.7928 |
0.7841 |
| S2 |
0.7807 |
0.7807 |
0.7913 |
|
| S3 |
0.7646 |
0.7714 |
0.7899 |
|
| S4 |
0.7485 |
0.7553 |
0.7854 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7963 |
|
2.618 |
0.7938 |
|
1.618 |
0.7923 |
|
1.000 |
0.7914 |
|
0.618 |
0.7908 |
|
HIGH |
0.7899 |
|
0.618 |
0.7893 |
|
0.500 |
0.7892 |
|
0.382 |
0.7890 |
|
LOW |
0.7884 |
|
0.618 |
0.7875 |
|
1.000 |
0.7869 |
|
1.618 |
0.7860 |
|
2.618 |
0.7845 |
|
4.250 |
0.7820 |
|
|
| Fisher Pivots for day following 06-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7892 |
0.7922 |
| PP |
0.7889 |
0.7909 |
| S1 |
0.7887 |
0.7897 |
|