CME Canadian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 07-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2015 |
07-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7890 |
0.7850 |
-0.0040 |
-0.5% |
0.8051 |
| High |
0.7899 |
0.7850 |
-0.0049 |
-0.6% |
0.8061 |
| Low |
0.7884 |
0.7817 |
-0.0067 |
-0.8% |
0.7900 |
| Close |
0.7884 |
0.7841 |
-0.0043 |
-0.5% |
0.7943 |
| Range |
0.0015 |
0.0033 |
0.0018 |
120.0% |
0.0161 |
| ATR |
0.0036 |
0.0038 |
0.0002 |
6.3% |
0.0000 |
| Volume |
45 |
47 |
2 |
4.4% |
93 |
|
| Daily Pivots for day following 07-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7935 |
0.7921 |
0.7859 |
|
| R3 |
0.7902 |
0.7888 |
0.7850 |
|
| R2 |
0.7869 |
0.7869 |
0.7847 |
|
| R1 |
0.7855 |
0.7855 |
0.7844 |
0.7846 |
| PP |
0.7836 |
0.7836 |
0.7836 |
0.7831 |
| S1 |
0.7822 |
0.7822 |
0.7838 |
0.7813 |
| S2 |
0.7803 |
0.7803 |
0.7835 |
|
| S3 |
0.7770 |
0.7789 |
0.7832 |
|
| S4 |
0.7737 |
0.7756 |
0.7823 |
|
|
| 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 |
0.7990 |
|
2.618 |
0.7936 |
|
1.618 |
0.7903 |
|
1.000 |
0.7883 |
|
0.618 |
0.7870 |
|
HIGH |
0.7850 |
|
0.618 |
0.7837 |
|
0.500 |
0.7834 |
|
0.382 |
0.7830 |
|
LOW |
0.7817 |
|
0.618 |
0.7797 |
|
1.000 |
0.7784 |
|
1.618 |
0.7764 |
|
2.618 |
0.7731 |
|
4.250 |
0.7677 |
|
|
| Fisher Pivots for day following 07-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7839 |
0.7885 |
| PP |
0.7836 |
0.7870 |
| S1 |
0.7834 |
0.7856 |
|