CME Canadian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 08-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2015 |
08-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7850 |
0.7838 |
-0.0012 |
-0.2% |
0.8051 |
| High |
0.7850 |
0.7838 |
-0.0012 |
-0.2% |
0.8061 |
| Low |
0.7817 |
0.7832 |
0.0015 |
0.2% |
0.7900 |
| Close |
0.7841 |
0.7832 |
-0.0009 |
-0.1% |
0.7943 |
| Range |
0.0033 |
0.0006 |
-0.0027 |
-81.8% |
0.0161 |
| ATR |
0.0038 |
0.0036 |
-0.0002 |
-5.4% |
0.0000 |
| Volume |
47 |
28 |
-19 |
-40.4% |
93 |
|
| Daily Pivots for day following 08-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7852 |
0.7848 |
0.7835 |
|
| R3 |
0.7846 |
0.7842 |
0.7834 |
|
| R2 |
0.7840 |
0.7840 |
0.7833 |
|
| R1 |
0.7836 |
0.7836 |
0.7833 |
0.7835 |
| PP |
0.7834 |
0.7834 |
0.7834 |
0.7834 |
| S1 |
0.7830 |
0.7830 |
0.7831 |
0.7829 |
| S2 |
0.7828 |
0.7828 |
0.7831 |
|
| S3 |
0.7822 |
0.7824 |
0.7830 |
|
| S4 |
0.7816 |
0.7818 |
0.7829 |
|
|
| 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 |
0.7864 |
|
2.618 |
0.7854 |
|
1.618 |
0.7848 |
|
1.000 |
0.7844 |
|
0.618 |
0.7842 |
|
HIGH |
0.7838 |
|
0.618 |
0.7836 |
|
0.500 |
0.7835 |
|
0.382 |
0.7834 |
|
LOW |
0.7832 |
|
0.618 |
0.7828 |
|
1.000 |
0.7826 |
|
1.618 |
0.7822 |
|
2.618 |
0.7816 |
|
4.250 |
0.7807 |
|
|
| Fisher Pivots for day following 08-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7835 |
0.7858 |
| PP |
0.7834 |
0.7849 |
| S1 |
0.7833 |
0.7841 |
|