CME Canadian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 16-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2015 |
16-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7800 |
0.7706 |
-0.0094 |
-1.2% |
0.7890 |
| High |
0.7835 |
0.7728 |
-0.0107 |
-1.4% |
0.7899 |
| Low |
0.7715 |
0.7702 |
-0.0013 |
-0.2% |
0.7817 |
| Close |
0.7724 |
0.7702 |
-0.0022 |
-0.3% |
0.7863 |
| Range |
0.0120 |
0.0026 |
-0.0094 |
-78.3% |
0.0082 |
| ATR |
0.0041 |
0.0040 |
-0.0001 |
-2.6% |
0.0000 |
| Volume |
17 |
7 |
-10 |
-58.8% |
124 |
|
| Daily Pivots for day following 16-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7789 |
0.7771 |
0.7716 |
|
| R3 |
0.7763 |
0.7745 |
0.7709 |
|
| R2 |
0.7737 |
0.7737 |
0.7707 |
|
| R1 |
0.7719 |
0.7719 |
0.7704 |
0.7715 |
| PP |
0.7711 |
0.7711 |
0.7711 |
0.7709 |
| S1 |
0.7693 |
0.7693 |
0.7700 |
0.7689 |
| S2 |
0.7685 |
0.7685 |
0.7697 |
|
| S3 |
0.7659 |
0.7667 |
0.7695 |
|
| S4 |
0.7633 |
0.7641 |
0.7688 |
|
|
| Weekly Pivots for week ending 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8106 |
0.8066 |
0.7908 |
|
| R3 |
0.8024 |
0.7984 |
0.7886 |
|
| R2 |
0.7942 |
0.7942 |
0.7878 |
|
| R1 |
0.7902 |
0.7902 |
0.7871 |
0.7881 |
| PP |
0.7860 |
0.7860 |
0.7860 |
0.7849 |
| S1 |
0.7820 |
0.7820 |
0.7855 |
0.7799 |
| S2 |
0.7778 |
0.7778 |
0.7848 |
|
| S3 |
0.7696 |
0.7738 |
0.7840 |
|
| S4 |
0.7614 |
0.7656 |
0.7818 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7838 |
|
2.618 |
0.7796 |
|
1.618 |
0.7770 |
|
1.000 |
0.7754 |
|
0.618 |
0.7744 |
|
HIGH |
0.7728 |
|
0.618 |
0.7718 |
|
0.500 |
0.7715 |
|
0.382 |
0.7712 |
|
LOW |
0.7702 |
|
0.618 |
0.7686 |
|
1.000 |
0.7676 |
|
1.618 |
0.7660 |
|
2.618 |
0.7634 |
|
4.250 |
0.7592 |
|
|
| Fisher Pivots for day following 16-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7715 |
0.7769 |
| PP |
0.7711 |
0.7747 |
| S1 |
0.7706 |
0.7724 |
|