CME Canadian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 21-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2015 |
21-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7682 |
0.7709 |
0.0027 |
0.4% |
0.7813 |
| High |
0.7699 |
0.7724 |
0.0025 |
0.3% |
0.7838 |
| Low |
0.7681 |
0.7709 |
0.0028 |
0.4% |
0.7690 |
| Close |
0.7682 |
0.7709 |
0.0027 |
0.4% |
0.7690 |
| Range |
0.0018 |
0.0015 |
-0.0003 |
-16.7% |
0.0148 |
| ATR |
0.0036 |
0.0037 |
0.0000 |
1.1% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7759 |
0.7749 |
0.7717 |
|
| R3 |
0.7744 |
0.7734 |
0.7713 |
|
| R2 |
0.7729 |
0.7729 |
0.7712 |
|
| R1 |
0.7719 |
0.7719 |
0.7710 |
0.7717 |
| PP |
0.7714 |
0.7714 |
0.7714 |
0.7713 |
| S1 |
0.7704 |
0.7704 |
0.7708 |
0.7702 |
| S2 |
0.7699 |
0.7699 |
0.7706 |
|
| S3 |
0.7684 |
0.7689 |
0.7705 |
|
| S4 |
0.7669 |
0.7674 |
0.7701 |
|
|
| Weekly Pivots for week ending 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8183 |
0.8085 |
0.7771 |
|
| R3 |
0.8035 |
0.7937 |
0.7731 |
|
| R2 |
0.7887 |
0.7887 |
0.7717 |
|
| R1 |
0.7789 |
0.7789 |
0.7704 |
0.7764 |
| PP |
0.7739 |
0.7739 |
0.7739 |
0.7727 |
| S1 |
0.7641 |
0.7641 |
0.7676 |
0.7616 |
| S2 |
0.7591 |
0.7591 |
0.7663 |
|
| S3 |
0.7443 |
0.7493 |
0.7649 |
|
| S4 |
0.7295 |
0.7345 |
0.7609 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7788 |
|
2.618 |
0.7763 |
|
1.618 |
0.7748 |
|
1.000 |
0.7739 |
|
0.618 |
0.7733 |
|
HIGH |
0.7724 |
|
0.618 |
0.7718 |
|
0.500 |
0.7717 |
|
0.382 |
0.7715 |
|
LOW |
0.7709 |
|
0.618 |
0.7700 |
|
1.000 |
0.7694 |
|
1.618 |
0.7685 |
|
2.618 |
0.7670 |
|
4.250 |
0.7645 |
|
|
| Fisher Pivots for day following 21-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7717 |
0.7707 |
| PP |
0.7714 |
0.7705 |
| S1 |
0.7712 |
0.7703 |
|