CME Canadian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 24-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2015 |
24-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7673 |
0.7667 |
-0.0006 |
-0.1% |
0.7682 |
| High |
0.7704 |
0.7667 |
-0.0037 |
-0.5% |
0.7724 |
| Low |
0.7664 |
0.7635 |
-0.0029 |
-0.4% |
0.7635 |
| Close |
0.7664 |
0.7646 |
-0.0018 |
-0.2% |
0.7646 |
| Range |
0.0040 |
0.0032 |
-0.0008 |
-20.0% |
0.0089 |
| ATR |
0.0038 |
0.0037 |
0.0000 |
-1.1% |
0.0000 |
| Volume |
3 |
1 |
-2 |
-66.7% |
55 |
|
| Daily Pivots for day following 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7745 |
0.7728 |
0.7664 |
|
| R3 |
0.7713 |
0.7696 |
0.7655 |
|
| R2 |
0.7681 |
0.7681 |
0.7652 |
|
| R1 |
0.7664 |
0.7664 |
0.7649 |
0.7657 |
| PP |
0.7649 |
0.7649 |
0.7649 |
0.7646 |
| S1 |
0.7632 |
0.7632 |
0.7643 |
0.7625 |
| S2 |
0.7617 |
0.7617 |
0.7640 |
|
| S3 |
0.7585 |
0.7600 |
0.7637 |
|
| S4 |
0.7553 |
0.7568 |
0.7628 |
|
|
| Weekly Pivots for week ending 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7935 |
0.7880 |
0.7695 |
|
| R3 |
0.7846 |
0.7791 |
0.7670 |
|
| R2 |
0.7757 |
0.7757 |
0.7662 |
|
| R1 |
0.7702 |
0.7702 |
0.7654 |
0.7685 |
| PP |
0.7668 |
0.7668 |
0.7668 |
0.7660 |
| S1 |
0.7613 |
0.7613 |
0.7638 |
0.7596 |
| S2 |
0.7579 |
0.7579 |
0.7630 |
|
| S3 |
0.7490 |
0.7524 |
0.7622 |
|
| S4 |
0.7401 |
0.7435 |
0.7597 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7803 |
|
2.618 |
0.7751 |
|
1.618 |
0.7719 |
|
1.000 |
0.7699 |
|
0.618 |
0.7687 |
|
HIGH |
0.7667 |
|
0.618 |
0.7655 |
|
0.500 |
0.7651 |
|
0.382 |
0.7647 |
|
LOW |
0.7635 |
|
0.618 |
0.7615 |
|
1.000 |
0.7603 |
|
1.618 |
0.7583 |
|
2.618 |
0.7551 |
|
4.250 |
0.7499 |
|
|
| Fisher Pivots for day following 24-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7651 |
0.7674 |
| PP |
0.7649 |
0.7665 |
| S1 |
0.7648 |
0.7655 |
|