CME Canadian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 27-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2015 |
27-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7667 |
0.7676 |
0.0009 |
0.1% |
0.7682 |
| High |
0.7667 |
0.7689 |
0.0022 |
0.3% |
0.7724 |
| Low |
0.7635 |
0.7665 |
0.0030 |
0.4% |
0.7635 |
| Close |
0.7646 |
0.7665 |
0.0019 |
0.2% |
0.7646 |
| Range |
0.0032 |
0.0024 |
-0.0008 |
-25.0% |
0.0089 |
| ATR |
0.0037 |
0.0038 |
0.0000 |
1.1% |
0.0000 |
| Volume |
1 |
106 |
105 |
10,500.0% |
55 |
|
| Daily Pivots for day following 27-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7745 |
0.7729 |
0.7678 |
|
| R3 |
0.7721 |
0.7705 |
0.7672 |
|
| R2 |
0.7697 |
0.7697 |
0.7669 |
|
| R1 |
0.7681 |
0.7681 |
0.7667 |
0.7677 |
| PP |
0.7673 |
0.7673 |
0.7673 |
0.7671 |
| S1 |
0.7657 |
0.7657 |
0.7663 |
0.7653 |
| S2 |
0.7649 |
0.7649 |
0.7661 |
|
| S3 |
0.7625 |
0.7633 |
0.7658 |
|
| S4 |
0.7601 |
0.7609 |
0.7652 |
|
|
| 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 |
0.7791 |
|
2.618 |
0.7752 |
|
1.618 |
0.7728 |
|
1.000 |
0.7713 |
|
0.618 |
0.7704 |
|
HIGH |
0.7689 |
|
0.618 |
0.7680 |
|
0.500 |
0.7677 |
|
0.382 |
0.7674 |
|
LOW |
0.7665 |
|
0.618 |
0.7650 |
|
1.000 |
0.7641 |
|
1.618 |
0.7626 |
|
2.618 |
0.7602 |
|
4.250 |
0.7563 |
|
|
| Fisher Pivots for day following 27-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7677 |
0.7670 |
| PP |
0.7673 |
0.7668 |
| S1 |
0.7669 |
0.7667 |
|