CME Canadian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 28-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2015 |
28-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7676 |
0.7726 |
0.0050 |
0.7% |
0.7682 |
| High |
0.7689 |
0.7730 |
0.0041 |
0.5% |
0.7724 |
| Low |
0.7665 |
0.7726 |
0.0061 |
0.8% |
0.7635 |
| Close |
0.7665 |
0.7726 |
0.0061 |
0.8% |
0.7646 |
| Range |
0.0024 |
0.0004 |
-0.0020 |
-83.3% |
0.0089 |
| ATR |
0.0038 |
0.0040 |
0.0002 |
5.2% |
0.0000 |
| Volume |
106 |
0 |
-106 |
-100.0% |
55 |
|
| Daily Pivots for day following 28-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7739 |
0.7737 |
0.7728 |
|
| R3 |
0.7735 |
0.7733 |
0.7727 |
|
| R2 |
0.7731 |
0.7731 |
0.7727 |
|
| R1 |
0.7729 |
0.7729 |
0.7726 |
0.7728 |
| PP |
0.7727 |
0.7727 |
0.7727 |
0.7727 |
| S1 |
0.7725 |
0.7725 |
0.7726 |
0.7724 |
| S2 |
0.7723 |
0.7723 |
0.7725 |
|
| S3 |
0.7719 |
0.7721 |
0.7725 |
|
| S4 |
0.7715 |
0.7717 |
0.7724 |
|
|
| 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 |
0.7747 |
|
2.618 |
0.7740 |
|
1.618 |
0.7736 |
|
1.000 |
0.7734 |
|
0.618 |
0.7732 |
|
HIGH |
0.7730 |
|
0.618 |
0.7728 |
|
0.500 |
0.7728 |
|
0.382 |
0.7728 |
|
LOW |
0.7726 |
|
0.618 |
0.7724 |
|
1.000 |
0.7722 |
|
1.618 |
0.7720 |
|
2.618 |
0.7716 |
|
4.250 |
0.7709 |
|
|
| Fisher Pivots for day following 28-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7728 |
0.7712 |
| PP |
0.7727 |
0.7697 |
| S1 |
0.7727 |
0.7683 |
|