CME Canadian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 03-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2015 |
03-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7700 |
0.7600 |
-0.0100 |
-1.3% |
0.7676 |
| High |
0.7712 |
0.7600 |
-0.0112 |
-1.5% |
0.7760 |
| Low |
0.7625 |
0.7580 |
-0.0045 |
-0.6% |
0.7625 |
| Close |
0.7633 |
0.7600 |
-0.0033 |
-0.4% |
0.7633 |
| Range |
0.0087 |
0.0020 |
-0.0067 |
-77.0% |
0.0135 |
| ATR |
0.0044 |
0.0045 |
0.0001 |
1.4% |
0.0000 |
| Volume |
22 |
25 |
3 |
13.6% |
129 |
|
| Daily Pivots for day following 03-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7653 |
0.7647 |
0.7611 |
|
| R3 |
0.7633 |
0.7627 |
0.7606 |
|
| R2 |
0.7613 |
0.7613 |
0.7604 |
|
| R1 |
0.7607 |
0.7607 |
0.7602 |
0.7610 |
| PP |
0.7593 |
0.7593 |
0.7593 |
0.7595 |
| S1 |
0.7587 |
0.7587 |
0.7598 |
0.7590 |
| S2 |
0.7573 |
0.7573 |
0.7596 |
|
| S3 |
0.7553 |
0.7567 |
0.7595 |
|
| S4 |
0.7533 |
0.7547 |
0.7589 |
|
|
| Weekly Pivots for week ending 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8078 |
0.7990 |
0.7707 |
|
| R3 |
0.7943 |
0.7855 |
0.7670 |
|
| R2 |
0.7808 |
0.7808 |
0.7658 |
|
| R1 |
0.7720 |
0.7720 |
0.7645 |
0.7697 |
| PP |
0.7673 |
0.7673 |
0.7673 |
0.7661 |
| S1 |
0.7585 |
0.7585 |
0.7621 |
0.7562 |
| S2 |
0.7538 |
0.7538 |
0.7608 |
|
| S3 |
0.7403 |
0.7450 |
0.7596 |
|
| S4 |
0.7268 |
0.7315 |
0.7559 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7685 |
|
2.618 |
0.7652 |
|
1.618 |
0.7632 |
|
1.000 |
0.7620 |
|
0.618 |
0.7612 |
|
HIGH |
0.7600 |
|
0.618 |
0.7592 |
|
0.500 |
0.7590 |
|
0.382 |
0.7588 |
|
LOW |
0.7580 |
|
0.618 |
0.7568 |
|
1.000 |
0.7560 |
|
1.618 |
0.7548 |
|
2.618 |
0.7528 |
|
4.250 |
0.7495 |
|
|
| Fisher Pivots for day following 03-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7597 |
0.7646 |
| PP |
0.7593 |
0.7631 |
| S1 |
0.7590 |
0.7615 |
|