CME Canadian Dollar Future March 2016
Trading Metrics calculated at close of trading on 04-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2015 |
04-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
0.7600 |
0.7620 |
0.0020 |
0.3% |
0.7676 |
High |
0.7600 |
0.7620 |
0.0020 |
0.3% |
0.7760 |
Low |
0.7580 |
0.7580 |
0.0000 |
0.0% |
0.7625 |
Close |
0.7600 |
0.7580 |
-0.0020 |
-0.3% |
0.7633 |
Range |
0.0020 |
0.0040 |
0.0020 |
100.0% |
0.0135 |
ATR |
0.0045 |
0.0045 |
0.0000 |
-0.8% |
0.0000 |
Volume |
25 |
6 |
-19 |
-76.0% |
129 |
|
Daily Pivots for day following 04-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7713 |
0.7687 |
0.7602 |
|
R3 |
0.7673 |
0.7647 |
0.7591 |
|
R2 |
0.7633 |
0.7633 |
0.7587 |
|
R1 |
0.7607 |
0.7607 |
0.7584 |
0.7600 |
PP |
0.7593 |
0.7593 |
0.7593 |
0.7590 |
S1 |
0.7567 |
0.7567 |
0.7576 |
0.7560 |
S2 |
0.7553 |
0.7553 |
0.7573 |
|
S3 |
0.7513 |
0.7527 |
0.7569 |
|
S4 |
0.7473 |
0.7487 |
0.7558 |
|
|
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 |
0.7790 |
2.618 |
0.7725 |
1.618 |
0.7685 |
1.000 |
0.7660 |
0.618 |
0.7645 |
HIGH |
0.7620 |
0.618 |
0.7605 |
0.500 |
0.7600 |
0.382 |
0.7595 |
LOW |
0.7580 |
0.618 |
0.7555 |
1.000 |
0.7540 |
1.618 |
0.7515 |
2.618 |
0.7475 |
4.250 |
0.7410 |
|
|
Fisher Pivots for day following 04-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7600 |
0.7646 |
PP |
0.7593 |
0.7624 |
S1 |
0.7587 |
0.7602 |
|