CME Canadian Dollar Future March 2016
Trading Metrics calculated at close of trading on 12-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2015 |
12-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
0.7644 |
0.7610 |
-0.0034 |
-0.4% |
0.7600 |
High |
0.7644 |
0.7715 |
0.0071 |
0.9% |
0.7651 |
Low |
0.7612 |
0.7606 |
-0.0006 |
-0.1% |
0.7567 |
Close |
0.7614 |
0.7693 |
0.0079 |
1.0% |
0.7613 |
Range |
0.0032 |
0.0109 |
0.0077 |
240.6% |
0.0084 |
ATR |
0.0052 |
0.0056 |
0.0004 |
7.7% |
0.0000 |
Volume |
12 |
72 |
60 |
500.0% |
64 |
|
Daily Pivots for day following 12-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7998 |
0.7955 |
0.7753 |
|
R3 |
0.7889 |
0.7846 |
0.7723 |
|
R2 |
0.7780 |
0.7780 |
0.7713 |
|
R1 |
0.7737 |
0.7737 |
0.7703 |
0.7759 |
PP |
0.7671 |
0.7671 |
0.7671 |
0.7682 |
S1 |
0.7628 |
0.7628 |
0.7683 |
0.7650 |
S2 |
0.7562 |
0.7562 |
0.7673 |
|
S3 |
0.7453 |
0.7519 |
0.7663 |
|
S4 |
0.7344 |
0.7410 |
0.7633 |
|
|
Weekly Pivots for week ending 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7862 |
0.7822 |
0.7659 |
|
R3 |
0.7778 |
0.7738 |
0.7636 |
|
R2 |
0.7694 |
0.7694 |
0.7628 |
|
R1 |
0.7654 |
0.7654 |
0.7621 |
0.7674 |
PP |
0.7610 |
0.7610 |
0.7610 |
0.7621 |
S1 |
0.7570 |
0.7570 |
0.7605 |
0.7590 |
S2 |
0.7526 |
0.7526 |
0.7598 |
|
S3 |
0.7442 |
0.7486 |
0.7590 |
|
S4 |
0.7358 |
0.7402 |
0.7567 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8178 |
2.618 |
0.8000 |
1.618 |
0.7891 |
1.000 |
0.7824 |
0.618 |
0.7782 |
HIGH |
0.7715 |
0.618 |
0.7673 |
0.500 |
0.7661 |
0.382 |
0.7648 |
LOW |
0.7606 |
0.618 |
0.7539 |
1.000 |
0.7497 |
1.618 |
0.7430 |
2.618 |
0.7321 |
4.250 |
0.7143 |
|
|
Fisher Pivots for day following 12-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7682 |
0.7680 |
PP |
0.7671 |
0.7667 |
S1 |
0.7661 |
0.7654 |
|