CME Canadian Dollar Future March 2016
Trading Metrics calculated at close of trading on 14-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2015 |
14-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
0.7665 |
0.7636 |
-0.0029 |
-0.4% |
0.7619 |
High |
0.7705 |
0.7676 |
-0.0029 |
-0.4% |
0.7715 |
Low |
0.7642 |
0.7636 |
-0.0006 |
-0.1% |
0.7593 |
Close |
0.7648 |
0.7642 |
-0.0006 |
-0.1% |
0.7642 |
Range |
0.0063 |
0.0040 |
-0.0023 |
-36.5% |
0.0122 |
ATR |
0.0057 |
0.0056 |
-0.0001 |
-2.1% |
0.0000 |
Volume |
2 |
5 |
3 |
150.0% |
106 |
|
Daily Pivots for day following 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7771 |
0.7747 |
0.7664 |
|
R3 |
0.7731 |
0.7707 |
0.7653 |
|
R2 |
0.7691 |
0.7691 |
0.7649 |
|
R1 |
0.7667 |
0.7667 |
0.7646 |
0.7679 |
PP |
0.7651 |
0.7651 |
0.7651 |
0.7658 |
S1 |
0.7627 |
0.7627 |
0.7638 |
0.7639 |
S2 |
0.7611 |
0.7611 |
0.7635 |
|
S3 |
0.7571 |
0.7587 |
0.7631 |
|
S4 |
0.7531 |
0.7547 |
0.7620 |
|
|
Weekly Pivots for week ending 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8016 |
0.7951 |
0.7709 |
|
R3 |
0.7894 |
0.7829 |
0.7676 |
|
R2 |
0.7772 |
0.7772 |
0.7664 |
|
R1 |
0.7707 |
0.7707 |
0.7653 |
0.7740 |
PP |
0.7650 |
0.7650 |
0.7650 |
0.7666 |
S1 |
0.7585 |
0.7585 |
0.7631 |
0.7618 |
S2 |
0.7528 |
0.7528 |
0.7620 |
|
S3 |
0.7406 |
0.7463 |
0.7608 |
|
S4 |
0.7284 |
0.7341 |
0.7575 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7846 |
2.618 |
0.7781 |
1.618 |
0.7741 |
1.000 |
0.7716 |
0.618 |
0.7701 |
HIGH |
0.7676 |
0.618 |
0.7661 |
0.500 |
0.7656 |
0.382 |
0.7651 |
LOW |
0.7636 |
0.618 |
0.7611 |
1.000 |
0.7596 |
1.618 |
0.7571 |
2.618 |
0.7531 |
4.250 |
0.7466 |
|
|
Fisher Pivots for day following 14-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7656 |
0.7661 |
PP |
0.7651 |
0.7654 |
S1 |
0.7647 |
0.7648 |
|