CME Canadian Dollar Future March 2016
Trading Metrics calculated at close of trading on 21-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2015 |
21-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
0.7620 |
0.7636 |
0.0016 |
0.2% |
0.7638 |
High |
0.7652 |
0.7648 |
-0.0004 |
-0.1% |
0.7667 |
Low |
0.7597 |
0.7582 |
-0.0015 |
-0.2% |
0.7582 |
Close |
0.7635 |
0.7589 |
-0.0046 |
-0.6% |
0.7589 |
Range |
0.0055 |
0.0066 |
0.0011 |
20.0% |
0.0085 |
ATR |
0.0055 |
0.0056 |
0.0001 |
1.4% |
0.0000 |
Volume |
76 |
72 |
-4 |
-5.3% |
470 |
|
Daily Pivots for day following 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7804 |
0.7763 |
0.7625 |
|
R3 |
0.7738 |
0.7697 |
0.7607 |
|
R2 |
0.7672 |
0.7672 |
0.7601 |
|
R1 |
0.7631 |
0.7631 |
0.7595 |
0.7619 |
PP |
0.7606 |
0.7606 |
0.7606 |
0.7600 |
S1 |
0.7565 |
0.7565 |
0.7583 |
0.7553 |
S2 |
0.7540 |
0.7540 |
0.7577 |
|
S3 |
0.7474 |
0.7499 |
0.7571 |
|
S4 |
0.7408 |
0.7433 |
0.7553 |
|
|
Weekly Pivots for week ending 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7868 |
0.7813 |
0.7636 |
|
R3 |
0.7783 |
0.7728 |
0.7612 |
|
R2 |
0.7698 |
0.7698 |
0.7605 |
|
R1 |
0.7643 |
0.7643 |
0.7597 |
0.7628 |
PP |
0.7613 |
0.7613 |
0.7613 |
0.7605 |
S1 |
0.7558 |
0.7558 |
0.7581 |
0.7543 |
S2 |
0.7528 |
0.7528 |
0.7573 |
|
S3 |
0.7443 |
0.7473 |
0.7566 |
|
S4 |
0.7358 |
0.7388 |
0.7542 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7929 |
2.618 |
0.7821 |
1.618 |
0.7755 |
1.000 |
0.7714 |
0.618 |
0.7689 |
HIGH |
0.7648 |
0.618 |
0.7623 |
0.500 |
0.7615 |
0.382 |
0.7607 |
LOW |
0.7582 |
0.618 |
0.7541 |
1.000 |
0.7516 |
1.618 |
0.7475 |
2.618 |
0.7409 |
4.250 |
0.7302 |
|
|
Fisher Pivots for day following 21-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7615 |
0.7625 |
PP |
0.7606 |
0.7613 |
S1 |
0.7598 |
0.7601 |
|