CME Canadian Dollar Future March 2016
Trading Metrics calculated at close of trading on 25-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2015 |
25-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
0.7565 |
0.7568 |
0.0003 |
0.0% |
0.7638 |
High |
0.7630 |
0.7598 |
-0.0032 |
-0.4% |
0.7667 |
Low |
0.7527 |
0.7490 |
-0.0037 |
-0.5% |
0.7582 |
Close |
0.7545 |
0.7505 |
-0.0040 |
-0.5% |
0.7589 |
Range |
0.0103 |
0.0108 |
0.0005 |
4.9% |
0.0085 |
ATR |
0.0060 |
0.0063 |
0.0003 |
5.8% |
0.0000 |
Volume |
87 |
34 |
-53 |
-60.9% |
470 |
|
Daily Pivots for day following 25-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7855 |
0.7788 |
0.7564 |
|
R3 |
0.7747 |
0.7680 |
0.7535 |
|
R2 |
0.7639 |
0.7639 |
0.7525 |
|
R1 |
0.7572 |
0.7572 |
0.7515 |
0.7552 |
PP |
0.7531 |
0.7531 |
0.7531 |
0.7521 |
S1 |
0.7464 |
0.7464 |
0.7495 |
0.7444 |
S2 |
0.7423 |
0.7423 |
0.7485 |
|
S3 |
0.7315 |
0.7356 |
0.7475 |
|
S4 |
0.7207 |
0.7248 |
0.7446 |
|
|
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 |
0.8057 |
2.618 |
0.7881 |
1.618 |
0.7773 |
1.000 |
0.7706 |
0.618 |
0.7665 |
HIGH |
0.7598 |
0.618 |
0.7557 |
0.500 |
0.7544 |
0.382 |
0.7531 |
LOW |
0.7490 |
0.618 |
0.7423 |
1.000 |
0.7382 |
1.618 |
0.7315 |
2.618 |
0.7207 |
4.250 |
0.7031 |
|
|
Fisher Pivots for day following 25-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7544 |
0.7569 |
PP |
0.7531 |
0.7548 |
S1 |
0.7518 |
0.7526 |
|