CME Canadian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 01-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2015 |
01-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7998 |
0.7960 |
-0.0038 |
-0.5% |
0.8093 |
| High |
0.7998 |
0.7960 |
-0.0038 |
-0.5% |
0.8094 |
| Low |
0.7987 |
0.7924 |
-0.0063 |
-0.8% |
0.8045 |
| Close |
0.7987 |
0.7924 |
-0.0063 |
-0.8% |
0.8092 |
| Range |
0.0011 |
0.0036 |
0.0025 |
227.3% |
0.0049 |
| ATR |
0.0030 |
0.0032 |
0.0002 |
7.8% |
0.0000 |
| Volume |
3 |
65 |
62 |
2,066.7% |
6 |
|
| Daily Pivots for day following 01-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8044 |
0.8020 |
0.7944 |
|
| R3 |
0.8008 |
0.7984 |
0.7934 |
|
| R2 |
0.7972 |
0.7972 |
0.7931 |
|
| R1 |
0.7948 |
0.7948 |
0.7927 |
0.7942 |
| PP |
0.7936 |
0.7936 |
0.7936 |
0.7933 |
| S1 |
0.7912 |
0.7912 |
0.7921 |
0.7906 |
| S2 |
0.7900 |
0.7900 |
0.7917 |
|
| S3 |
0.7864 |
0.7876 |
0.7914 |
|
| S4 |
0.7828 |
0.7840 |
0.7904 |
|
|
| Weekly Pivots for week ending 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8224 |
0.8207 |
0.8119 |
|
| R3 |
0.8175 |
0.8158 |
0.8105 |
|
| R2 |
0.8126 |
0.8126 |
0.8101 |
|
| R1 |
0.8109 |
0.8109 |
0.8096 |
0.8093 |
| PP |
0.8077 |
0.8077 |
0.8077 |
0.8069 |
| S1 |
0.8060 |
0.8060 |
0.8088 |
0.8044 |
| S2 |
0.8028 |
0.8028 |
0.8083 |
|
| S3 |
0.7979 |
0.8011 |
0.8079 |
|
| S4 |
0.7930 |
0.7962 |
0.8065 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8113 |
|
2.618 |
0.8054 |
|
1.618 |
0.8018 |
|
1.000 |
0.7996 |
|
0.618 |
0.7982 |
|
HIGH |
0.7960 |
|
0.618 |
0.7946 |
|
0.500 |
0.7942 |
|
0.382 |
0.7938 |
|
LOW |
0.7924 |
|
0.618 |
0.7902 |
|
1.000 |
0.7888 |
|
1.618 |
0.7866 |
|
2.618 |
0.7830 |
|
4.250 |
0.7771 |
|
|
| Fisher Pivots for day following 01-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7942 |
0.7993 |
| PP |
0.7936 |
0.7970 |
| S1 |
0.7930 |
0.7947 |
|