CME Canadian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 13-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2015 |
13-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7864 |
0.7813 |
-0.0051 |
-0.6% |
0.7890 |
| High |
0.7864 |
0.7838 |
-0.0026 |
-0.3% |
0.7899 |
| Low |
0.7840 |
0.7812 |
-0.0028 |
-0.4% |
0.7817 |
| Close |
0.7863 |
0.7826 |
-0.0037 |
-0.5% |
0.7863 |
| Range |
0.0024 |
0.0026 |
0.0002 |
8.3% |
0.0082 |
| ATR |
0.0034 |
0.0035 |
0.0001 |
3.7% |
0.0000 |
| Volume |
3 |
11 |
8 |
266.7% |
124 |
|
| Daily Pivots for day following 13-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7903 |
0.7891 |
0.7840 |
|
| R3 |
0.7877 |
0.7865 |
0.7833 |
|
| R2 |
0.7851 |
0.7851 |
0.7831 |
|
| R1 |
0.7839 |
0.7839 |
0.7828 |
0.7845 |
| PP |
0.7825 |
0.7825 |
0.7825 |
0.7829 |
| S1 |
0.7813 |
0.7813 |
0.7824 |
0.7819 |
| S2 |
0.7799 |
0.7799 |
0.7821 |
|
| S3 |
0.7773 |
0.7787 |
0.7819 |
|
| S4 |
0.7747 |
0.7761 |
0.7812 |
|
|
| Weekly Pivots for week ending 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8106 |
0.8066 |
0.7908 |
|
| R3 |
0.8024 |
0.7984 |
0.7886 |
|
| R2 |
0.7942 |
0.7942 |
0.7878 |
|
| R1 |
0.7902 |
0.7902 |
0.7871 |
0.7881 |
| PP |
0.7860 |
0.7860 |
0.7860 |
0.7849 |
| S1 |
0.7820 |
0.7820 |
0.7855 |
0.7799 |
| S2 |
0.7778 |
0.7778 |
0.7848 |
|
| S3 |
0.7696 |
0.7738 |
0.7840 |
|
| S4 |
0.7614 |
0.7656 |
0.7818 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7948 |
|
2.618 |
0.7906 |
|
1.618 |
0.7880 |
|
1.000 |
0.7864 |
|
0.618 |
0.7854 |
|
HIGH |
0.7838 |
|
0.618 |
0.7828 |
|
0.500 |
0.7825 |
|
0.382 |
0.7822 |
|
LOW |
0.7812 |
|
0.618 |
0.7796 |
|
1.000 |
0.7786 |
|
1.618 |
0.7770 |
|
2.618 |
0.7744 |
|
4.250 |
0.7702 |
|
|
| Fisher Pivots for day following 13-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7826 |
0.7838 |
| PP |
0.7825 |
0.7834 |
| S1 |
0.7825 |
0.7830 |
|