CME Canadian Dollar Future March 2016
Trading Metrics calculated at close of trading on 14-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2015 |
14-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
0.7813 |
0.7821 |
0.0008 |
0.1% |
0.7890 |
High |
0.7838 |
0.7836 |
-0.0002 |
0.0% |
0.7899 |
Low |
0.7812 |
0.7805 |
-0.0007 |
-0.1% |
0.7817 |
Close |
0.7826 |
0.7831 |
0.0005 |
0.1% |
0.7863 |
Range |
0.0026 |
0.0031 |
0.0005 |
19.2% |
0.0082 |
ATR |
0.0035 |
0.0035 |
0.0000 |
-0.8% |
0.0000 |
Volume |
11 |
4 |
-7 |
-63.6% |
124 |
|
Daily Pivots for day following 14-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7917 |
0.7905 |
0.7848 |
|
R3 |
0.7886 |
0.7874 |
0.7840 |
|
R2 |
0.7855 |
0.7855 |
0.7837 |
|
R1 |
0.7843 |
0.7843 |
0.7834 |
0.7849 |
PP |
0.7824 |
0.7824 |
0.7824 |
0.7827 |
S1 |
0.7812 |
0.7812 |
0.7828 |
0.7818 |
S2 |
0.7793 |
0.7793 |
0.7825 |
|
S3 |
0.7762 |
0.7781 |
0.7822 |
|
S4 |
0.7731 |
0.7750 |
0.7814 |
|
|
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 |
0.7968 |
2.618 |
0.7917 |
1.618 |
0.7886 |
1.000 |
0.7867 |
0.618 |
0.7855 |
HIGH |
0.7836 |
0.618 |
0.7824 |
0.500 |
0.7821 |
0.382 |
0.7817 |
LOW |
0.7805 |
0.618 |
0.7786 |
1.000 |
0.7774 |
1.618 |
0.7755 |
2.618 |
0.7724 |
4.250 |
0.7673 |
|
|
Fisher Pivots for day following 14-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7828 |
0.7835 |
PP |
0.7824 |
0.7833 |
S1 |
0.7821 |
0.7832 |
|