CME Canadian Dollar Future March 2016
Trading Metrics calculated at close of trading on 17-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2015 |
17-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
0.7706 |
0.7690 |
-0.0016 |
-0.2% |
0.7813 |
High |
0.7728 |
0.7690 |
-0.0038 |
-0.5% |
0.7838 |
Low |
0.7702 |
0.7690 |
-0.0012 |
-0.2% |
0.7690 |
Close |
0.7702 |
0.7690 |
-0.0012 |
-0.2% |
0.7690 |
Range |
0.0026 |
0.0000 |
-0.0026 |
-100.0% |
0.0148 |
ATR |
0.0040 |
0.0038 |
-0.0002 |
-5.0% |
0.0000 |
Volume |
7 |
0 |
-7 |
-100.0% |
39 |
|
Daily Pivots for day following 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7690 |
0.7690 |
0.7690 |
|
R3 |
0.7690 |
0.7690 |
0.7690 |
|
R2 |
0.7690 |
0.7690 |
0.7690 |
|
R1 |
0.7690 |
0.7690 |
0.7690 |
0.7690 |
PP |
0.7690 |
0.7690 |
0.7690 |
0.7690 |
S1 |
0.7690 |
0.7690 |
0.7690 |
0.7690 |
S2 |
0.7690 |
0.7690 |
0.7690 |
|
S3 |
0.7690 |
0.7690 |
0.7690 |
|
S4 |
0.7690 |
0.7690 |
0.7690 |
|
|
Weekly Pivots for week ending 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8183 |
0.8085 |
0.7771 |
|
R3 |
0.8035 |
0.7937 |
0.7731 |
|
R2 |
0.7887 |
0.7887 |
0.7717 |
|
R1 |
0.7789 |
0.7789 |
0.7704 |
0.7764 |
PP |
0.7739 |
0.7739 |
0.7739 |
0.7727 |
S1 |
0.7641 |
0.7641 |
0.7676 |
0.7616 |
S2 |
0.7591 |
0.7591 |
0.7663 |
|
S3 |
0.7443 |
0.7493 |
0.7649 |
|
S4 |
0.7295 |
0.7345 |
0.7609 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7690 |
2.618 |
0.7690 |
1.618 |
0.7690 |
1.000 |
0.7690 |
0.618 |
0.7690 |
HIGH |
0.7690 |
0.618 |
0.7690 |
0.500 |
0.7690 |
0.382 |
0.7690 |
LOW |
0.7690 |
0.618 |
0.7690 |
1.000 |
0.7690 |
1.618 |
0.7690 |
2.618 |
0.7690 |
4.250 |
0.7690 |
|
|
Fisher Pivots for day following 17-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7690 |
0.7763 |
PP |
0.7690 |
0.7738 |
S1 |
0.7690 |
0.7714 |
|