CME Canadian Dollar Future March 2016
Trading Metrics calculated at close of trading on 13-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2015 |
13-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
0.7610 |
0.7665 |
0.0055 |
0.7% |
0.7600 |
High |
0.7715 |
0.7705 |
-0.0010 |
-0.1% |
0.7651 |
Low |
0.7606 |
0.7642 |
0.0036 |
0.5% |
0.7567 |
Close |
0.7693 |
0.7648 |
-0.0045 |
-0.6% |
0.7613 |
Range |
0.0109 |
0.0063 |
-0.0046 |
-42.2% |
0.0084 |
ATR |
0.0056 |
0.0057 |
0.0000 |
0.8% |
0.0000 |
Volume |
72 |
2 |
-70 |
-97.2% |
64 |
|
Daily Pivots for day following 13-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7854 |
0.7814 |
0.7683 |
|
R3 |
0.7791 |
0.7751 |
0.7665 |
|
R2 |
0.7728 |
0.7728 |
0.7660 |
|
R1 |
0.7688 |
0.7688 |
0.7654 |
0.7677 |
PP |
0.7665 |
0.7665 |
0.7665 |
0.7659 |
S1 |
0.7625 |
0.7625 |
0.7642 |
0.7613 |
S2 |
0.7602 |
0.7602 |
0.7636 |
|
S3 |
0.7539 |
0.7562 |
0.7631 |
|
S4 |
0.7476 |
0.7499 |
0.7613 |
|
|
Weekly Pivots for week ending 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7862 |
0.7822 |
0.7659 |
|
R3 |
0.7778 |
0.7738 |
0.7636 |
|
R2 |
0.7694 |
0.7694 |
0.7628 |
|
R1 |
0.7654 |
0.7654 |
0.7621 |
0.7674 |
PP |
0.7610 |
0.7610 |
0.7610 |
0.7621 |
S1 |
0.7570 |
0.7570 |
0.7605 |
0.7590 |
S2 |
0.7526 |
0.7526 |
0.7598 |
|
S3 |
0.7442 |
0.7486 |
0.7590 |
|
S4 |
0.7358 |
0.7402 |
0.7567 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7973 |
2.618 |
0.7870 |
1.618 |
0.7807 |
1.000 |
0.7768 |
0.618 |
0.7744 |
HIGH |
0.7705 |
0.618 |
0.7681 |
0.500 |
0.7674 |
0.382 |
0.7666 |
LOW |
0.7642 |
0.618 |
0.7603 |
1.000 |
0.7579 |
1.618 |
0.7540 |
2.618 |
0.7477 |
4.250 |
0.7374 |
|
|
Fisher Pivots for day following 13-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7674 |
0.7661 |
PP |
0.7665 |
0.7656 |
S1 |
0.7657 |
0.7652 |
|