CME Canadian Dollar Future March 2016
Trading Metrics calculated at close of trading on 27-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2015 |
27-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
0.7513 |
0.7559 |
0.0046 |
0.6% |
0.7638 |
High |
0.7545 |
0.7583 |
0.0038 |
0.5% |
0.7667 |
Low |
0.7493 |
0.7537 |
0.0044 |
0.6% |
0.7582 |
Close |
0.7494 |
0.7558 |
0.0064 |
0.9% |
0.7589 |
Range |
0.0052 |
0.0046 |
-0.0006 |
-11.5% |
0.0085 |
ATR |
0.0062 |
0.0064 |
0.0002 |
3.1% |
0.0000 |
Volume |
84 |
38 |
-46 |
-54.8% |
470 |
|
Daily Pivots for day following 27-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7697 |
0.7674 |
0.7583 |
|
R3 |
0.7651 |
0.7628 |
0.7571 |
|
R2 |
0.7605 |
0.7605 |
0.7566 |
|
R1 |
0.7582 |
0.7582 |
0.7562 |
0.7571 |
PP |
0.7559 |
0.7559 |
0.7559 |
0.7554 |
S1 |
0.7536 |
0.7536 |
0.7554 |
0.7525 |
S2 |
0.7513 |
0.7513 |
0.7550 |
|
S3 |
0.7467 |
0.7490 |
0.7545 |
|
S4 |
0.7421 |
0.7444 |
0.7533 |
|
|
Weekly Pivots for week ending 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7868 |
0.7813 |
0.7636 |
|
R3 |
0.7783 |
0.7728 |
0.7612 |
|
R2 |
0.7698 |
0.7698 |
0.7605 |
|
R1 |
0.7643 |
0.7643 |
0.7597 |
0.7628 |
PP |
0.7613 |
0.7613 |
0.7613 |
0.7605 |
S1 |
0.7558 |
0.7558 |
0.7581 |
0.7543 |
S2 |
0.7528 |
0.7528 |
0.7573 |
|
S3 |
0.7443 |
0.7473 |
0.7566 |
|
S4 |
0.7358 |
0.7388 |
0.7542 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7778 |
2.618 |
0.7703 |
1.618 |
0.7657 |
1.000 |
0.7629 |
0.618 |
0.7611 |
HIGH |
0.7583 |
0.618 |
0.7565 |
0.500 |
0.7560 |
0.382 |
0.7555 |
LOW |
0.7537 |
0.618 |
0.7509 |
1.000 |
0.7491 |
1.618 |
0.7463 |
2.618 |
0.7417 |
4.250 |
0.7342 |
|
|
Fisher Pivots for day following 27-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7560 |
0.7553 |
PP |
0.7559 |
0.7549 |
S1 |
0.7559 |
0.7544 |
|