CME Canadian Dollar Future March 2016
Trading Metrics calculated at close of trading on 01-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2015 |
01-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
0.7556 |
0.7564 |
0.0008 |
0.1% |
0.7565 |
High |
0.7613 |
0.7616 |
0.0003 |
0.0% |
0.7630 |
Low |
0.7508 |
0.7548 |
0.0040 |
0.5% |
0.7490 |
Close |
0.7586 |
0.7571 |
-0.0015 |
-0.2% |
0.7565 |
Range |
0.0105 |
0.0068 |
-0.0037 |
-35.2% |
0.0140 |
ATR |
0.0067 |
0.0068 |
0.0000 |
0.1% |
0.0000 |
Volume |
165 |
105 |
-60 |
-36.4% |
299 |
|
Daily Pivots for day following 01-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7782 |
0.7745 |
0.7608 |
|
R3 |
0.7714 |
0.7677 |
0.7590 |
|
R2 |
0.7646 |
0.7646 |
0.7583 |
|
R1 |
0.7609 |
0.7609 |
0.7577 |
0.7628 |
PP |
0.7578 |
0.7578 |
0.7578 |
0.7588 |
S1 |
0.7541 |
0.7541 |
0.7565 |
0.7560 |
S2 |
0.7510 |
0.7510 |
0.7559 |
|
S3 |
0.7442 |
0.7473 |
0.7552 |
|
S4 |
0.7374 |
0.7405 |
0.7534 |
|
|
Weekly Pivots for week ending 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7982 |
0.7913 |
0.7642 |
|
R3 |
0.7842 |
0.7773 |
0.7604 |
|
R2 |
0.7702 |
0.7702 |
0.7591 |
|
R1 |
0.7633 |
0.7633 |
0.7578 |
0.7635 |
PP |
0.7562 |
0.7562 |
0.7562 |
0.7563 |
S1 |
0.7493 |
0.7493 |
0.7552 |
0.7495 |
S2 |
0.7422 |
0.7422 |
0.7539 |
|
S3 |
0.7282 |
0.7353 |
0.7527 |
|
S4 |
0.7142 |
0.7213 |
0.7488 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7905 |
2.618 |
0.7794 |
1.618 |
0.7726 |
1.000 |
0.7684 |
0.618 |
0.7658 |
HIGH |
0.7616 |
0.618 |
0.7590 |
0.500 |
0.7582 |
0.382 |
0.7574 |
LOW |
0.7548 |
0.618 |
0.7506 |
1.000 |
0.7480 |
1.618 |
0.7438 |
2.618 |
0.7370 |
4.250 |
0.7259 |
|
|
Fisher Pivots for day following 01-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7582 |
0.7568 |
PP |
0.7578 |
0.7565 |
S1 |
0.7575 |
0.7562 |
|