CME Canadian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 23-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2015 |
23-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7526 |
0.7500 |
-0.0026 |
-0.3% |
0.7537 |
| High |
0.7560 |
0.7542 |
-0.0018 |
-0.2% |
0.7680 |
| Low |
0.7522 |
0.7491 |
-0.0031 |
-0.4% |
0.7537 |
| Close |
0.7534 |
0.7491 |
-0.0043 |
-0.6% |
0.7587 |
| Range |
0.0038 |
0.0051 |
0.0013 |
34.2% |
0.0143 |
| ATR |
|
|
|
|
|
| Volume |
20 |
4 |
-16 |
-80.0% |
10 |
|
| Daily Pivots for day following 23-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7661 |
0.7627 |
0.7519 |
|
| R3 |
0.7610 |
0.7576 |
0.7505 |
|
| R2 |
0.7559 |
0.7559 |
0.7500 |
|
| R1 |
0.7525 |
0.7525 |
0.7496 |
0.7517 |
| PP |
0.7508 |
0.7508 |
0.7508 |
0.7504 |
| S1 |
0.7474 |
0.7474 |
0.7486 |
0.7466 |
| S2 |
0.7457 |
0.7457 |
0.7482 |
|
| S3 |
0.7406 |
0.7423 |
0.7477 |
|
| S4 |
0.7355 |
0.7372 |
0.7463 |
|
|
| Weekly Pivots for week ending 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8030 |
0.7952 |
0.7666 |
|
| R3 |
0.7887 |
0.7809 |
0.7626 |
|
| R2 |
0.7744 |
0.7744 |
0.7613 |
|
| R1 |
0.7666 |
0.7666 |
0.7600 |
0.7705 |
| PP |
0.7601 |
0.7601 |
0.7601 |
0.7621 |
| S1 |
0.7523 |
0.7523 |
0.7574 |
0.7562 |
| S2 |
0.7458 |
0.7458 |
0.7561 |
|
| S3 |
0.7315 |
0.7380 |
0.7548 |
|
| S4 |
0.7172 |
0.7237 |
0.7508 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7759 |
|
2.618 |
0.7676 |
|
1.618 |
0.7625 |
|
1.000 |
0.7593 |
|
0.618 |
0.7574 |
|
HIGH |
0.7542 |
|
0.618 |
0.7523 |
|
0.500 |
0.7517 |
|
0.382 |
0.7510 |
|
LOW |
0.7491 |
|
0.618 |
0.7459 |
|
1.000 |
0.7440 |
|
1.618 |
0.7408 |
|
2.618 |
0.7357 |
|
4.250 |
0.7274 |
|
|
| Fisher Pivots for day following 23-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7517 |
0.7526 |
| PP |
0.7508 |
0.7514 |
| S1 |
0.7500 |
0.7503 |
|