CME Canadian Dollar Future June 2016
Trading Metrics calculated at close of trading on 25-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2015 |
25-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
0.7491 |
0.7507 |
0.0016 |
0.2% |
0.7550 |
High |
0.7507 |
0.7507 |
0.0000 |
0.0% |
0.7560 |
Low |
0.7458 |
0.7491 |
0.0033 |
0.4% |
0.7458 |
Close |
0.7500 |
0.7496 |
-0.0004 |
-0.1% |
0.7496 |
Range |
0.0049 |
0.0016 |
-0.0033 |
-67.3% |
0.0102 |
ATR |
|
|
|
|
|
Volume |
2 |
3 |
1 |
50.0% |
38 |
|
Daily Pivots for day following 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7546 |
0.7537 |
0.7505 |
|
R3 |
0.7530 |
0.7521 |
0.7500 |
|
R2 |
0.7514 |
0.7514 |
0.7499 |
|
R1 |
0.7505 |
0.7505 |
0.7497 |
0.7502 |
PP |
0.7498 |
0.7498 |
0.7498 |
0.7496 |
S1 |
0.7489 |
0.7489 |
0.7495 |
0.7485 |
S2 |
0.7482 |
0.7482 |
0.7493 |
|
S3 |
0.7466 |
0.7473 |
0.7492 |
|
S4 |
0.7450 |
0.7457 |
0.7487 |
|
|
Weekly Pivots for week ending 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7811 |
0.7755 |
0.7552 |
|
R3 |
0.7709 |
0.7653 |
0.7524 |
|
R2 |
0.7607 |
0.7607 |
0.7515 |
|
R1 |
0.7551 |
0.7551 |
0.7505 |
0.7528 |
PP |
0.7505 |
0.7505 |
0.7505 |
0.7493 |
S1 |
0.7449 |
0.7449 |
0.7487 |
0.7426 |
S2 |
0.7403 |
0.7403 |
0.7477 |
|
S3 |
0.7301 |
0.7347 |
0.7468 |
|
S4 |
0.7199 |
0.7245 |
0.7440 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7575 |
2.618 |
0.7549 |
1.618 |
0.7533 |
1.000 |
0.7523 |
0.618 |
0.7517 |
HIGH |
0.7507 |
0.618 |
0.7501 |
0.500 |
0.7499 |
0.382 |
0.7497 |
LOW |
0.7491 |
0.618 |
0.7481 |
1.000 |
0.7475 |
1.618 |
0.7465 |
2.618 |
0.7449 |
4.250 |
0.7423 |
|
|
Fisher Pivots for day following 25-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7499 |
0.7500 |
PP |
0.7498 |
0.7499 |
S1 |
0.7497 |
0.7497 |
|