CME Canadian Dollar Future June 2016
Trading Metrics calculated at close of trading on 28-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2015 |
28-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
0.7507 |
0.7484 |
-0.0023 |
-0.3% |
0.7550 |
High |
0.7507 |
0.7484 |
-0.0023 |
-0.3% |
0.7560 |
Low |
0.7491 |
0.7462 |
-0.0029 |
-0.4% |
0.7458 |
Close |
0.7496 |
0.7462 |
-0.0034 |
-0.5% |
0.7496 |
Range |
0.0016 |
0.0022 |
0.0006 |
37.5% |
0.0102 |
ATR |
0.0000 |
0.0042 |
0.0042 |
|
0.0000 |
Volume |
3 |
13 |
10 |
333.3% |
38 |
|
Daily Pivots for day following 28-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7535 |
0.7521 |
0.7474 |
|
R3 |
0.7513 |
0.7499 |
0.7468 |
|
R2 |
0.7491 |
0.7491 |
0.7466 |
|
R1 |
0.7477 |
0.7477 |
0.7464 |
0.7473 |
PP |
0.7469 |
0.7469 |
0.7469 |
0.7468 |
S1 |
0.7455 |
0.7455 |
0.7460 |
0.7451 |
S2 |
0.7447 |
0.7447 |
0.7458 |
|
S3 |
0.7425 |
0.7433 |
0.7456 |
|
S4 |
0.7403 |
0.7411 |
0.7450 |
|
|
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 |
0.7578 |
2.618 |
0.7542 |
1.618 |
0.7520 |
1.000 |
0.7506 |
0.618 |
0.7498 |
HIGH |
0.7484 |
0.618 |
0.7476 |
0.500 |
0.7473 |
0.382 |
0.7470 |
LOW |
0.7462 |
0.618 |
0.7448 |
1.000 |
0.7440 |
1.618 |
0.7426 |
2.618 |
0.7404 |
4.250 |
0.7369 |
|
|
Fisher Pivots for day following 28-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7473 |
0.7483 |
PP |
0.7469 |
0.7476 |
S1 |
0.7466 |
0.7469 |
|