CME Canadian Dollar Future June 2016
Trading Metrics calculated at close of trading on 29-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2015 |
29-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
0.7484 |
0.7442 |
-0.0042 |
-0.6% |
0.7550 |
High |
0.7484 |
0.7442 |
-0.0042 |
-0.6% |
0.7560 |
Low |
0.7462 |
0.7435 |
-0.0027 |
-0.4% |
0.7458 |
Close |
0.7462 |
0.7442 |
-0.0020 |
-0.3% |
0.7496 |
Range |
0.0022 |
0.0007 |
-0.0015 |
-68.2% |
0.0102 |
ATR |
0.0042 |
0.0041 |
-0.0001 |
-2.6% |
0.0000 |
Volume |
13 |
0 |
-13 |
-100.0% |
38 |
|
Daily Pivots for day following 29-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7461 |
0.7458 |
0.7446 |
|
R3 |
0.7454 |
0.7451 |
0.7444 |
|
R2 |
0.7447 |
0.7447 |
0.7443 |
|
R1 |
0.7444 |
0.7444 |
0.7443 |
0.7446 |
PP |
0.7440 |
0.7440 |
0.7440 |
0.7440 |
S1 |
0.7437 |
0.7437 |
0.7441 |
0.7439 |
S2 |
0.7433 |
0.7433 |
0.7441 |
|
S3 |
0.7426 |
0.7430 |
0.7440 |
|
S4 |
0.7419 |
0.7423 |
0.7438 |
|
|
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 |
0.7472 |
2.618 |
0.7460 |
1.618 |
0.7453 |
1.000 |
0.7449 |
0.618 |
0.7446 |
HIGH |
0.7442 |
0.618 |
0.7439 |
0.500 |
0.7439 |
0.382 |
0.7438 |
LOW |
0.7435 |
0.618 |
0.7431 |
1.000 |
0.7428 |
1.618 |
0.7424 |
2.618 |
0.7417 |
4.250 |
0.7405 |
|
|
Fisher Pivots for day following 29-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7441 |
0.7471 |
PP |
0.7440 |
0.7461 |
S1 |
0.7439 |
0.7452 |
|