CME Canadian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 30-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2015 |
30-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7442 |
0.7455 |
0.0013 |
0.2% |
0.7550 |
| High |
0.7442 |
0.7500 |
0.0058 |
0.8% |
0.7560 |
| Low |
0.7435 |
0.7455 |
0.0020 |
0.3% |
0.7458 |
| Close |
0.7442 |
0.7483 |
0.0041 |
0.6% |
0.7496 |
| Range |
0.0007 |
0.0045 |
0.0038 |
542.9% |
0.0102 |
| ATR |
0.0041 |
0.0042 |
0.0001 |
2.9% |
0.0000 |
| Volume |
0 |
16 |
16 |
|
38 |
|
| Daily Pivots for day following 30-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7614 |
0.7594 |
0.7508 |
|
| R3 |
0.7569 |
0.7549 |
0.7495 |
|
| R2 |
0.7524 |
0.7524 |
0.7491 |
|
| R1 |
0.7504 |
0.7504 |
0.7487 |
0.7514 |
| PP |
0.7479 |
0.7479 |
0.7479 |
0.7485 |
| S1 |
0.7459 |
0.7459 |
0.7479 |
0.7469 |
| S2 |
0.7434 |
0.7434 |
0.7475 |
|
| S3 |
0.7389 |
0.7414 |
0.7471 |
|
| S4 |
0.7344 |
0.7369 |
0.7458 |
|
|
| 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 |
0.7691 |
|
2.618 |
0.7618 |
|
1.618 |
0.7573 |
|
1.000 |
0.7545 |
|
0.618 |
0.7528 |
|
HIGH |
0.7500 |
|
0.618 |
0.7483 |
|
0.500 |
0.7478 |
|
0.382 |
0.7472 |
|
LOW |
0.7455 |
|
0.618 |
0.7427 |
|
1.000 |
0.7410 |
|
1.618 |
0.7382 |
|
2.618 |
0.7337 |
|
4.250 |
0.7264 |
|
|
| Fisher Pivots for day following 30-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7481 |
0.7478 |
| PP |
0.7479 |
0.7473 |
| S1 |
0.7478 |
0.7468 |
|