CME Canadian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 02-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2015 |
02-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7545 |
0.7550 |
0.0005 |
0.1% |
0.7484 |
| High |
0.7559 |
0.7586 |
0.0027 |
0.4% |
0.7586 |
| Low |
0.7536 |
0.7550 |
0.0014 |
0.2% |
0.7435 |
| Close |
0.7536 |
0.7575 |
0.0039 |
0.5% |
0.7575 |
| Range |
0.0023 |
0.0036 |
0.0013 |
56.5% |
0.0151 |
| ATR |
0.0045 |
0.0045 |
0.0000 |
0.8% |
0.0000 |
| Volume |
14 |
3 |
-11 |
-78.6% |
46 |
|
| Daily Pivots for day following 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7678 |
0.7663 |
0.7595 |
|
| R3 |
0.7642 |
0.7627 |
0.7585 |
|
| R2 |
0.7606 |
0.7606 |
0.7582 |
|
| R1 |
0.7591 |
0.7591 |
0.7578 |
0.7599 |
| PP |
0.7570 |
0.7570 |
0.7570 |
0.7574 |
| S1 |
0.7555 |
0.7555 |
0.7572 |
0.7563 |
| S2 |
0.7534 |
0.7534 |
0.7568 |
|
| S3 |
0.7498 |
0.7519 |
0.7565 |
|
| S4 |
0.7462 |
0.7483 |
0.7555 |
|
|
| Weekly Pivots for week ending 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7985 |
0.7931 |
0.7658 |
|
| R3 |
0.7834 |
0.7780 |
0.7617 |
|
| R2 |
0.7683 |
0.7683 |
0.7603 |
|
| R1 |
0.7629 |
0.7629 |
0.7589 |
0.7656 |
| PP |
0.7532 |
0.7532 |
0.7532 |
0.7546 |
| S1 |
0.7478 |
0.7478 |
0.7561 |
0.7505 |
| S2 |
0.7381 |
0.7381 |
0.7547 |
|
| S3 |
0.7230 |
0.7327 |
0.7533 |
|
| S4 |
0.7079 |
0.7176 |
0.7492 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7739 |
|
2.618 |
0.7680 |
|
1.618 |
0.7644 |
|
1.000 |
0.7622 |
|
0.618 |
0.7608 |
|
HIGH |
0.7586 |
|
0.618 |
0.7572 |
|
0.500 |
0.7568 |
|
0.382 |
0.7564 |
|
LOW |
0.7550 |
|
0.618 |
0.7528 |
|
1.000 |
0.7514 |
|
1.618 |
0.7492 |
|
2.618 |
0.7456 |
|
4.250 |
0.7397 |
|
|
| Fisher Pivots for day following 02-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7573 |
0.7557 |
| PP |
0.7570 |
0.7539 |
| S1 |
0.7568 |
0.7521 |
|