CME Canadian Dollar Future June 2016
Trading Metrics calculated at close of trading on 05-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2015 |
05-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
0.7550 |
0.7615 |
0.0065 |
0.9% |
0.7484 |
High |
0.7586 |
0.7639 |
0.0053 |
0.7% |
0.7586 |
Low |
0.7550 |
0.7615 |
0.0065 |
0.9% |
0.7435 |
Close |
0.7575 |
0.7639 |
0.0064 |
0.8% |
0.7575 |
Range |
0.0036 |
0.0024 |
-0.0012 |
-33.3% |
0.0151 |
ATR |
0.0045 |
0.0047 |
0.0001 |
3.0% |
0.0000 |
Volume |
3 |
32 |
29 |
966.7% |
46 |
|
Daily Pivots for day following 05-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7703 |
0.7695 |
0.7652 |
|
R3 |
0.7679 |
0.7671 |
0.7646 |
|
R2 |
0.7655 |
0.7655 |
0.7643 |
|
R1 |
0.7647 |
0.7647 |
0.7641 |
0.7651 |
PP |
0.7631 |
0.7631 |
0.7631 |
0.7633 |
S1 |
0.7623 |
0.7623 |
0.7637 |
0.7627 |
S2 |
0.7607 |
0.7607 |
0.7635 |
|
S3 |
0.7583 |
0.7599 |
0.7632 |
|
S4 |
0.7559 |
0.7575 |
0.7626 |
|
|
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 |
0.7741 |
2.618 |
0.7702 |
1.618 |
0.7678 |
1.000 |
0.7663 |
0.618 |
0.7654 |
HIGH |
0.7639 |
0.618 |
0.7630 |
0.500 |
0.7627 |
0.382 |
0.7624 |
LOW |
0.7615 |
0.618 |
0.7600 |
1.000 |
0.7591 |
1.618 |
0.7576 |
2.618 |
0.7552 |
4.250 |
0.7513 |
|
|
Fisher Pivots for day following 05-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7635 |
0.7622 |
PP |
0.7631 |
0.7605 |
S1 |
0.7627 |
0.7588 |
|