CME Canadian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 06-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2015 |
06-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7615 |
0.7659 |
0.0044 |
0.6% |
0.7484 |
| High |
0.7639 |
0.7665 |
0.0026 |
0.3% |
0.7586 |
| Low |
0.7615 |
0.7613 |
-0.0002 |
0.0% |
0.7435 |
| Close |
0.7639 |
0.7659 |
0.0020 |
0.3% |
0.7575 |
| Range |
0.0024 |
0.0052 |
0.0028 |
116.7% |
0.0151 |
| ATR |
0.0047 |
0.0047 |
0.0000 |
0.8% |
0.0000 |
| Volume |
32 |
0 |
-32 |
-100.0% |
46 |
|
| Daily Pivots for day following 06-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7802 |
0.7782 |
0.7688 |
|
| R3 |
0.7750 |
0.7730 |
0.7673 |
|
| R2 |
0.7698 |
0.7698 |
0.7669 |
|
| R1 |
0.7678 |
0.7678 |
0.7664 |
0.7685 |
| PP |
0.7646 |
0.7646 |
0.7646 |
0.7649 |
| S1 |
0.7626 |
0.7626 |
0.7654 |
0.7633 |
| S2 |
0.7594 |
0.7594 |
0.7649 |
|
| S3 |
0.7542 |
0.7574 |
0.7645 |
|
| S4 |
0.7490 |
0.7522 |
0.7630 |
|
|
| 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 |
0.7886 |
|
2.618 |
0.7801 |
|
1.618 |
0.7749 |
|
1.000 |
0.7717 |
|
0.618 |
0.7697 |
|
HIGH |
0.7665 |
|
0.618 |
0.7645 |
|
0.500 |
0.7639 |
|
0.382 |
0.7633 |
|
LOW |
0.7613 |
|
0.618 |
0.7581 |
|
1.000 |
0.7561 |
|
1.618 |
0.7529 |
|
2.618 |
0.7477 |
|
4.250 |
0.7392 |
|
|
| Fisher Pivots for day following 06-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7652 |
0.7642 |
| PP |
0.7646 |
0.7625 |
| S1 |
0.7639 |
0.7608 |
|