CME Canadian Dollar Future June 2016
Trading Metrics calculated at close of trading on 07-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2015 |
07-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
0.7659 |
0.7700 |
0.0041 |
0.5% |
0.7484 |
High |
0.7665 |
0.7700 |
0.0035 |
0.5% |
0.7586 |
Low |
0.7613 |
0.7650 |
0.0037 |
0.5% |
0.7435 |
Close |
0.7659 |
0.7650 |
-0.0009 |
-0.1% |
0.7575 |
Range |
0.0052 |
0.0050 |
-0.0002 |
-3.8% |
0.0151 |
ATR |
0.0047 |
0.0047 |
0.0000 |
0.5% |
0.0000 |
Volume |
0 |
1 |
1 |
|
46 |
|
Daily Pivots for day following 07-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7817 |
0.7783 |
0.7678 |
|
R3 |
0.7767 |
0.7733 |
0.7664 |
|
R2 |
0.7717 |
0.7717 |
0.7659 |
|
R1 |
0.7683 |
0.7683 |
0.7655 |
0.7675 |
PP |
0.7667 |
0.7667 |
0.7667 |
0.7663 |
S1 |
0.7633 |
0.7633 |
0.7645 |
0.7625 |
S2 |
0.7617 |
0.7617 |
0.7641 |
|
S3 |
0.7567 |
0.7583 |
0.7636 |
|
S4 |
0.7517 |
0.7533 |
0.7623 |
|
|
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 |
0.7913 |
2.618 |
0.7831 |
1.618 |
0.7781 |
1.000 |
0.7750 |
0.618 |
0.7731 |
HIGH |
0.7700 |
0.618 |
0.7681 |
0.500 |
0.7675 |
0.382 |
0.7669 |
LOW |
0.7650 |
0.618 |
0.7619 |
1.000 |
0.7600 |
1.618 |
0.7569 |
2.618 |
0.7519 |
4.250 |
0.7438 |
|
|
Fisher Pivots for day following 07-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7675 |
0.7657 |
PP |
0.7667 |
0.7654 |
S1 |
0.7658 |
0.7652 |
|