CME Canadian Dollar Future June 2016
Trading Metrics calculated at close of trading on 09-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2015 |
09-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
0.7650 |
0.7715 |
0.0065 |
0.8% |
0.7615 |
High |
0.7688 |
0.7737 |
0.0049 |
0.6% |
0.7737 |
Low |
0.7647 |
0.7699 |
0.0052 |
0.7% |
0.7613 |
Close |
0.7682 |
0.7718 |
0.0036 |
0.5% |
0.7718 |
Range |
0.0041 |
0.0038 |
-0.0003 |
-7.3% |
0.0124 |
ATR |
0.0047 |
0.0047 |
0.0001 |
1.3% |
0.0000 |
Volume |
14 |
27 |
13 |
92.9% |
74 |
|
Daily Pivots for day following 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7832 |
0.7813 |
0.7739 |
|
R3 |
0.7794 |
0.7775 |
0.7728 |
|
R2 |
0.7756 |
0.7756 |
0.7725 |
|
R1 |
0.7737 |
0.7737 |
0.7721 |
0.7747 |
PP |
0.7718 |
0.7718 |
0.7718 |
0.7723 |
S1 |
0.7699 |
0.7699 |
0.7715 |
0.7709 |
S2 |
0.7680 |
0.7680 |
0.7711 |
|
S3 |
0.7642 |
0.7661 |
0.7708 |
|
S4 |
0.7604 |
0.7623 |
0.7697 |
|
|
Weekly Pivots for week ending 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8061 |
0.8014 |
0.7786 |
|
R3 |
0.7937 |
0.7890 |
0.7752 |
|
R2 |
0.7813 |
0.7813 |
0.7741 |
|
R1 |
0.7766 |
0.7766 |
0.7729 |
0.7790 |
PP |
0.7689 |
0.7689 |
0.7689 |
0.7701 |
S1 |
0.7642 |
0.7642 |
0.7707 |
0.7666 |
S2 |
0.7565 |
0.7565 |
0.7695 |
|
S3 |
0.7441 |
0.7518 |
0.7684 |
|
S4 |
0.7317 |
0.7394 |
0.7650 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7899 |
2.618 |
0.7836 |
1.618 |
0.7798 |
1.000 |
0.7775 |
0.618 |
0.7760 |
HIGH |
0.7737 |
0.618 |
0.7722 |
0.500 |
0.7718 |
0.382 |
0.7714 |
LOW |
0.7699 |
0.618 |
0.7676 |
1.000 |
0.7661 |
1.618 |
0.7638 |
2.618 |
0.7600 |
4.250 |
0.7538 |
|
|
Fisher Pivots for day following 09-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7718 |
0.7709 |
PP |
0.7718 |
0.7701 |
S1 |
0.7718 |
0.7692 |
|