CME Canadian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 13-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2015 |
13-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7706 |
0.7648 |
-0.0058 |
-0.8% |
0.7615 |
| High |
0.7737 |
0.7709 |
-0.0028 |
-0.4% |
0.7737 |
| Low |
0.7683 |
0.7641 |
-0.0042 |
-0.5% |
0.7613 |
| Close |
0.7706 |
0.7683 |
-0.0023 |
-0.3% |
0.7718 |
| Range |
0.0054 |
0.0068 |
0.0014 |
25.9% |
0.0124 |
| ATR |
0.0048 |
0.0049 |
0.0001 |
3.0% |
0.0000 |
| Volume |
0 |
38 |
38 |
|
74 |
|
| Daily Pivots for day following 13-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7882 |
0.7850 |
0.7720 |
|
| R3 |
0.7814 |
0.7782 |
0.7702 |
|
| R2 |
0.7746 |
0.7746 |
0.7695 |
|
| R1 |
0.7714 |
0.7714 |
0.7689 |
0.7730 |
| PP |
0.7678 |
0.7678 |
0.7678 |
0.7686 |
| S1 |
0.7646 |
0.7646 |
0.7677 |
0.7662 |
| S2 |
0.7610 |
0.7610 |
0.7671 |
|
| S3 |
0.7542 |
0.7578 |
0.7664 |
|
| S4 |
0.7474 |
0.7510 |
0.7646 |
|
|
| 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 |
0.7998 |
|
2.618 |
0.7887 |
|
1.618 |
0.7819 |
|
1.000 |
0.7777 |
|
0.618 |
0.7751 |
|
HIGH |
0.7709 |
|
0.618 |
0.7683 |
|
0.500 |
0.7675 |
|
0.382 |
0.7667 |
|
LOW |
0.7641 |
|
0.618 |
0.7599 |
|
1.000 |
0.7573 |
|
1.618 |
0.7531 |
|
2.618 |
0.7463 |
|
4.250 |
0.7352 |
|
|
| Fisher Pivots for day following 13-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7680 |
0.7689 |
| PP |
0.7678 |
0.7687 |
| S1 |
0.7675 |
0.7685 |
|