CME Canadian Dollar Future June 2016
Trading Metrics calculated at close of trading on 14-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2015 |
14-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
0.7648 |
0.7683 |
0.0035 |
0.5% |
0.7615 |
High |
0.7709 |
0.7735 |
0.0026 |
0.3% |
0.7737 |
Low |
0.7641 |
0.7672 |
0.0031 |
0.4% |
0.7613 |
Close |
0.7683 |
0.7725 |
0.0042 |
0.5% |
0.7718 |
Range |
0.0068 |
0.0063 |
-0.0005 |
-7.4% |
0.0124 |
ATR |
0.0049 |
0.0050 |
0.0001 |
2.0% |
0.0000 |
Volume |
38 |
68 |
30 |
78.9% |
74 |
|
Daily Pivots for day following 14-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7900 |
0.7875 |
0.7760 |
|
R3 |
0.7837 |
0.7812 |
0.7742 |
|
R2 |
0.7774 |
0.7774 |
0.7737 |
|
R1 |
0.7749 |
0.7749 |
0.7731 |
0.7761 |
PP |
0.7711 |
0.7711 |
0.7711 |
0.7717 |
S1 |
0.7686 |
0.7686 |
0.7719 |
0.7699 |
S2 |
0.7648 |
0.7648 |
0.7713 |
|
S3 |
0.7585 |
0.7623 |
0.7708 |
|
S4 |
0.7522 |
0.7560 |
0.7690 |
|
|
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 |
0.8003 |
2.618 |
0.7900 |
1.618 |
0.7837 |
1.000 |
0.7798 |
0.618 |
0.7774 |
HIGH |
0.7735 |
0.618 |
0.7711 |
0.500 |
0.7704 |
0.382 |
0.7696 |
LOW |
0.7672 |
0.618 |
0.7633 |
1.000 |
0.7609 |
1.618 |
0.7570 |
2.618 |
0.7507 |
4.250 |
0.7404 |
|
|
Fisher Pivots for day following 14-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7718 |
0.7713 |
PP |
0.7711 |
0.7701 |
S1 |
0.7704 |
0.7689 |
|