CME Canadian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 15-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2015 |
15-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7683 |
0.7760 |
0.0077 |
1.0% |
0.7615 |
| High |
0.7735 |
0.7783 |
0.0048 |
0.6% |
0.7737 |
| Low |
0.7672 |
0.7720 |
0.0048 |
0.6% |
0.7613 |
| Close |
0.7725 |
0.7778 |
0.0053 |
0.7% |
0.7718 |
| Range |
0.0063 |
0.0063 |
0.0000 |
0.0% |
0.0124 |
| ATR |
0.0050 |
0.0051 |
0.0001 |
1.8% |
0.0000 |
| Volume |
68 |
30 |
-38 |
-55.9% |
74 |
|
| Daily Pivots for day following 15-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7949 |
0.7927 |
0.7813 |
|
| R3 |
0.7886 |
0.7864 |
0.7795 |
|
| R2 |
0.7823 |
0.7823 |
0.7790 |
|
| R1 |
0.7801 |
0.7801 |
0.7784 |
0.7812 |
| PP |
0.7760 |
0.7760 |
0.7760 |
0.7766 |
| S1 |
0.7738 |
0.7738 |
0.7772 |
0.7749 |
| S2 |
0.7697 |
0.7697 |
0.7766 |
|
| S3 |
0.7634 |
0.7675 |
0.7761 |
|
| S4 |
0.7571 |
0.7612 |
0.7743 |
|
|
| 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 |
0.8051 |
|
2.618 |
0.7948 |
|
1.618 |
0.7885 |
|
1.000 |
0.7846 |
|
0.618 |
0.7822 |
|
HIGH |
0.7783 |
|
0.618 |
0.7759 |
|
0.500 |
0.7752 |
|
0.382 |
0.7744 |
|
LOW |
0.7720 |
|
0.618 |
0.7681 |
|
1.000 |
0.7657 |
|
1.618 |
0.7618 |
|
2.618 |
0.7555 |
|
4.250 |
0.7452 |
|
|
| Fisher Pivots for day following 15-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7769 |
0.7756 |
| PP |
0.7760 |
0.7734 |
| S1 |
0.7752 |
0.7712 |
|