CME Canadian Dollar Future June 2016
Trading Metrics calculated at close of trading on 16-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2015 |
16-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
0.7760 |
0.7750 |
-0.0010 |
-0.1% |
0.7706 |
High |
0.7783 |
0.7750 |
-0.0033 |
-0.4% |
0.7783 |
Low |
0.7720 |
0.7720 |
0.0000 |
0.0% |
0.7641 |
Close |
0.7778 |
0.7738 |
-0.0040 |
-0.5% |
0.7738 |
Range |
0.0063 |
0.0030 |
-0.0033 |
-52.4% |
0.0142 |
ATR |
0.0051 |
0.0052 |
0.0000 |
1.0% |
0.0000 |
Volume |
30 |
21 |
-9 |
-30.0% |
157 |
|
Daily Pivots for day following 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7826 |
0.7812 |
0.7755 |
|
R3 |
0.7796 |
0.7782 |
0.7746 |
|
R2 |
0.7766 |
0.7766 |
0.7744 |
|
R1 |
0.7752 |
0.7752 |
0.7741 |
0.7744 |
PP |
0.7736 |
0.7736 |
0.7736 |
0.7732 |
S1 |
0.7722 |
0.7722 |
0.7735 |
0.7714 |
S2 |
0.7706 |
0.7706 |
0.7733 |
|
S3 |
0.7676 |
0.7692 |
0.7730 |
|
S4 |
0.7646 |
0.7662 |
0.7722 |
|
|
Weekly Pivots for week ending 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8147 |
0.8084 |
0.7816 |
|
R3 |
0.8005 |
0.7942 |
0.7777 |
|
R2 |
0.7863 |
0.7863 |
0.7764 |
|
R1 |
0.7800 |
0.7800 |
0.7751 |
0.7832 |
PP |
0.7721 |
0.7721 |
0.7721 |
0.7736 |
S1 |
0.7658 |
0.7658 |
0.7725 |
0.7690 |
S2 |
0.7579 |
0.7579 |
0.7712 |
|
S3 |
0.7437 |
0.7516 |
0.7699 |
|
S4 |
0.7295 |
0.7374 |
0.7660 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7878 |
2.618 |
0.7829 |
1.618 |
0.7799 |
1.000 |
0.7780 |
0.618 |
0.7769 |
HIGH |
0.7750 |
0.618 |
0.7739 |
0.500 |
0.7735 |
0.382 |
0.7731 |
LOW |
0.7720 |
0.618 |
0.7701 |
1.000 |
0.7690 |
1.618 |
0.7671 |
2.618 |
0.7641 |
4.250 |
0.7593 |
|
|
Fisher Pivots for day following 16-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7737 |
0.7735 |
PP |
0.7736 |
0.7731 |
S1 |
0.7735 |
0.7728 |
|