CME Canadian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 23-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2015 |
23-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7625 |
0.7637 |
0.0012 |
0.2% |
0.7700 |
| High |
0.7625 |
0.7650 |
0.0025 |
0.3% |
0.7721 |
| Low |
0.7600 |
0.7573 |
-0.0027 |
-0.4% |
0.7573 |
| Close |
0.7625 |
0.7578 |
-0.0047 |
-0.6% |
0.7578 |
| Range |
0.0025 |
0.0077 |
0.0052 |
208.0% |
0.0148 |
| ATR |
0.0054 |
0.0056 |
0.0002 |
3.0% |
0.0000 |
| Volume |
0 |
17 |
17 |
|
210 |
|
| Daily Pivots for day following 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7831 |
0.7782 |
0.7620 |
|
| R3 |
0.7754 |
0.7705 |
0.7599 |
|
| R2 |
0.7677 |
0.7677 |
0.7592 |
|
| R1 |
0.7628 |
0.7628 |
0.7585 |
0.7614 |
| PP |
0.7600 |
0.7600 |
0.7600 |
0.7594 |
| S1 |
0.7551 |
0.7551 |
0.7571 |
0.7537 |
| S2 |
0.7523 |
0.7523 |
0.7564 |
|
| S3 |
0.7446 |
0.7474 |
0.7557 |
|
| S4 |
0.7369 |
0.7397 |
0.7536 |
|
|
| Weekly Pivots for week ending 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8068 |
0.7971 |
0.7659 |
|
| R3 |
0.7920 |
0.7823 |
0.7619 |
|
| R2 |
0.7772 |
0.7772 |
0.7605 |
|
| R1 |
0.7675 |
0.7675 |
0.7592 |
0.7650 |
| PP |
0.7624 |
0.7624 |
0.7624 |
0.7611 |
| S1 |
0.7527 |
0.7527 |
0.7564 |
0.7502 |
| S2 |
0.7476 |
0.7476 |
0.7551 |
|
| S3 |
0.7328 |
0.7379 |
0.7537 |
|
| S4 |
0.7180 |
0.7231 |
0.7497 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7977 |
|
2.618 |
0.7852 |
|
1.618 |
0.7775 |
|
1.000 |
0.7727 |
|
0.618 |
0.7698 |
|
HIGH |
0.7650 |
|
0.618 |
0.7621 |
|
0.500 |
0.7612 |
|
0.382 |
0.7602 |
|
LOW |
0.7573 |
|
0.618 |
0.7525 |
|
1.000 |
0.7496 |
|
1.618 |
0.7448 |
|
2.618 |
0.7371 |
|
4.250 |
0.7246 |
|
|
| Fisher Pivots for day following 23-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7612 |
0.7637 |
| PP |
0.7600 |
0.7617 |
| S1 |
0.7589 |
0.7598 |
|