CME Canadian Dollar Future June 2016
Trading Metrics calculated at close of trading on 26-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2015 |
26-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
0.7637 |
0.7601 |
-0.0036 |
-0.5% |
0.7700 |
High |
0.7650 |
0.7607 |
-0.0043 |
-0.6% |
0.7721 |
Low |
0.7573 |
0.7591 |
0.0018 |
0.2% |
0.7573 |
Close |
0.7578 |
0.7591 |
0.0013 |
0.2% |
0.7578 |
Range |
0.0077 |
0.0016 |
-0.0061 |
-79.2% |
0.0148 |
ATR |
0.0056 |
0.0054 |
-0.0002 |
-3.4% |
0.0000 |
Volume |
17 |
12 |
-5 |
-29.4% |
210 |
|
Daily Pivots for day following 26-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7644 |
0.7634 |
0.7600 |
|
R3 |
0.7628 |
0.7618 |
0.7595 |
|
R2 |
0.7612 |
0.7612 |
0.7594 |
|
R1 |
0.7602 |
0.7602 |
0.7592 |
0.7599 |
PP |
0.7596 |
0.7596 |
0.7596 |
0.7595 |
S1 |
0.7586 |
0.7586 |
0.7590 |
0.7583 |
S2 |
0.7580 |
0.7580 |
0.7588 |
|
S3 |
0.7564 |
0.7570 |
0.7587 |
|
S4 |
0.7548 |
0.7554 |
0.7582 |
|
|
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 |
0.7675 |
2.618 |
0.7649 |
1.618 |
0.7633 |
1.000 |
0.7623 |
0.618 |
0.7617 |
HIGH |
0.7607 |
0.618 |
0.7601 |
0.500 |
0.7599 |
0.382 |
0.7597 |
LOW |
0.7591 |
0.618 |
0.7581 |
1.000 |
0.7575 |
1.618 |
0.7565 |
2.618 |
0.7549 |
4.250 |
0.7523 |
|
|
Fisher Pivots for day following 26-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7599 |
0.7612 |
PP |
0.7596 |
0.7605 |
S1 |
0.7594 |
0.7598 |
|