CME Canadian Dollar Future June 2016
Trading Metrics calculated at close of trading on 27-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2015 |
27-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
0.7601 |
0.7541 |
-0.0060 |
-0.8% |
0.7700 |
High |
0.7607 |
0.7543 |
-0.0064 |
-0.8% |
0.7721 |
Low |
0.7591 |
0.7529 |
-0.0062 |
-0.8% |
0.7573 |
Close |
0.7591 |
0.7529 |
-0.0062 |
-0.8% |
0.7578 |
Range |
0.0016 |
0.0014 |
-0.0002 |
-12.5% |
0.0148 |
ATR |
0.0054 |
0.0054 |
0.0001 |
1.1% |
0.0000 |
Volume |
12 |
37 |
25 |
208.3% |
210 |
|
Daily Pivots for day following 27-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7576 |
0.7566 |
0.7537 |
|
R3 |
0.7562 |
0.7552 |
0.7533 |
|
R2 |
0.7548 |
0.7548 |
0.7532 |
|
R1 |
0.7538 |
0.7538 |
0.7530 |
0.7536 |
PP |
0.7534 |
0.7534 |
0.7534 |
0.7533 |
S1 |
0.7524 |
0.7524 |
0.7528 |
0.7522 |
S2 |
0.7520 |
0.7520 |
0.7526 |
|
S3 |
0.7506 |
0.7510 |
0.7525 |
|
S4 |
0.7492 |
0.7496 |
0.7521 |
|
|
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 |
0.7602 |
2.618 |
0.7580 |
1.618 |
0.7566 |
1.000 |
0.7557 |
0.618 |
0.7552 |
HIGH |
0.7543 |
0.618 |
0.7538 |
0.500 |
0.7536 |
0.382 |
0.7534 |
LOW |
0.7529 |
0.618 |
0.7520 |
1.000 |
0.7515 |
1.618 |
0.7506 |
2.618 |
0.7492 |
4.250 |
0.7470 |
|
|
Fisher Pivots for day following 27-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7536 |
0.7590 |
PP |
0.7534 |
0.7569 |
S1 |
0.7531 |
0.7549 |
|