CME Canadian Dollar Future June 2016
Trading Metrics calculated at close of trading on 29-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2015 |
29-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
0.7533 |
0.7594 |
0.0061 |
0.8% |
0.7700 |
High |
0.7630 |
0.7598 |
-0.0032 |
-0.4% |
0.7721 |
Low |
0.7528 |
0.7557 |
0.0029 |
0.4% |
0.7573 |
Close |
0.7560 |
0.7594 |
0.0034 |
0.4% |
0.7578 |
Range |
0.0102 |
0.0041 |
-0.0061 |
-59.8% |
0.0148 |
ATR |
0.0058 |
0.0057 |
-0.0001 |
-2.1% |
0.0000 |
Volume |
41 |
21 |
-20 |
-48.8% |
210 |
|
Daily Pivots for day following 29-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7706 |
0.7691 |
0.7617 |
|
R3 |
0.7665 |
0.7650 |
0.7605 |
|
R2 |
0.7624 |
0.7624 |
0.7602 |
|
R1 |
0.7609 |
0.7609 |
0.7598 |
0.7615 |
PP |
0.7583 |
0.7583 |
0.7583 |
0.7586 |
S1 |
0.7568 |
0.7568 |
0.7590 |
0.7574 |
S2 |
0.7542 |
0.7542 |
0.7586 |
|
S3 |
0.7501 |
0.7527 |
0.7583 |
|
S4 |
0.7460 |
0.7486 |
0.7571 |
|
|
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 |
0.7772 |
2.618 |
0.7705 |
1.618 |
0.7664 |
1.000 |
0.7639 |
0.618 |
0.7623 |
HIGH |
0.7598 |
0.618 |
0.7582 |
0.500 |
0.7578 |
0.382 |
0.7573 |
LOW |
0.7557 |
0.618 |
0.7532 |
1.000 |
0.7516 |
1.618 |
0.7491 |
2.618 |
0.7450 |
4.250 |
0.7383 |
|
|
Fisher Pivots for day following 29-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7589 |
0.7589 |
PP |
0.7583 |
0.7584 |
S1 |
0.7578 |
0.7579 |
|