CME Canadian Dollar Future June 2016
Trading Metrics calculated at close of trading on 30-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2015 |
30-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
0.7594 |
0.7590 |
-0.0004 |
-0.1% |
0.7601 |
High |
0.7598 |
0.7652 |
0.0054 |
0.7% |
0.7652 |
Low |
0.7557 |
0.7582 |
0.0025 |
0.3% |
0.7528 |
Close |
0.7594 |
0.7641 |
0.0047 |
0.6% |
0.7641 |
Range |
0.0041 |
0.0070 |
0.0029 |
70.7% |
0.0124 |
ATR |
0.0057 |
0.0058 |
0.0001 |
1.7% |
0.0000 |
Volume |
21 |
48 |
27 |
128.6% |
159 |
|
Daily Pivots for day following 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7835 |
0.7808 |
0.7680 |
|
R3 |
0.7765 |
0.7738 |
0.7660 |
|
R2 |
0.7695 |
0.7695 |
0.7654 |
|
R1 |
0.7668 |
0.7668 |
0.7647 |
0.7682 |
PP |
0.7625 |
0.7625 |
0.7625 |
0.7632 |
S1 |
0.7598 |
0.7598 |
0.7635 |
0.7612 |
S2 |
0.7555 |
0.7555 |
0.7628 |
|
S3 |
0.7485 |
0.7528 |
0.7622 |
|
S4 |
0.7415 |
0.7458 |
0.7603 |
|
|
Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7979 |
0.7934 |
0.7709 |
|
R3 |
0.7855 |
0.7810 |
0.7675 |
|
R2 |
0.7731 |
0.7731 |
0.7664 |
|
R1 |
0.7686 |
0.7686 |
0.7652 |
0.7709 |
PP |
0.7607 |
0.7607 |
0.7607 |
0.7618 |
S1 |
0.7562 |
0.7562 |
0.7630 |
0.7585 |
S2 |
0.7483 |
0.7483 |
0.7618 |
|
S3 |
0.7359 |
0.7438 |
0.7607 |
|
S4 |
0.7235 |
0.7314 |
0.7573 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7950 |
2.618 |
0.7835 |
1.618 |
0.7765 |
1.000 |
0.7722 |
0.618 |
0.7695 |
HIGH |
0.7652 |
0.618 |
0.7625 |
0.500 |
0.7617 |
0.382 |
0.7609 |
LOW |
0.7582 |
0.618 |
0.7539 |
1.000 |
0.7512 |
1.618 |
0.7469 |
2.618 |
0.7399 |
4.250 |
0.7285 |
|
|
Fisher Pivots for day following 30-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7633 |
0.7624 |
PP |
0.7625 |
0.7607 |
S1 |
0.7617 |
0.7590 |
|