CME Canadian Dollar Future June 2016
Trading Metrics calculated at close of trading on 02-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2015 |
02-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
0.7590 |
0.7636 |
0.0046 |
0.6% |
0.7601 |
High |
0.7652 |
0.7646 |
-0.0006 |
-0.1% |
0.7652 |
Low |
0.7582 |
0.7627 |
0.0045 |
0.6% |
0.7528 |
Close |
0.7641 |
0.7629 |
-0.0012 |
-0.2% |
0.7641 |
Range |
0.0070 |
0.0019 |
-0.0051 |
-72.9% |
0.0124 |
ATR |
0.0058 |
0.0055 |
-0.0003 |
-4.8% |
0.0000 |
Volume |
48 |
71 |
23 |
47.9% |
159 |
|
Daily Pivots for day following 02-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7691 |
0.7679 |
0.7639 |
|
R3 |
0.7672 |
0.7660 |
0.7634 |
|
R2 |
0.7653 |
0.7653 |
0.7632 |
|
R1 |
0.7641 |
0.7641 |
0.7631 |
0.7638 |
PP |
0.7634 |
0.7634 |
0.7634 |
0.7632 |
S1 |
0.7622 |
0.7622 |
0.7627 |
0.7619 |
S2 |
0.7615 |
0.7615 |
0.7626 |
|
S3 |
0.7596 |
0.7603 |
0.7624 |
|
S4 |
0.7577 |
0.7584 |
0.7619 |
|
|
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 |
0.7727 |
2.618 |
0.7696 |
1.618 |
0.7677 |
1.000 |
0.7665 |
0.618 |
0.7658 |
HIGH |
0.7646 |
0.618 |
0.7639 |
0.500 |
0.7637 |
0.382 |
0.7634 |
LOW |
0.7627 |
0.618 |
0.7615 |
1.000 |
0.7608 |
1.618 |
0.7596 |
2.618 |
0.7577 |
4.250 |
0.7546 |
|
|
Fisher Pivots for day following 02-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7637 |
0.7621 |
PP |
0.7634 |
0.7613 |
S1 |
0.7632 |
0.7605 |
|