CME Canadian Dollar Future June 2016
Trading Metrics calculated at close of trading on 03-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2015 |
03-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
0.7636 |
0.7621 |
-0.0015 |
-0.2% |
0.7601 |
High |
0.7646 |
0.7662 |
0.0016 |
0.2% |
0.7652 |
Low |
0.7627 |
0.7597 |
-0.0030 |
-0.4% |
0.7528 |
Close |
0.7629 |
0.7662 |
0.0033 |
0.4% |
0.7641 |
Range |
0.0019 |
0.0065 |
0.0046 |
242.1% |
0.0124 |
ATR |
0.0055 |
0.0056 |
0.0001 |
1.3% |
0.0000 |
Volume |
71 |
25 |
-46 |
-64.8% |
159 |
|
Daily Pivots for day following 03-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7835 |
0.7814 |
0.7698 |
|
R3 |
0.7770 |
0.7749 |
0.7680 |
|
R2 |
0.7705 |
0.7705 |
0.7674 |
|
R1 |
0.7684 |
0.7684 |
0.7668 |
0.7695 |
PP |
0.7640 |
0.7640 |
0.7640 |
0.7646 |
S1 |
0.7619 |
0.7619 |
0.7656 |
0.7630 |
S2 |
0.7575 |
0.7575 |
0.7650 |
|
S3 |
0.7510 |
0.7554 |
0.7644 |
|
S4 |
0.7445 |
0.7489 |
0.7626 |
|
|
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 |
0.7938 |
2.618 |
0.7832 |
1.618 |
0.7767 |
1.000 |
0.7727 |
0.618 |
0.7702 |
HIGH |
0.7662 |
0.618 |
0.7637 |
0.500 |
0.7630 |
0.382 |
0.7622 |
LOW |
0.7597 |
0.618 |
0.7557 |
1.000 |
0.7532 |
1.618 |
0.7492 |
2.618 |
0.7427 |
4.250 |
0.7321 |
|
|
Fisher Pivots for day following 03-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7651 |
0.7649 |
PP |
0.7640 |
0.7635 |
S1 |
0.7630 |
0.7622 |
|