CME Canadian Dollar Future June 2016
Trading Metrics calculated at close of trading on 04-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2015 |
04-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
0.7621 |
0.7628 |
0.0007 |
0.1% |
0.7601 |
High |
0.7662 |
0.7637 |
-0.0025 |
-0.3% |
0.7652 |
Low |
0.7597 |
0.7576 |
-0.0021 |
-0.3% |
0.7528 |
Close |
0.7662 |
0.7590 |
-0.0072 |
-0.9% |
0.7641 |
Range |
0.0065 |
0.0061 |
-0.0004 |
-6.2% |
0.0124 |
ATR |
0.0056 |
0.0058 |
0.0002 |
3.9% |
0.0000 |
Volume |
25 |
146 |
121 |
484.0% |
159 |
|
Daily Pivots for day following 04-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7784 |
0.7748 |
0.7624 |
|
R3 |
0.7723 |
0.7687 |
0.7607 |
|
R2 |
0.7662 |
0.7662 |
0.7601 |
|
R1 |
0.7626 |
0.7626 |
0.7596 |
0.7614 |
PP |
0.7601 |
0.7601 |
0.7601 |
0.7595 |
S1 |
0.7565 |
0.7565 |
0.7584 |
0.7553 |
S2 |
0.7540 |
0.7540 |
0.7579 |
|
S3 |
0.7479 |
0.7504 |
0.7573 |
|
S4 |
0.7418 |
0.7443 |
0.7556 |
|
|
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 |
0.7896 |
2.618 |
0.7797 |
1.618 |
0.7736 |
1.000 |
0.7698 |
0.618 |
0.7675 |
HIGH |
0.7637 |
0.618 |
0.7614 |
0.500 |
0.7607 |
0.382 |
0.7599 |
LOW |
0.7576 |
0.618 |
0.7538 |
1.000 |
0.7515 |
1.618 |
0.7477 |
2.618 |
0.7416 |
4.250 |
0.7317 |
|
|
Fisher Pivots for day following 04-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7607 |
0.7619 |
PP |
0.7601 |
0.7609 |
S1 |
0.7596 |
0.7600 |
|