CME Canadian Dollar Future June 2016
Trading Metrics calculated at close of trading on 05-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2015 |
05-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
0.7628 |
0.7601 |
-0.0027 |
-0.4% |
0.7601 |
High |
0.7637 |
0.7603 |
-0.0034 |
-0.4% |
0.7652 |
Low |
0.7576 |
0.7583 |
0.0007 |
0.1% |
0.7528 |
Close |
0.7590 |
0.7591 |
0.0001 |
0.0% |
0.7641 |
Range |
0.0061 |
0.0020 |
-0.0041 |
-67.2% |
0.0124 |
ATR |
0.0058 |
0.0055 |
-0.0003 |
-4.7% |
0.0000 |
Volume |
146 |
48 |
-98 |
-67.1% |
159 |
|
Daily Pivots for day following 05-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7652 |
0.7642 |
0.7602 |
|
R3 |
0.7632 |
0.7622 |
0.7597 |
|
R2 |
0.7612 |
0.7612 |
0.7595 |
|
R1 |
0.7602 |
0.7602 |
0.7593 |
0.7597 |
PP |
0.7592 |
0.7592 |
0.7592 |
0.7590 |
S1 |
0.7582 |
0.7582 |
0.7589 |
0.7577 |
S2 |
0.7572 |
0.7572 |
0.7587 |
|
S3 |
0.7552 |
0.7562 |
0.7586 |
|
S4 |
0.7532 |
0.7542 |
0.7580 |
|
|
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 |
0.7688 |
2.618 |
0.7655 |
1.618 |
0.7635 |
1.000 |
0.7623 |
0.618 |
0.7615 |
HIGH |
0.7603 |
0.618 |
0.7595 |
0.500 |
0.7593 |
0.382 |
0.7591 |
LOW |
0.7583 |
0.618 |
0.7571 |
1.000 |
0.7563 |
1.618 |
0.7551 |
2.618 |
0.7531 |
4.250 |
0.7498 |
|
|
Fisher Pivots for day following 05-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7593 |
0.7619 |
PP |
0.7592 |
0.7610 |
S1 |
0.7592 |
0.7600 |
|