CME Canadian Dollar Future June 2016
Trading Metrics calculated at close of trading on 17-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2015 |
17-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
0.7493 |
0.7510 |
0.0017 |
0.2% |
0.7517 |
High |
0.7515 |
0.7516 |
0.0001 |
0.0% |
0.7557 |
Low |
0.7480 |
0.7507 |
0.0027 |
0.4% |
0.7495 |
Close |
0.7497 |
0.7507 |
0.0010 |
0.1% |
0.7512 |
Range |
0.0035 |
0.0009 |
-0.0026 |
-74.3% |
0.0062 |
ATR |
0.0049 |
0.0046 |
-0.0002 |
-4.4% |
0.0000 |
Volume |
83 |
28 |
-55 |
-66.3% |
149 |
|
Daily Pivots for day following 17-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7537 |
0.7531 |
0.7512 |
|
R3 |
0.7528 |
0.7522 |
0.7509 |
|
R2 |
0.7519 |
0.7519 |
0.7509 |
|
R1 |
0.7513 |
0.7513 |
0.7508 |
0.7512 |
PP |
0.7510 |
0.7510 |
0.7510 |
0.7509 |
S1 |
0.7504 |
0.7504 |
0.7506 |
0.7503 |
S2 |
0.7501 |
0.7501 |
0.7505 |
|
S3 |
0.7492 |
0.7495 |
0.7505 |
|
S4 |
0.7483 |
0.7486 |
0.7502 |
|
|
Weekly Pivots for week ending 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7707 |
0.7672 |
0.7546 |
|
R3 |
0.7645 |
0.7610 |
0.7529 |
|
R2 |
0.7583 |
0.7583 |
0.7523 |
|
R1 |
0.7548 |
0.7548 |
0.7518 |
0.7535 |
PP |
0.7521 |
0.7521 |
0.7521 |
0.7515 |
S1 |
0.7486 |
0.7486 |
0.7506 |
0.7472 |
S2 |
0.7459 |
0.7459 |
0.7501 |
|
S3 |
0.7397 |
0.7424 |
0.7495 |
|
S4 |
0.7335 |
0.7362 |
0.7478 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7554 |
2.618 |
0.7540 |
1.618 |
0.7531 |
1.000 |
0.7525 |
0.618 |
0.7522 |
HIGH |
0.7516 |
0.618 |
0.7513 |
0.500 |
0.7512 |
0.382 |
0.7510 |
LOW |
0.7507 |
0.618 |
0.7501 |
1.000 |
0.7498 |
1.618 |
0.7492 |
2.618 |
0.7483 |
4.250 |
0.7469 |
|
|
Fisher Pivots for day following 17-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7512 |
0.7506 |
PP |
0.7510 |
0.7504 |
S1 |
0.7509 |
0.7503 |
|