CME Canadian Dollar Future June 2016
Trading Metrics calculated at close of trading on 19-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2015 |
19-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
0.7491 |
0.7535 |
0.0044 |
0.6% |
0.7517 |
High |
0.7510 |
0.7548 |
0.0038 |
0.5% |
0.7557 |
Low |
0.7490 |
0.7522 |
0.0032 |
0.4% |
0.7495 |
Close |
0.7497 |
0.7522 |
0.0025 |
0.3% |
0.7512 |
Range |
0.0020 |
0.0026 |
0.0006 |
30.0% |
0.0062 |
ATR |
0.0045 |
0.0045 |
0.0000 |
1.0% |
0.0000 |
Volume |
21 |
12 |
-9 |
-42.9% |
149 |
|
Daily Pivots for day following 19-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7609 |
0.7591 |
0.7536 |
|
R3 |
0.7583 |
0.7565 |
0.7529 |
|
R2 |
0.7557 |
0.7557 |
0.7527 |
|
R1 |
0.7539 |
0.7539 |
0.7524 |
0.7535 |
PP |
0.7531 |
0.7531 |
0.7531 |
0.7529 |
S1 |
0.7513 |
0.7513 |
0.7520 |
0.7509 |
S2 |
0.7505 |
0.7505 |
0.7517 |
|
S3 |
0.7479 |
0.7487 |
0.7515 |
|
S4 |
0.7453 |
0.7461 |
0.7508 |
|
|
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 |
0.7658 |
2.618 |
0.7616 |
1.618 |
0.7590 |
1.000 |
0.7574 |
0.618 |
0.7564 |
HIGH |
0.7548 |
0.618 |
0.7538 |
0.500 |
0.7535 |
0.382 |
0.7532 |
LOW |
0.7522 |
0.618 |
0.7506 |
1.000 |
0.7496 |
1.618 |
0.7480 |
2.618 |
0.7454 |
4.250 |
0.7412 |
|
|
Fisher Pivots for day following 19-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7535 |
0.7521 |
PP |
0.7531 |
0.7520 |
S1 |
0.7526 |
0.7519 |
|