CME Canadian Dollar Future June 2016
Trading Metrics calculated at close of trading on 20-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2015 |
20-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
0.7535 |
0.7494 |
-0.0041 |
-0.5% |
0.7493 |
High |
0.7548 |
0.7494 |
-0.0054 |
-0.7% |
0.7548 |
Low |
0.7522 |
0.7494 |
-0.0028 |
-0.4% |
0.7480 |
Close |
0.7522 |
0.7494 |
-0.0028 |
-0.4% |
0.7494 |
Range |
0.0026 |
0.0000 |
-0.0026 |
-100.0% |
0.0068 |
ATR |
0.0045 |
0.0044 |
-0.0001 |
-2.7% |
0.0000 |
Volume |
12 |
0 |
-12 |
-100.0% |
144 |
|
Daily Pivots for day following 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7494 |
0.7494 |
0.7494 |
|
R3 |
0.7494 |
0.7494 |
0.7494 |
|
R2 |
0.7494 |
0.7494 |
0.7494 |
|
R1 |
0.7494 |
0.7494 |
0.7494 |
0.7494 |
PP |
0.7494 |
0.7494 |
0.7494 |
0.7494 |
S1 |
0.7494 |
0.7494 |
0.7494 |
0.7494 |
S2 |
0.7494 |
0.7494 |
0.7494 |
|
S3 |
0.7494 |
0.7494 |
0.7494 |
|
S4 |
0.7494 |
0.7494 |
0.7494 |
|
|
Weekly Pivots for week ending 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7711 |
0.7671 |
0.7531 |
|
R3 |
0.7643 |
0.7603 |
0.7513 |
|
R2 |
0.7575 |
0.7575 |
0.7506 |
|
R1 |
0.7535 |
0.7535 |
0.7500 |
0.7555 |
PP |
0.7507 |
0.7507 |
0.7507 |
0.7518 |
S1 |
0.7467 |
0.7467 |
0.7488 |
0.7487 |
S2 |
0.7439 |
0.7439 |
0.7482 |
|
S3 |
0.7371 |
0.7399 |
0.7475 |
|
S4 |
0.7303 |
0.7331 |
0.7457 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7494 |
2.618 |
0.7494 |
1.618 |
0.7494 |
1.000 |
0.7494 |
0.618 |
0.7494 |
HIGH |
0.7494 |
0.618 |
0.7494 |
0.500 |
0.7494 |
0.382 |
0.7494 |
LOW |
0.7494 |
0.618 |
0.7494 |
1.000 |
0.7494 |
1.618 |
0.7494 |
2.618 |
0.7494 |
4.250 |
0.7494 |
|
|
Fisher Pivots for day following 20-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7494 |
0.7519 |
PP |
0.7494 |
0.7511 |
S1 |
0.7494 |
0.7502 |
|