CME Canadian Dollar Future June 2016
Trading Metrics calculated at close of trading on 24-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2015 |
24-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
0.7460 |
0.7501 |
0.0041 |
0.5% |
0.7493 |
High |
0.7496 |
0.7524 |
0.0028 |
0.4% |
0.7548 |
Low |
0.7460 |
0.7501 |
0.0041 |
0.5% |
0.7480 |
Close |
0.7478 |
0.7524 |
0.0046 |
0.6% |
0.7494 |
Range |
0.0036 |
0.0023 |
-0.0013 |
-36.1% |
0.0068 |
ATR |
0.0043 |
0.0043 |
0.0000 |
0.4% |
0.0000 |
Volume |
16 |
13 |
-3 |
-18.8% |
144 |
|
Daily Pivots for day following 24-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7585 |
0.7578 |
0.7537 |
|
R3 |
0.7562 |
0.7555 |
0.7530 |
|
R2 |
0.7539 |
0.7539 |
0.7528 |
|
R1 |
0.7532 |
0.7532 |
0.7526 |
0.7536 |
PP |
0.7516 |
0.7516 |
0.7516 |
0.7518 |
S1 |
0.7509 |
0.7509 |
0.7522 |
0.7513 |
S2 |
0.7493 |
0.7493 |
0.7520 |
|
S3 |
0.7470 |
0.7486 |
0.7518 |
|
S4 |
0.7447 |
0.7463 |
0.7511 |
|
|
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 |
0.7622 |
2.618 |
0.7584 |
1.618 |
0.7561 |
1.000 |
0.7547 |
0.618 |
0.7538 |
HIGH |
0.7524 |
0.618 |
0.7515 |
0.500 |
0.7513 |
0.382 |
0.7510 |
LOW |
0.7501 |
0.618 |
0.7487 |
1.000 |
0.7478 |
1.618 |
0.7464 |
2.618 |
0.7441 |
4.250 |
0.7403 |
|
|
Fisher Pivots for day following 24-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7520 |
0.7513 |
PP |
0.7516 |
0.7503 |
S1 |
0.7513 |
0.7492 |
|