CME Canadian Dollar Future June 2016
Trading Metrics calculated at close of trading on 27-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2015 |
27-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
0.7521 |
0.7528 |
0.0007 |
0.1% |
0.7460 |
High |
0.7524 |
0.7528 |
0.0004 |
0.1% |
0.7528 |
Low |
0.7517 |
0.7486 |
-0.0031 |
-0.4% |
0.7460 |
Close |
0.7522 |
0.7486 |
-0.0036 |
-0.5% |
0.7486 |
Range |
0.0007 |
0.0042 |
0.0035 |
500.0% |
0.0068 |
ATR |
0.0041 |
0.0041 |
0.0000 |
0.2% |
0.0000 |
Volume |
41 |
9 |
-32 |
-78.0% |
79 |
|
Daily Pivots for day following 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7626 |
0.7598 |
0.7509 |
|
R3 |
0.7584 |
0.7556 |
0.7498 |
|
R2 |
0.7542 |
0.7542 |
0.7494 |
|
R1 |
0.7514 |
0.7514 |
0.7490 |
0.7507 |
PP |
0.7500 |
0.7500 |
0.7500 |
0.7497 |
S1 |
0.7472 |
0.7472 |
0.7482 |
0.7465 |
S2 |
0.7458 |
0.7458 |
0.7478 |
|
S3 |
0.7416 |
0.7430 |
0.7474 |
|
S4 |
0.7374 |
0.7388 |
0.7463 |
|
|
Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7695 |
0.7659 |
0.7523 |
|
R3 |
0.7627 |
0.7591 |
0.7505 |
|
R2 |
0.7559 |
0.7559 |
0.7498 |
|
R1 |
0.7523 |
0.7523 |
0.7492 |
0.7541 |
PP |
0.7491 |
0.7491 |
0.7491 |
0.7501 |
S1 |
0.7455 |
0.7455 |
0.7480 |
0.7473 |
S2 |
0.7423 |
0.7423 |
0.7474 |
|
S3 |
0.7355 |
0.7387 |
0.7467 |
|
S4 |
0.7287 |
0.7319 |
0.7449 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7707 |
2.618 |
0.7638 |
1.618 |
0.7596 |
1.000 |
0.7570 |
0.618 |
0.7554 |
HIGH |
0.7528 |
0.618 |
0.7512 |
0.500 |
0.7507 |
0.382 |
0.7502 |
LOW |
0.7486 |
0.618 |
0.7460 |
1.000 |
0.7444 |
1.618 |
0.7418 |
2.618 |
0.7376 |
4.250 |
0.7308 |
|
|
Fisher Pivots for day following 27-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7507 |
0.7507 |
PP |
0.7500 |
0.7500 |
S1 |
0.7493 |
0.7493 |
|