CME Canadian Dollar Future June 2016
Trading Metrics calculated at close of trading on 30-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2015 |
30-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
0.7528 |
0.7494 |
-0.0034 |
-0.5% |
0.7460 |
High |
0.7528 |
0.7512 |
-0.0016 |
-0.2% |
0.7528 |
Low |
0.7486 |
0.7488 |
0.0002 |
0.0% |
0.7460 |
Close |
0.7486 |
0.7488 |
0.0002 |
0.0% |
0.7486 |
Range |
0.0042 |
0.0024 |
-0.0018 |
-42.9% |
0.0068 |
ATR |
0.0041 |
0.0040 |
-0.0001 |
-2.6% |
0.0000 |
Volume |
9 |
229 |
220 |
2,444.4% |
79 |
|
Daily Pivots for day following 30-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7568 |
0.7552 |
0.7501 |
|
R3 |
0.7544 |
0.7528 |
0.7495 |
|
R2 |
0.7520 |
0.7520 |
0.7492 |
|
R1 |
0.7504 |
0.7504 |
0.7490 |
0.7500 |
PP |
0.7496 |
0.7496 |
0.7496 |
0.7494 |
S1 |
0.7480 |
0.7480 |
0.7486 |
0.7476 |
S2 |
0.7472 |
0.7472 |
0.7484 |
|
S3 |
0.7448 |
0.7456 |
0.7481 |
|
S4 |
0.7424 |
0.7432 |
0.7475 |
|
|
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 |
0.7614 |
2.618 |
0.7575 |
1.618 |
0.7551 |
1.000 |
0.7536 |
0.618 |
0.7527 |
HIGH |
0.7512 |
0.618 |
0.7503 |
0.500 |
0.7500 |
0.382 |
0.7497 |
LOW |
0.7488 |
0.618 |
0.7473 |
1.000 |
0.7464 |
1.618 |
0.7449 |
2.618 |
0.7425 |
4.250 |
0.7386 |
|
|
Fisher Pivots for day following 30-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7500 |
0.7507 |
PP |
0.7496 |
0.7501 |
S1 |
0.7492 |
0.7494 |
|