CME Canadian Dollar Future June 2016
Trading Metrics calculated at close of trading on 01-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2015 |
01-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
0.7494 |
0.7491 |
-0.0003 |
0.0% |
0.7460 |
High |
0.7512 |
0.7492 |
-0.0020 |
-0.3% |
0.7528 |
Low |
0.7488 |
0.7477 |
-0.0011 |
-0.1% |
0.7460 |
Close |
0.7488 |
0.7477 |
-0.0011 |
-0.1% |
0.7486 |
Range |
0.0024 |
0.0015 |
-0.0009 |
-37.5% |
0.0068 |
ATR |
0.0040 |
0.0038 |
-0.0002 |
-4.5% |
0.0000 |
Volume |
229 |
14 |
-215 |
-93.9% |
79 |
|
Daily Pivots for day following 01-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7527 |
0.7517 |
0.7485 |
|
R3 |
0.7512 |
0.7502 |
0.7481 |
|
R2 |
0.7497 |
0.7497 |
0.7480 |
|
R1 |
0.7487 |
0.7487 |
0.7478 |
0.7485 |
PP |
0.7482 |
0.7482 |
0.7482 |
0.7481 |
S1 |
0.7472 |
0.7472 |
0.7476 |
0.7470 |
S2 |
0.7467 |
0.7467 |
0.7474 |
|
S3 |
0.7452 |
0.7457 |
0.7473 |
|
S4 |
0.7437 |
0.7442 |
0.7469 |
|
|
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 |
0.7556 |
2.618 |
0.7531 |
1.618 |
0.7516 |
1.000 |
0.7507 |
0.618 |
0.7501 |
HIGH |
0.7492 |
0.618 |
0.7486 |
0.500 |
0.7485 |
0.382 |
0.7483 |
LOW |
0.7477 |
0.618 |
0.7468 |
1.000 |
0.7462 |
1.618 |
0.7453 |
2.618 |
0.7438 |
4.250 |
0.7413 |
|
|
Fisher Pivots for day following 01-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7485 |
0.7503 |
PP |
0.7482 |
0.7494 |
S1 |
0.7480 |
0.7486 |
|