CME Canadian Dollar Future June 2016
Trading Metrics calculated at close of trading on 03-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2015 |
03-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
0.7470 |
0.7495 |
0.0025 |
0.3% |
0.7460 |
High |
0.7484 |
0.7496 |
0.0012 |
0.2% |
0.7528 |
Low |
0.7470 |
0.7495 |
0.0025 |
0.3% |
0.7460 |
Close |
0.7483 |
0.7496 |
0.0013 |
0.2% |
0.7486 |
Range |
0.0014 |
0.0001 |
-0.0013 |
-92.9% |
0.0068 |
ATR |
0.0036 |
0.0035 |
-0.0002 |
-4.6% |
0.0000 |
Volume |
11 |
43 |
32 |
290.9% |
79 |
|
Daily Pivots for day following 03-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7499 |
0.7498 |
0.7497 |
|
R3 |
0.7498 |
0.7497 |
0.7496 |
|
R2 |
0.7497 |
0.7497 |
0.7496 |
|
R1 |
0.7496 |
0.7496 |
0.7496 |
0.7497 |
PP |
0.7496 |
0.7496 |
0.7496 |
0.7496 |
S1 |
0.7495 |
0.7495 |
0.7496 |
0.7496 |
S2 |
0.7495 |
0.7495 |
0.7496 |
|
S3 |
0.7494 |
0.7494 |
0.7496 |
|
S4 |
0.7493 |
0.7493 |
0.7495 |
|
|
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 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7528 |
0.7470 |
0.0058 |
0.8% |
0.0019 |
0.3% |
45% |
False |
False |
61 |
10 |
0.7548 |
0.7460 |
0.0088 |
1.2% |
0.0019 |
0.3% |
41% |
False |
False |
38 |
20 |
0.7603 |
0.7460 |
0.0143 |
1.9% |
0.0026 |
0.3% |
25% |
False |
False |
38 |
40 |
0.7783 |
0.7460 |
0.0323 |
4.3% |
0.0039 |
0.5% |
11% |
False |
False |
39 |
60 |
0.7783 |
0.7435 |
0.0348 |
4.6% |
0.0037 |
0.5% |
18% |
False |
False |
28 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7500 |
2.618 |
0.7499 |
1.618 |
0.7498 |
1.000 |
0.7497 |
0.618 |
0.7497 |
HIGH |
0.7496 |
0.618 |
0.7496 |
0.500 |
0.7496 |
0.382 |
0.7495 |
LOW |
0.7495 |
0.618 |
0.7494 |
1.000 |
0.7494 |
1.618 |
0.7493 |
2.618 |
0.7492 |
4.250 |
0.7491 |
|
|
Fisher Pivots for day following 03-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7496 |
0.7492 |
PP |
0.7496 |
0.7487 |
S1 |
0.7496 |
0.7483 |
|