CME Canadian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 14-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2016 |
14-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7832 |
0.7804 |
-0.0028 |
-0.4% |
0.7720 |
| High |
0.7840 |
0.7804 |
-0.0036 |
-0.5% |
0.7899 |
| Low |
0.7800 |
0.7772 |
-0.0028 |
-0.4% |
0.7713 |
| Close |
0.7814 |
0.7782 |
-0.0032 |
-0.4% |
0.7838 |
| Range |
0.0040 |
0.0032 |
-0.0008 |
-20.0% |
0.0186 |
| ATR |
0.0060 |
0.0059 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
190 |
284 |
94 |
49.5% |
1,252 |
|
| Daily Pivots for day following 14-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7882 |
0.7864 |
0.7800 |
|
| R3 |
0.7850 |
0.7832 |
0.7791 |
|
| R2 |
0.7818 |
0.7818 |
0.7788 |
|
| R1 |
0.7800 |
0.7800 |
0.7785 |
0.7793 |
| PP |
0.7786 |
0.7786 |
0.7786 |
0.7783 |
| S1 |
0.7768 |
0.7768 |
0.7779 |
0.7761 |
| S2 |
0.7754 |
0.7754 |
0.7776 |
|
| S3 |
0.7722 |
0.7736 |
0.7773 |
|
| S4 |
0.7690 |
0.7704 |
0.7764 |
|
|
| Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8375 |
0.8292 |
0.7940 |
|
| R3 |
0.8189 |
0.8106 |
0.7889 |
|
| R2 |
0.8003 |
0.8003 |
0.7872 |
|
| R1 |
0.7920 |
0.7920 |
0.7855 |
0.7962 |
| PP |
0.7817 |
0.7817 |
0.7817 |
0.7837 |
| S1 |
0.7734 |
0.7734 |
0.7821 |
0.7776 |
| S2 |
0.7631 |
0.7631 |
0.7804 |
|
| S3 |
0.7445 |
0.7548 |
0.7787 |
|
| S4 |
0.7259 |
0.7362 |
0.7736 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7899 |
0.7772 |
0.0127 |
1.6% |
0.0047 |
0.6% |
8% |
False |
True |
238 |
| 10 |
0.7899 |
0.7624 |
0.0275 |
3.5% |
0.0053 |
0.7% |
57% |
False |
False |
226 |
| 20 |
0.7899 |
0.7589 |
0.0310 |
4.0% |
0.0052 |
0.7% |
62% |
False |
False |
182 |
| 40 |
0.8000 |
0.7589 |
0.0411 |
5.3% |
0.0054 |
0.7% |
47% |
False |
False |
150 |
| 60 |
0.8000 |
0.7532 |
0.0468 |
6.0% |
0.0050 |
0.6% |
53% |
False |
False |
113 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7940 |
|
2.618 |
0.7888 |
|
1.618 |
0.7856 |
|
1.000 |
0.7836 |
|
0.618 |
0.7824 |
|
HIGH |
0.7804 |
|
0.618 |
0.7792 |
|
0.500 |
0.7788 |
|
0.382 |
0.7784 |
|
LOW |
0.7772 |
|
0.618 |
0.7752 |
|
1.000 |
0.7740 |
|
1.618 |
0.7720 |
|
2.618 |
0.7688 |
|
4.250 |
0.7636 |
|
|
| Fisher Pivots for day following 14-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7788 |
0.7836 |
| PP |
0.7786 |
0.7818 |
| S1 |
0.7784 |
0.7800 |
|