CME Canadian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 17-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2016 |
17-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7748 |
0.7721 |
-0.0027 |
-0.3% |
0.7832 |
| High |
0.7753 |
0.7795 |
0.0042 |
0.5% |
0.7840 |
| Low |
0.7645 |
0.7721 |
0.0076 |
1.0% |
0.7645 |
| Close |
0.7721 |
0.7770 |
0.0049 |
0.6% |
0.7770 |
| Range |
0.0108 |
0.0074 |
-0.0034 |
-31.5% |
0.0195 |
| ATR |
0.0062 |
0.0063 |
0.0001 |
1.4% |
0.0000 |
| Volume |
134 |
131 |
-3 |
-2.2% |
949 |
|
| Daily Pivots for day following 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7984 |
0.7951 |
0.7811 |
|
| R3 |
0.7910 |
0.7877 |
0.7790 |
|
| R2 |
0.7836 |
0.7836 |
0.7784 |
|
| R1 |
0.7803 |
0.7803 |
0.7777 |
0.7820 |
| PP |
0.7762 |
0.7762 |
0.7762 |
0.7770 |
| S1 |
0.7729 |
0.7729 |
0.7763 |
0.7746 |
| S2 |
0.7688 |
0.7688 |
0.7756 |
|
| S3 |
0.7614 |
0.7655 |
0.7750 |
|
| S4 |
0.7540 |
0.7581 |
0.7729 |
|
|
| Weekly Pivots for week ending 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8337 |
0.8248 |
0.7877 |
|
| R3 |
0.8142 |
0.8053 |
0.7824 |
|
| R2 |
0.7947 |
0.7947 |
0.7806 |
|
| R1 |
0.7858 |
0.7858 |
0.7788 |
0.7805 |
| PP |
0.7752 |
0.7752 |
0.7752 |
0.7725 |
| S1 |
0.7663 |
0.7663 |
0.7752 |
0.7610 |
| S2 |
0.7557 |
0.7557 |
0.7734 |
|
| S3 |
0.7362 |
0.7468 |
0.7716 |
|
| S4 |
0.7167 |
0.7273 |
0.7663 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7840 |
0.7645 |
0.0195 |
2.5% |
0.0061 |
0.8% |
64% |
False |
False |
189 |
| 10 |
0.7899 |
0.7645 |
0.0254 |
3.3% |
0.0061 |
0.8% |
49% |
False |
False |
220 |
| 20 |
0.7899 |
0.7589 |
0.0310 |
4.0% |
0.0054 |
0.7% |
58% |
False |
False |
184 |
| 40 |
0.8000 |
0.7589 |
0.0411 |
5.3% |
0.0054 |
0.7% |
44% |
False |
False |
154 |
| 60 |
0.8000 |
0.7532 |
0.0468 |
6.0% |
0.0053 |
0.7% |
51% |
False |
False |
119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8110 |
|
2.618 |
0.7989 |
|
1.618 |
0.7915 |
|
1.000 |
0.7869 |
|
0.618 |
0.7841 |
|
HIGH |
0.7795 |
|
0.618 |
0.7767 |
|
0.500 |
0.7758 |
|
0.382 |
0.7749 |
|
LOW |
0.7721 |
|
0.618 |
0.7675 |
|
1.000 |
0.7647 |
|
1.618 |
0.7601 |
|
2.618 |
0.7527 |
|
4.250 |
0.7407 |
|
|
| Fisher Pivots for day following 17-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7766 |
0.7753 |
| PP |
0.7762 |
0.7737 |
| S1 |
0.7758 |
0.7720 |
|