CME Canadian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 22-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2016 |
22-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7819 |
0.7812 |
-0.0007 |
-0.1% |
0.7832 |
| High |
0.7830 |
0.7839 |
0.0009 |
0.1% |
0.7840 |
| Low |
0.7800 |
0.7785 |
-0.0015 |
-0.2% |
0.7645 |
| Close |
0.7815 |
0.7798 |
-0.0017 |
-0.2% |
0.7770 |
| Range |
0.0030 |
0.0054 |
0.0024 |
80.0% |
0.0195 |
| ATR |
0.0060 |
0.0060 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
110 |
2,760 |
2,650 |
2,409.1% |
949 |
|
| Daily Pivots for day following 22-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7969 |
0.7938 |
0.7828 |
|
| R3 |
0.7915 |
0.7884 |
0.7813 |
|
| R2 |
0.7861 |
0.7861 |
0.7808 |
|
| R1 |
0.7830 |
0.7830 |
0.7803 |
0.7819 |
| PP |
0.7807 |
0.7807 |
0.7807 |
0.7802 |
| S1 |
0.7776 |
0.7776 |
0.7793 |
0.7764 |
| S2 |
0.7753 |
0.7753 |
0.7788 |
|
| S3 |
0.7699 |
0.7722 |
0.7783 |
|
| S4 |
0.7645 |
0.7668 |
0.7768 |
|
|
| 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 |
0.7839 |
0.7645 |
0.0194 |
2.5% |
0.0059 |
0.8% |
79% |
True |
False |
724 |
| 10 |
0.7899 |
0.7645 |
0.0254 |
3.3% |
0.0054 |
0.7% |
60% |
False |
False |
486 |
| 20 |
0.7899 |
0.7619 |
0.0280 |
3.6% |
0.0055 |
0.7% |
64% |
False |
False |
344 |
| 40 |
0.8000 |
0.7589 |
0.0411 |
5.3% |
0.0053 |
0.7% |
51% |
False |
False |
226 |
| 60 |
0.8000 |
0.7579 |
0.0421 |
5.4% |
0.0053 |
0.7% |
52% |
False |
False |
173 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8069 |
|
2.618 |
0.7980 |
|
1.618 |
0.7926 |
|
1.000 |
0.7893 |
|
0.618 |
0.7872 |
|
HIGH |
0.7839 |
|
0.618 |
0.7818 |
|
0.500 |
0.7812 |
|
0.382 |
0.7806 |
|
LOW |
0.7785 |
|
0.618 |
0.7752 |
|
1.000 |
0.7731 |
|
1.618 |
0.7698 |
|
2.618 |
0.7644 |
|
4.250 |
0.7555 |
|
|
| Fisher Pivots for day following 22-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7812 |
0.7812 |
| PP |
0.7807 |
0.7807 |
| S1 |
0.7803 |
0.7803 |
|