CME Canadian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 23-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2016 |
23-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7812 |
0.7802 |
-0.0010 |
-0.1% |
0.7832 |
| High |
0.7839 |
0.7868 |
0.0029 |
0.4% |
0.7840 |
| Low |
0.7785 |
0.7802 |
0.0017 |
0.2% |
0.7645 |
| Close |
0.7798 |
0.7815 |
0.0017 |
0.2% |
0.7770 |
| Range |
0.0054 |
0.0066 |
0.0012 |
22.2% |
0.0195 |
| ATR |
0.0060 |
0.0060 |
0.0001 |
1.2% |
0.0000 |
| Volume |
2,760 |
286 |
-2,474 |
-89.6% |
949 |
|
| Daily Pivots for day following 23-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8026 |
0.7987 |
0.7851 |
|
| R3 |
0.7960 |
0.7921 |
0.7833 |
|
| R2 |
0.7894 |
0.7894 |
0.7827 |
|
| R1 |
0.7855 |
0.7855 |
0.7821 |
0.7874 |
| PP |
0.7828 |
0.7828 |
0.7828 |
0.7838 |
| S1 |
0.7789 |
0.7789 |
0.7809 |
0.7809 |
| S2 |
0.7762 |
0.7762 |
0.7803 |
|
| S3 |
0.7696 |
0.7723 |
0.7797 |
|
| S4 |
0.7630 |
0.7657 |
0.7779 |
|
|
| 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 |
0.7868 |
0.7721 |
0.0147 |
1.9% |
0.0051 |
0.6% |
64% |
True |
False |
754 |
| 10 |
0.7899 |
0.7645 |
0.0254 |
3.3% |
0.0055 |
0.7% |
67% |
False |
False |
490 |
| 20 |
0.7899 |
0.7619 |
0.0280 |
3.6% |
0.0055 |
0.7% |
70% |
False |
False |
356 |
| 40 |
0.8000 |
0.7589 |
0.0411 |
5.3% |
0.0054 |
0.7% |
55% |
False |
False |
233 |
| 60 |
0.8000 |
0.7579 |
0.0421 |
5.4% |
0.0053 |
0.7% |
56% |
False |
False |
177 |
| 80 |
0.8000 |
0.7421 |
0.0579 |
7.4% |
0.0052 |
0.7% |
68% |
False |
False |
144 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8148 |
|
2.618 |
0.8041 |
|
1.618 |
0.7975 |
|
1.000 |
0.7934 |
|
0.618 |
0.7909 |
|
HIGH |
0.7868 |
|
0.618 |
0.7843 |
|
0.500 |
0.7835 |
|
0.382 |
0.7827 |
|
LOW |
0.7802 |
|
0.618 |
0.7761 |
|
1.000 |
0.7736 |
|
1.618 |
0.7695 |
|
2.618 |
0.7629 |
|
4.250 |
0.7522 |
|
|
| Fisher Pivots for day following 23-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7835 |
0.7827 |
| PP |
0.7828 |
0.7823 |
| S1 |
0.7822 |
0.7819 |
|