CME Canadian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 24-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2016 |
24-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7802 |
0.7800 |
-0.0002 |
0.0% |
0.7800 |
| High |
0.7868 |
0.7800 |
-0.0068 |
-0.9% |
0.7868 |
| Low |
0.7802 |
0.7648 |
-0.0154 |
-2.0% |
0.7648 |
| Close |
0.7815 |
0.7712 |
-0.0103 |
-1.3% |
0.7712 |
| Range |
0.0066 |
0.0152 |
0.0086 |
130.3% |
0.0220 |
| ATR |
0.0060 |
0.0068 |
0.0008 |
12.6% |
0.0000 |
| Volume |
286 |
583 |
297 |
103.8% |
4,225 |
|
| Daily Pivots for day following 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8176 |
0.8096 |
0.7796 |
|
| R3 |
0.8024 |
0.7944 |
0.7754 |
|
| R2 |
0.7872 |
0.7872 |
0.7740 |
|
| R1 |
0.7792 |
0.7792 |
0.7726 |
0.7756 |
| PP |
0.7720 |
0.7720 |
0.7720 |
0.7702 |
| S1 |
0.7640 |
0.7640 |
0.7698 |
0.7604 |
| S2 |
0.7568 |
0.7568 |
0.7684 |
|
| S3 |
0.7416 |
0.7488 |
0.7670 |
|
| S4 |
0.7264 |
0.7336 |
0.7628 |
|
|
| Weekly Pivots for week ending 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8403 |
0.8277 |
0.7833 |
|
| R3 |
0.8183 |
0.8057 |
0.7773 |
|
| R2 |
0.7963 |
0.7963 |
0.7752 |
|
| R1 |
0.7837 |
0.7837 |
0.7732 |
0.7790 |
| PP |
0.7743 |
0.7743 |
0.7743 |
0.7719 |
| S1 |
0.7617 |
0.7617 |
0.7692 |
0.7570 |
| S2 |
0.7523 |
0.7523 |
0.7672 |
|
| S3 |
0.7303 |
0.7397 |
0.7652 |
|
| S4 |
0.7083 |
0.7177 |
0.7591 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7868 |
0.7648 |
0.0220 |
2.9% |
0.0066 |
0.9% |
29% |
False |
True |
845 |
| 10 |
0.7868 |
0.7645 |
0.0223 |
2.9% |
0.0064 |
0.8% |
30% |
False |
False |
517 |
| 20 |
0.7899 |
0.7619 |
0.0280 |
3.6% |
0.0060 |
0.8% |
33% |
False |
False |
358 |
| 40 |
0.8000 |
0.7589 |
0.0411 |
5.3% |
0.0057 |
0.7% |
30% |
False |
False |
245 |
| 60 |
0.8000 |
0.7579 |
0.0421 |
5.5% |
0.0055 |
0.7% |
32% |
False |
False |
186 |
| 80 |
0.8000 |
0.7452 |
0.0548 |
7.1% |
0.0054 |
0.7% |
47% |
False |
False |
151 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8446 |
|
2.618 |
0.8198 |
|
1.618 |
0.8046 |
|
1.000 |
0.7952 |
|
0.618 |
0.7894 |
|
HIGH |
0.7800 |
|
0.618 |
0.7742 |
|
0.500 |
0.7724 |
|
0.382 |
0.7706 |
|
LOW |
0.7648 |
|
0.618 |
0.7554 |
|
1.000 |
0.7496 |
|
1.618 |
0.7402 |
|
2.618 |
0.7250 |
|
4.250 |
0.7002 |
|
|
| Fisher Pivots for day following 24-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7724 |
0.7758 |
| PP |
0.7720 |
0.7743 |
| S1 |
0.7716 |
0.7727 |
|