CME Canadian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 27-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2016 |
27-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7800 |
0.7675 |
-0.0125 |
-1.6% |
0.7800 |
| High |
0.7800 |
0.7690 |
-0.0110 |
-1.4% |
0.7868 |
| Low |
0.7648 |
0.7625 |
-0.0023 |
-0.3% |
0.7648 |
| Close |
0.7712 |
0.7636 |
-0.0076 |
-1.0% |
0.7712 |
| Range |
0.0152 |
0.0065 |
-0.0087 |
-57.2% |
0.0220 |
| ATR |
0.0068 |
0.0069 |
0.0001 |
2.0% |
0.0000 |
| Volume |
583 |
189 |
-394 |
-67.6% |
4,225 |
|
| Daily Pivots for day following 27-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7845 |
0.7806 |
0.7672 |
|
| R3 |
0.7780 |
0.7741 |
0.7654 |
|
| R2 |
0.7715 |
0.7715 |
0.7648 |
|
| R1 |
0.7676 |
0.7676 |
0.7642 |
0.7663 |
| PP |
0.7650 |
0.7650 |
0.7650 |
0.7644 |
| S1 |
0.7611 |
0.7611 |
0.7630 |
0.7598 |
| S2 |
0.7585 |
0.7585 |
0.7624 |
|
| S3 |
0.7520 |
0.7546 |
0.7618 |
|
| S4 |
0.7455 |
0.7481 |
0.7600 |
|
|
| 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 |
0.7625 |
0.0243 |
3.2% |
0.0073 |
1.0% |
5% |
False |
True |
785 |
| 10 |
0.7868 |
0.7625 |
0.0243 |
3.2% |
0.0066 |
0.9% |
5% |
False |
True |
517 |
| 20 |
0.7899 |
0.7619 |
0.0280 |
3.7% |
0.0062 |
0.8% |
6% |
False |
False |
365 |
| 40 |
0.7988 |
0.7589 |
0.0399 |
5.2% |
0.0057 |
0.8% |
12% |
False |
False |
249 |
| 60 |
0.8000 |
0.7579 |
0.0421 |
5.5% |
0.0054 |
0.7% |
14% |
False |
False |
189 |
| 80 |
0.8000 |
0.7469 |
0.0531 |
7.0% |
0.0054 |
0.7% |
31% |
False |
False |
153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7966 |
|
2.618 |
0.7860 |
|
1.618 |
0.7795 |
|
1.000 |
0.7755 |
|
0.618 |
0.7730 |
|
HIGH |
0.7690 |
|
0.618 |
0.7665 |
|
0.500 |
0.7658 |
|
0.382 |
0.7650 |
|
LOW |
0.7625 |
|
0.618 |
0.7585 |
|
1.000 |
0.7560 |
|
1.618 |
0.7520 |
|
2.618 |
0.7455 |
|
4.250 |
0.7349 |
|
|
| Fisher Pivots for day following 27-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7658 |
0.7747 |
| PP |
0.7650 |
0.7710 |
| S1 |
0.7643 |
0.7673 |
|