CME Canadian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 28-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2016 |
28-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7675 |
0.7666 |
-0.0009 |
-0.1% |
0.7800 |
| High |
0.7690 |
0.7711 |
0.0021 |
0.3% |
0.7868 |
| Low |
0.7625 |
0.7640 |
0.0015 |
0.2% |
0.7648 |
| Close |
0.7636 |
0.7663 |
0.0027 |
0.4% |
0.7712 |
| Range |
0.0065 |
0.0071 |
0.0006 |
9.2% |
0.0220 |
| ATR |
0.0069 |
0.0070 |
0.0000 |
0.6% |
0.0000 |
| Volume |
189 |
74 |
-115 |
-60.8% |
4,225 |
|
| Daily Pivots for day following 28-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7884 |
0.7845 |
0.7702 |
|
| R3 |
0.7813 |
0.7774 |
0.7683 |
|
| R2 |
0.7742 |
0.7742 |
0.7676 |
|
| R1 |
0.7703 |
0.7703 |
0.7670 |
0.7687 |
| PP |
0.7671 |
0.7671 |
0.7671 |
0.7664 |
| S1 |
0.7632 |
0.7632 |
0.7656 |
0.7616 |
| S2 |
0.7600 |
0.7600 |
0.7650 |
|
| S3 |
0.7529 |
0.7561 |
0.7643 |
|
| S4 |
0.7458 |
0.7490 |
0.7624 |
|
|
| 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% |
0.0082 |
1.1% |
16% |
False |
False |
778 |
| 10 |
0.7868 |
0.7625 |
0.0243 |
3.2% |
0.0070 |
0.9% |
16% |
False |
False |
496 |
| 20 |
0.7899 |
0.7624 |
0.0275 |
3.6% |
0.0061 |
0.8% |
14% |
False |
False |
361 |
| 40 |
0.7980 |
0.7589 |
0.0391 |
5.1% |
0.0059 |
0.8% |
19% |
False |
False |
250 |
| 60 |
0.8000 |
0.7579 |
0.0421 |
5.5% |
0.0055 |
0.7% |
20% |
False |
False |
190 |
| 80 |
0.8000 |
0.7469 |
0.0531 |
6.9% |
0.0055 |
0.7% |
37% |
False |
False |
154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8013 |
|
2.618 |
0.7897 |
|
1.618 |
0.7826 |
|
1.000 |
0.7782 |
|
0.618 |
0.7755 |
|
HIGH |
0.7711 |
|
0.618 |
0.7684 |
|
0.500 |
0.7676 |
|
0.382 |
0.7667 |
|
LOW |
0.7640 |
|
0.618 |
0.7596 |
|
1.000 |
0.7569 |
|
1.618 |
0.7525 |
|
2.618 |
0.7454 |
|
4.250 |
0.7338 |
|
|
| Fisher Pivots for day following 28-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7676 |
0.7713 |
| PP |
0.7671 |
0.7696 |
| S1 |
0.7667 |
0.7680 |
|