CME Canadian Dollar Future December 2016
Trading Metrics calculated at close of trading on 29-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2016 |
29-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
0.7666 |
0.7677 |
0.0011 |
0.1% |
0.7800 |
High |
0.7711 |
0.7732 |
0.0021 |
0.3% |
0.7868 |
Low |
0.7640 |
0.7675 |
0.0035 |
0.5% |
0.7648 |
Close |
0.7663 |
0.7704 |
0.0041 |
0.5% |
0.7712 |
Range |
0.0071 |
0.0057 |
-0.0014 |
-19.7% |
0.0220 |
ATR |
0.0070 |
0.0070 |
0.0000 |
-0.1% |
0.0000 |
Volume |
74 |
87 |
13 |
17.6% |
4,225 |
|
Daily Pivots for day following 29-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7875 |
0.7846 |
0.7735 |
|
R3 |
0.7818 |
0.7789 |
0.7720 |
|
R2 |
0.7761 |
0.7761 |
0.7714 |
|
R1 |
0.7732 |
0.7732 |
0.7709 |
0.7747 |
PP |
0.7704 |
0.7704 |
0.7704 |
0.7711 |
S1 |
0.7675 |
0.7675 |
0.7699 |
0.7690 |
S2 |
0.7647 |
0.7647 |
0.7694 |
|
S3 |
0.7590 |
0.7618 |
0.7688 |
|
S4 |
0.7533 |
0.7561 |
0.7673 |
|
|
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% |
33% |
False |
False |
243 |
10 |
0.7868 |
0.7625 |
0.0243 |
3.2% |
0.0071 |
0.9% |
33% |
False |
False |
484 |
20 |
0.7899 |
0.7624 |
0.0275 |
3.6% |
0.0063 |
0.8% |
29% |
False |
False |
363 |
40 |
0.7899 |
0.7589 |
0.0310 |
4.0% |
0.0057 |
0.7% |
37% |
False |
False |
249 |
60 |
0.8000 |
0.7589 |
0.0411 |
5.3% |
0.0055 |
0.7% |
28% |
False |
False |
191 |
80 |
0.8000 |
0.7469 |
0.0531 |
6.9% |
0.0055 |
0.7% |
44% |
False |
False |
153 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7974 |
2.618 |
0.7881 |
1.618 |
0.7824 |
1.000 |
0.7789 |
0.618 |
0.7767 |
HIGH |
0.7732 |
0.618 |
0.7710 |
0.500 |
0.7704 |
0.382 |
0.7697 |
LOW |
0.7675 |
0.618 |
0.7640 |
1.000 |
0.7618 |
1.618 |
0.7583 |
2.618 |
0.7526 |
4.250 |
0.7433 |
|
|
Fisher Pivots for day following 29-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7704 |
0.7696 |
PP |
0.7704 |
0.7687 |
S1 |
0.7704 |
0.7679 |
|