CME Canadian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 30-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2016 |
30-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7677 |
0.7735 |
0.0058 |
0.8% |
0.7800 |
| High |
0.7732 |
0.7738 |
0.0006 |
0.1% |
0.7868 |
| Low |
0.7675 |
0.7688 |
0.0013 |
0.2% |
0.7648 |
| Close |
0.7704 |
0.7712 |
0.0008 |
0.1% |
0.7712 |
| Range |
0.0057 |
0.0050 |
-0.0007 |
-12.3% |
0.0220 |
| ATR |
0.0070 |
0.0068 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
87 |
76 |
-11 |
-12.6% |
4,225 |
|
| Daily Pivots for day following 30-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7863 |
0.7837 |
0.7740 |
|
| R3 |
0.7813 |
0.7787 |
0.7726 |
|
| R2 |
0.7763 |
0.7763 |
0.7721 |
|
| R1 |
0.7737 |
0.7737 |
0.7717 |
0.7725 |
| PP |
0.7713 |
0.7713 |
0.7713 |
0.7707 |
| S1 |
0.7687 |
0.7687 |
0.7707 |
0.7675 |
| S2 |
0.7663 |
0.7663 |
0.7703 |
|
| S3 |
0.7613 |
0.7637 |
0.7698 |
|
| S4 |
0.7563 |
0.7587 |
0.7685 |
|
|
| 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 |
0.7800 |
0.7625 |
0.0175 |
2.3% |
0.0079 |
1.0% |
50% |
False |
False |
201 |
| 10 |
0.7868 |
0.7625 |
0.0243 |
3.2% |
0.0065 |
0.8% |
36% |
False |
False |
478 |
| 20 |
0.7899 |
0.7625 |
0.0274 |
3.6% |
0.0064 |
0.8% |
32% |
False |
False |
362 |
| 40 |
0.7899 |
0.7589 |
0.0310 |
4.0% |
0.0056 |
0.7% |
40% |
False |
False |
248 |
| 60 |
0.8000 |
0.7589 |
0.0411 |
5.3% |
0.0056 |
0.7% |
30% |
False |
False |
192 |
| 80 |
0.8000 |
0.7469 |
0.0531 |
6.9% |
0.0055 |
0.7% |
46% |
False |
False |
153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7951 |
|
2.618 |
0.7869 |
|
1.618 |
0.7819 |
|
1.000 |
0.7788 |
|
0.618 |
0.7769 |
|
HIGH |
0.7738 |
|
0.618 |
0.7719 |
|
0.500 |
0.7713 |
|
0.382 |
0.7707 |
|
LOW |
0.7688 |
|
0.618 |
0.7657 |
|
1.000 |
0.7638 |
|
1.618 |
0.7607 |
|
2.618 |
0.7557 |
|
4.250 |
0.7476 |
|
|
| Fisher Pivots for day following 30-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7713 |
0.7704 |
| PP |
0.7713 |
0.7697 |
| S1 |
0.7712 |
0.7689 |
|