CME Canadian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 13-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2016 |
13-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7625 |
0.7643 |
0.0018 |
0.2% |
0.7538 |
| High |
0.7641 |
0.7650 |
0.0009 |
0.1% |
0.7620 |
| Low |
0.7625 |
0.7633 |
0.0008 |
0.1% |
0.7511 |
| Close |
0.7631 |
0.7640 |
0.0010 |
0.1% |
0.7614 |
| Range |
0.0016 |
0.0017 |
0.0001 |
9.4% |
0.0109 |
| ATR |
|
|
|
|
|
| Volume |
144 |
293 |
149 |
103.5% |
692 |
|
| Daily Pivots for day following 13-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7693 |
0.7684 |
0.7650 |
|
| R3 |
0.7676 |
0.7667 |
0.7645 |
|
| R2 |
0.7658 |
0.7658 |
0.7643 |
|
| R1 |
0.7649 |
0.7649 |
0.7642 |
0.7645 |
| PP |
0.7641 |
0.7641 |
0.7641 |
0.7639 |
| S1 |
0.7632 |
0.7632 |
0.7638 |
0.7628 |
| S2 |
0.7623 |
0.7623 |
0.7637 |
|
| S3 |
0.7606 |
0.7614 |
0.7635 |
|
| S4 |
0.7588 |
0.7597 |
0.7630 |
|
|
| Weekly Pivots for week ending 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7909 |
0.7870 |
0.7674 |
|
| R3 |
0.7800 |
0.7761 |
0.7644 |
|
| R2 |
0.7691 |
0.7691 |
0.7634 |
|
| R1 |
0.7652 |
0.7652 |
0.7624 |
0.7672 |
| PP |
0.7582 |
0.7582 |
0.7582 |
0.7591 |
| S1 |
0.7543 |
0.7543 |
0.7604 |
0.7563 |
| S2 |
0.7473 |
0.7473 |
0.7594 |
|
| S3 |
0.7364 |
0.7434 |
0.7584 |
|
| S4 |
0.7255 |
0.7325 |
0.7554 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7724 |
|
2.618 |
0.7696 |
|
1.618 |
0.7678 |
|
1.000 |
0.7667 |
|
0.618 |
0.7661 |
|
HIGH |
0.7650 |
|
0.618 |
0.7643 |
|
0.500 |
0.7641 |
|
0.382 |
0.7639 |
|
LOW |
0.7633 |
|
0.618 |
0.7622 |
|
1.000 |
0.7615 |
|
1.618 |
0.7604 |
|
2.618 |
0.7587 |
|
4.250 |
0.7558 |
|
|
| Fisher Pivots for day following 13-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7641 |
0.7633 |
| PP |
0.7641 |
0.7627 |
| S1 |
0.7640 |
0.7620 |
|