CME Canadian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 15-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2016 |
15-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7632 |
0.7549 |
-0.0083 |
-1.1% |
0.7538 |
| High |
0.7661 |
0.7549 |
-0.0112 |
-1.5% |
0.7620 |
| Low |
0.7544 |
0.7475 |
-0.0069 |
-0.9% |
0.7511 |
| Close |
0.7563 |
0.7515 |
-0.0048 |
-0.6% |
0.7614 |
| Range |
0.0116 |
0.0074 |
-0.0043 |
-36.5% |
0.0109 |
| ATR |
0.0000 |
0.0051 |
0.0051 |
|
0.0000 |
| Volume |
123 |
167 |
44 |
35.8% |
692 |
|
| Daily Pivots for day following 15-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7735 |
0.7699 |
0.7555 |
|
| R3 |
0.7661 |
0.7625 |
0.7535 |
|
| R2 |
0.7587 |
0.7587 |
0.7528 |
|
| R1 |
0.7551 |
0.7551 |
0.7521 |
0.7532 |
| PP |
0.7513 |
0.7513 |
0.7513 |
0.7503 |
| S1 |
0.7477 |
0.7477 |
0.7508 |
0.7458 |
| S2 |
0.7439 |
0.7439 |
0.7501 |
|
| S3 |
0.7365 |
0.7403 |
0.7494 |
|
| S4 |
0.7291 |
0.7329 |
0.7474 |
|
|
| 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 |
0.7863 |
|
2.618 |
0.7743 |
|
1.618 |
0.7669 |
|
1.000 |
0.7623 |
|
0.618 |
0.7595 |
|
HIGH |
0.7549 |
|
0.618 |
0.7521 |
|
0.500 |
0.7512 |
|
0.382 |
0.7503 |
|
LOW |
0.7475 |
|
0.618 |
0.7429 |
|
1.000 |
0.7401 |
|
1.618 |
0.7355 |
|
2.618 |
0.7281 |
|
4.250 |
0.7161 |
|
|
| Fisher Pivots for day following 15-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7514 |
0.7568 |
| PP |
0.7513 |
0.7550 |
| S1 |
0.7512 |
0.7532 |
|