CME Canadian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 19-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2016 |
19-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7515 |
0.7513 |
-0.0003 |
0.0% |
0.7625 |
| High |
0.7526 |
0.7526 |
0.0000 |
0.0% |
0.7661 |
| Low |
0.7490 |
0.7470 |
-0.0020 |
-0.3% |
0.7475 |
| Close |
0.7507 |
0.7472 |
-0.0034 |
-0.5% |
0.7507 |
| Range |
0.0036 |
0.0057 |
0.0020 |
54.8% |
0.0185 |
| ATR |
0.0050 |
0.0051 |
0.0000 |
0.9% |
0.0000 |
| Volume |
28 |
98 |
70 |
250.0% |
755 |
|
| Daily Pivots for day following 19-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7659 |
0.7622 |
0.7503 |
|
| R3 |
0.7602 |
0.7565 |
0.7488 |
|
| R2 |
0.7546 |
0.7546 |
0.7482 |
|
| R1 |
0.7509 |
0.7509 |
0.7477 |
0.7499 |
| PP |
0.7489 |
0.7489 |
0.7489 |
0.7484 |
| S1 |
0.7452 |
0.7452 |
0.7467 |
0.7443 |
| S2 |
0.7433 |
0.7433 |
0.7462 |
|
| S3 |
0.7376 |
0.7396 |
0.7456 |
|
| S4 |
0.7320 |
0.7339 |
0.7441 |
|
|
| Weekly Pivots for week ending 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8104 |
0.7991 |
0.7609 |
|
| R3 |
0.7918 |
0.7805 |
0.7558 |
|
| R2 |
0.7733 |
0.7733 |
0.7541 |
|
| R1 |
0.7620 |
0.7620 |
0.7524 |
0.7584 |
| PP |
0.7547 |
0.7547 |
0.7547 |
0.7529 |
| S1 |
0.7434 |
0.7434 |
0.7489 |
0.7398 |
| S2 |
0.7362 |
0.7362 |
0.7472 |
|
| S3 |
0.7176 |
0.7249 |
0.7455 |
|
| S4 |
0.6991 |
0.7063 |
0.7404 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7766 |
|
2.618 |
0.7674 |
|
1.618 |
0.7617 |
|
1.000 |
0.7583 |
|
0.618 |
0.7561 |
|
HIGH |
0.7526 |
|
0.618 |
0.7504 |
|
0.500 |
0.7498 |
|
0.382 |
0.7491 |
|
LOW |
0.7470 |
|
0.618 |
0.7435 |
|
1.000 |
0.7413 |
|
1.618 |
0.7378 |
|
2.618 |
0.7322 |
|
4.250 |
0.7229 |
|
|
| Fisher Pivots for day following 19-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7498 |
0.7509 |
| PP |
0.7489 |
0.7497 |
| S1 |
0.7481 |
0.7484 |
|