CME Canadian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 21-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2016 |
21-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7477 |
0.7499 |
0.0022 |
0.3% |
0.7625 |
| High |
0.7501 |
0.7502 |
0.0001 |
0.0% |
0.7661 |
| Low |
0.7463 |
0.7465 |
0.0002 |
0.0% |
0.7475 |
| Close |
0.7495 |
0.7476 |
-0.0020 |
-0.3% |
0.7507 |
| Range |
0.0038 |
0.0037 |
-0.0001 |
-1.3% |
0.0185 |
| ATR |
0.0050 |
0.0049 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
51 |
26 |
-25 |
-49.0% |
755 |
|
| Daily Pivots for day following 21-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7593 |
0.7572 |
0.7496 |
|
| R3 |
0.7556 |
0.7534 |
0.7486 |
|
| R2 |
0.7518 |
0.7518 |
0.7482 |
|
| R1 |
0.7497 |
0.7497 |
0.7479 |
0.7489 |
| PP |
0.7481 |
0.7481 |
0.7481 |
0.7477 |
| S1 |
0.7459 |
0.7459 |
0.7472 |
0.7451 |
| S2 |
0.7443 |
0.7443 |
0.7469 |
|
| S3 |
0.7406 |
0.7422 |
0.7465 |
|
| S4 |
0.7368 |
0.7384 |
0.7455 |
|
|
| 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 |
0.7661 |
|
2.618 |
0.7600 |
|
1.618 |
0.7563 |
|
1.000 |
0.7539 |
|
0.618 |
0.7525 |
|
HIGH |
0.7502 |
|
0.618 |
0.7488 |
|
0.500 |
0.7483 |
|
0.382 |
0.7479 |
|
LOW |
0.7465 |
|
0.618 |
0.7441 |
|
1.000 |
0.7427 |
|
1.618 |
0.7404 |
|
2.618 |
0.7366 |
|
4.250 |
0.7305 |
|
|
| Fisher Pivots for day following 21-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7483 |
0.7495 |
| PP |
0.7481 |
0.7488 |
| S1 |
0.7478 |
0.7482 |
|