CME Canadian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 22-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2016 |
22-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7499 |
0.7460 |
-0.0039 |
-0.5% |
0.7625 |
| High |
0.7502 |
0.7469 |
-0.0034 |
-0.4% |
0.7661 |
| Low |
0.7465 |
0.7414 |
-0.0051 |
-0.7% |
0.7475 |
| Close |
0.7476 |
0.7429 |
-0.0047 |
-0.6% |
0.7507 |
| Range |
0.0037 |
0.0055 |
0.0018 |
46.7% |
0.0185 |
| ATR |
0.0049 |
0.0050 |
0.0001 |
1.9% |
0.0000 |
| Volume |
26 |
338 |
312 |
1,200.0% |
755 |
|
| Daily Pivots for day following 22-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7602 |
0.7570 |
0.7459 |
|
| R3 |
0.7547 |
0.7515 |
0.7444 |
|
| R2 |
0.7492 |
0.7492 |
0.7439 |
|
| R1 |
0.7460 |
0.7460 |
0.7434 |
0.7449 |
| PP |
0.7437 |
0.7437 |
0.7437 |
0.7431 |
| S1 |
0.7405 |
0.7405 |
0.7423 |
0.7394 |
| S2 |
0.7382 |
0.7382 |
0.7418 |
|
| S3 |
0.7327 |
0.7350 |
0.7413 |
|
| S4 |
0.7272 |
0.7295 |
0.7398 |
|
|
| 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 |
0.7702 |
|
2.618 |
0.7612 |
|
1.618 |
0.7557 |
|
1.000 |
0.7524 |
|
0.618 |
0.7502 |
|
HIGH |
0.7469 |
|
0.618 |
0.7447 |
|
0.500 |
0.7441 |
|
0.382 |
0.7435 |
|
LOW |
0.7414 |
|
0.618 |
0.7380 |
|
1.000 |
0.7359 |
|
1.618 |
0.7325 |
|
2.618 |
0.7270 |
|
4.250 |
0.7180 |
|
|
| Fisher Pivots for day following 22-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7441 |
0.7458 |
| PP |
0.7437 |
0.7448 |
| S1 |
0.7433 |
0.7438 |
|