CME Canadian Dollar Future June 2017
Trading Metrics calculated at close of trading on 27-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2016 |
27-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
0.7427 |
0.7413 |
-0.0014 |
-0.2% |
0.7513 |
High |
0.7433 |
0.7413 |
-0.0020 |
-0.3% |
0.7526 |
Low |
0.7385 |
0.7381 |
-0.0004 |
0.0% |
0.7385 |
Close |
0.7403 |
0.7385 |
-0.0018 |
-0.2% |
0.7403 |
Range |
0.0048 |
0.0032 |
-0.0016 |
-34.0% |
0.0141 |
ATR |
0.0050 |
0.0048 |
-0.0001 |
-2.5% |
0.0000 |
Volume |
159 |
53 |
-106 |
-66.7% |
672 |
|
Daily Pivots for day following 27-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7489 |
0.7469 |
0.7403 |
|
R3 |
0.7457 |
0.7437 |
0.7394 |
|
R2 |
0.7425 |
0.7425 |
0.7391 |
|
R1 |
0.7405 |
0.7405 |
0.7388 |
0.7399 |
PP |
0.7393 |
0.7393 |
0.7393 |
0.7390 |
S1 |
0.7373 |
0.7373 |
0.7382 |
0.7367 |
S2 |
0.7361 |
0.7361 |
0.7379 |
|
S3 |
0.7329 |
0.7341 |
0.7376 |
|
S4 |
0.7297 |
0.7309 |
0.7367 |
|
|
Weekly Pivots for week ending 23-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7862 |
0.7774 |
0.7481 |
|
R3 |
0.7721 |
0.7633 |
0.7442 |
|
R2 |
0.7579 |
0.7579 |
0.7429 |
|
R1 |
0.7491 |
0.7491 |
0.7416 |
0.7465 |
PP |
0.7438 |
0.7438 |
0.7438 |
0.7425 |
S1 |
0.7350 |
0.7350 |
0.7390 |
0.7323 |
S2 |
0.7296 |
0.7296 |
0.7377 |
|
S3 |
0.7155 |
0.7208 |
0.7364 |
|
S4 |
0.7013 |
0.7067 |
0.7325 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7549 |
2.618 |
0.7497 |
1.618 |
0.7465 |
1.000 |
0.7445 |
0.618 |
0.7433 |
HIGH |
0.7413 |
0.618 |
0.7401 |
0.500 |
0.7397 |
0.382 |
0.7393 |
LOW |
0.7381 |
0.618 |
0.7361 |
1.000 |
0.7349 |
1.618 |
0.7329 |
2.618 |
0.7297 |
4.250 |
0.7245 |
|
|
Fisher Pivots for day following 27-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7397 |
0.7425 |
PP |
0.7393 |
0.7412 |
S1 |
0.7389 |
0.7398 |
|