CME Canadian Dollar Future June 2017
Trading Metrics calculated at close of trading on 28-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2016 |
28-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
0.7413 |
0.7384 |
-0.0030 |
-0.4% |
0.7513 |
High |
0.7413 |
0.7403 |
-0.0010 |
-0.1% |
0.7526 |
Low |
0.7381 |
0.7371 |
-0.0010 |
-0.1% |
0.7385 |
Close |
0.7385 |
0.7393 |
0.0008 |
0.1% |
0.7403 |
Range |
0.0032 |
0.0032 |
0.0000 |
-1.6% |
0.0141 |
ATR |
0.0048 |
0.0047 |
-0.0001 |
-2.5% |
0.0000 |
Volume |
53 |
97 |
44 |
83.0% |
672 |
|
Daily Pivots for day following 28-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7483 |
0.7470 |
0.7410 |
|
R3 |
0.7452 |
0.7438 |
0.7402 |
|
R2 |
0.7420 |
0.7420 |
0.7399 |
|
R1 |
0.7407 |
0.7407 |
0.7396 |
0.7414 |
PP |
0.7389 |
0.7389 |
0.7389 |
0.7392 |
S1 |
0.7375 |
0.7375 |
0.7390 |
0.7382 |
S2 |
0.7357 |
0.7357 |
0.7387 |
|
S3 |
0.7326 |
0.7344 |
0.7384 |
|
S4 |
0.7294 |
0.7312 |
0.7376 |
|
|
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 |
0.7536 |
2.618 |
0.7485 |
1.618 |
0.7453 |
1.000 |
0.7434 |
0.618 |
0.7422 |
HIGH |
0.7403 |
0.618 |
0.7390 |
0.500 |
0.7387 |
0.382 |
0.7383 |
LOW |
0.7371 |
0.618 |
0.7352 |
1.000 |
0.7339 |
1.618 |
0.7320 |
2.618 |
0.7289 |
4.250 |
0.7237 |
|
|
Fisher Pivots for day following 28-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7391 |
0.7402 |
PP |
0.7389 |
0.7399 |
S1 |
0.7387 |
0.7396 |
|