CME Canadian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 29-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2016 |
29-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7384 |
0.7419 |
0.0036 |
0.5% |
0.7513 |
| High |
0.7403 |
0.7434 |
0.0031 |
0.4% |
0.7526 |
| Low |
0.7371 |
0.7393 |
0.0022 |
0.3% |
0.7385 |
| Close |
0.7393 |
0.7427 |
0.0034 |
0.5% |
0.7403 |
| Range |
0.0032 |
0.0041 |
0.0009 |
28.6% |
0.0141 |
| ATR |
0.0047 |
0.0047 |
0.0000 |
-1.0% |
0.0000 |
| Volume |
97 |
95 |
-2 |
-2.1% |
672 |
|
| Daily Pivots for day following 29-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7539 |
0.7523 |
0.7449 |
|
| R3 |
0.7499 |
0.7483 |
0.7438 |
|
| R2 |
0.7458 |
0.7458 |
0.7434 |
|
| R1 |
0.7442 |
0.7442 |
0.7430 |
0.7450 |
| PP |
0.7418 |
0.7418 |
0.7418 |
0.7422 |
| S1 |
0.7402 |
0.7402 |
0.7423 |
0.7410 |
| S2 |
0.7377 |
0.7377 |
0.7419 |
|
| S3 |
0.7337 |
0.7361 |
0.7415 |
|
| S4 |
0.7296 |
0.7321 |
0.7404 |
|
|
| 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 |
0.7606 |
|
2.618 |
0.7540 |
|
1.618 |
0.7499 |
|
1.000 |
0.7474 |
|
0.618 |
0.7459 |
|
HIGH |
0.7434 |
|
0.618 |
0.7418 |
|
0.500 |
0.7413 |
|
0.382 |
0.7408 |
|
LOW |
0.7393 |
|
0.618 |
0.7368 |
|
1.000 |
0.7353 |
|
1.618 |
0.7327 |
|
2.618 |
0.7287 |
|
4.250 |
0.7221 |
|
|
| Fisher Pivots for day following 29-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7422 |
0.7418 |
| PP |
0.7418 |
0.7410 |
| S1 |
0.7413 |
0.7402 |
|