CME Canadian Dollar Future June 2016
Trading Metrics calculated at close of trading on 17-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2015 |
17-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
0.7280 |
0.7246 |
-0.0034 |
-0.5% |
0.7470 |
High |
0.7280 |
0.7246 |
-0.0034 |
-0.5% |
0.7470 |
Low |
0.7230 |
0.7158 |
-0.0072 |
-1.0% |
0.7275 |
Close |
0.7266 |
0.7167 |
-0.0099 |
-1.4% |
0.7281 |
Range |
0.0050 |
0.0088 |
0.0038 |
76.0% |
0.0195 |
ATR |
0.0039 |
0.0044 |
0.0005 |
12.9% |
0.0000 |
Volume |
54 |
159 |
105 |
194.4% |
599 |
|
Daily Pivots for day following 17-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7454 |
0.7399 |
0.7215 |
|
R3 |
0.7366 |
0.7311 |
0.7191 |
|
R2 |
0.7278 |
0.7278 |
0.7183 |
|
R1 |
0.7223 |
0.7223 |
0.7175 |
0.7207 |
PP |
0.7190 |
0.7190 |
0.7190 |
0.7182 |
S1 |
0.7135 |
0.7135 |
0.7159 |
0.7119 |
S2 |
0.7102 |
0.7102 |
0.7151 |
|
S3 |
0.7014 |
0.7047 |
0.7143 |
|
S4 |
0.6926 |
0.6959 |
0.7119 |
|
|
Weekly Pivots for week ending 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7927 |
0.7799 |
0.7388 |
|
R3 |
0.7732 |
0.7604 |
0.7335 |
|
R2 |
0.7537 |
0.7537 |
0.7317 |
|
R1 |
0.7409 |
0.7409 |
0.7299 |
0.7376 |
PP |
0.7342 |
0.7342 |
0.7342 |
0.7325 |
S1 |
0.7214 |
0.7214 |
0.7263 |
0.7181 |
S2 |
0.7147 |
0.7147 |
0.7245 |
|
S3 |
0.6952 |
0.7019 |
0.7227 |
|
S4 |
0.6757 |
0.6824 |
0.7174 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7339 |
0.7158 |
0.0181 |
2.5% |
0.0048 |
0.7% |
5% |
False |
True |
142 |
10 |
0.7492 |
0.7158 |
0.0334 |
4.7% |
0.0044 |
0.6% |
3% |
False |
True |
121 |
20 |
0.7548 |
0.7158 |
0.0390 |
5.4% |
0.0031 |
0.4% |
2% |
False |
True |
79 |
40 |
0.7662 |
0.7158 |
0.0504 |
7.0% |
0.0036 |
0.5% |
2% |
False |
True |
59 |
60 |
0.7783 |
0.7158 |
0.0625 |
8.7% |
0.0039 |
0.5% |
1% |
False |
True |
47 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7620 |
2.618 |
0.7476 |
1.618 |
0.7388 |
1.000 |
0.7334 |
0.618 |
0.7300 |
HIGH |
0.7246 |
0.618 |
0.7212 |
0.500 |
0.7202 |
0.382 |
0.7192 |
LOW |
0.7158 |
0.618 |
0.7104 |
1.000 |
0.7070 |
1.618 |
0.7016 |
2.618 |
0.6928 |
4.250 |
0.6784 |
|
|
Fisher Pivots for day following 17-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7202 |
0.7226 |
PP |
0.7190 |
0.7206 |
S1 |
0.7179 |
0.7187 |
|