CME Canadian Dollar Future June 2016
Trading Metrics calculated at close of trading on 21-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2015 |
21-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
0.7183 |
0.7175 |
-0.0008 |
-0.1% |
0.7271 |
High |
0.7218 |
0.7177 |
-0.0041 |
-0.6% |
0.7294 |
Low |
0.7161 |
0.7150 |
-0.0011 |
-0.2% |
0.7158 |
Close |
0.7183 |
0.7168 |
-0.0015 |
-0.2% |
0.7183 |
Range |
0.0057 |
0.0027 |
-0.0030 |
-52.6% |
0.0136 |
ATR |
0.0044 |
0.0044 |
-0.0001 |
-1.8% |
0.0000 |
Volume |
66 |
150 |
84 |
127.3% |
567 |
|
Daily Pivots for day following 21-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7246 |
0.7234 |
0.7183 |
|
R3 |
0.7219 |
0.7207 |
0.7175 |
|
R2 |
0.7192 |
0.7192 |
0.7173 |
|
R1 |
0.7180 |
0.7180 |
0.7170 |
0.7173 |
PP |
0.7165 |
0.7165 |
0.7165 |
0.7161 |
S1 |
0.7153 |
0.7153 |
0.7166 |
0.7145 |
S2 |
0.7138 |
0.7138 |
0.7163 |
|
S3 |
0.7111 |
0.7126 |
0.7161 |
|
S4 |
0.7084 |
0.7099 |
0.7153 |
|
|
Weekly Pivots for week ending 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7620 |
0.7537 |
0.7258 |
|
R3 |
0.7484 |
0.7401 |
0.7220 |
|
R2 |
0.7348 |
0.7348 |
0.7208 |
|
R1 |
0.7265 |
0.7265 |
0.7195 |
0.7239 |
PP |
0.7212 |
0.7212 |
0.7212 |
0.7198 |
S1 |
0.7129 |
0.7129 |
0.7171 |
0.7103 |
S2 |
0.7076 |
0.7076 |
0.7158 |
|
S3 |
0.6940 |
0.6993 |
0.7146 |
|
S4 |
0.6804 |
0.6857 |
0.7108 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7294 |
0.7150 |
0.0144 |
2.0% |
0.0048 |
0.7% |
13% |
False |
True |
117 |
10 |
0.7396 |
0.7150 |
0.0246 |
3.4% |
0.0043 |
0.6% |
7% |
False |
True |
124 |
20 |
0.7528 |
0.7150 |
0.0378 |
5.3% |
0.0034 |
0.5% |
5% |
False |
True |
90 |
40 |
0.7662 |
0.7150 |
0.0512 |
7.1% |
0.0036 |
0.5% |
4% |
False |
True |
64 |
60 |
0.7783 |
0.7150 |
0.0633 |
8.8% |
0.0039 |
0.5% |
3% |
False |
True |
51 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7292 |
2.618 |
0.7248 |
1.618 |
0.7221 |
1.000 |
0.7204 |
0.618 |
0.7194 |
HIGH |
0.7177 |
0.618 |
0.7167 |
0.500 |
0.7164 |
0.382 |
0.7160 |
LOW |
0.7150 |
0.618 |
0.7133 |
1.000 |
0.7123 |
1.618 |
0.7106 |
2.618 |
0.7079 |
4.250 |
0.7035 |
|
|
Fisher Pivots for day following 21-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7167 |
0.7198 |
PP |
0.7165 |
0.7188 |
S1 |
0.7164 |
0.7178 |
|