CME Canadian Dollar Future June 2016
Trading Metrics calculated at close of trading on 22-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2015 |
22-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
0.7175 |
0.7179 |
0.0004 |
0.1% |
0.7271 |
High |
0.7177 |
0.7181 |
0.0004 |
0.1% |
0.7294 |
Low |
0.7150 |
0.7175 |
0.0025 |
0.3% |
0.7158 |
Close |
0.7168 |
0.7178 |
0.0010 |
0.1% |
0.7183 |
Range |
0.0027 |
0.0006 |
-0.0021 |
-77.8% |
0.0136 |
ATR |
0.0044 |
0.0041 |
-0.0002 |
-5.0% |
0.0000 |
Volume |
150 |
137 |
-13 |
-8.7% |
567 |
|
Daily Pivots for day following 22-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7196 |
0.7193 |
0.7181 |
|
R3 |
0.7190 |
0.7187 |
0.7180 |
|
R2 |
0.7184 |
0.7184 |
0.7179 |
|
R1 |
0.7181 |
0.7181 |
0.7179 |
0.7180 |
PP |
0.7178 |
0.7178 |
0.7178 |
0.7177 |
S1 |
0.7175 |
0.7175 |
0.7177 |
0.7174 |
S2 |
0.7172 |
0.7172 |
0.7177 |
|
S3 |
0.7166 |
0.7169 |
0.7176 |
|
S4 |
0.7160 |
0.7163 |
0.7175 |
|
|
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 |
0.7280 |
0.7150 |
0.0130 |
1.8% |
0.0046 |
0.6% |
22% |
False |
False |
113 |
10 |
0.7396 |
0.7150 |
0.0246 |
3.4% |
0.0040 |
0.6% |
11% |
False |
False |
127 |
20 |
0.7528 |
0.7150 |
0.0378 |
5.3% |
0.0033 |
0.5% |
7% |
False |
False |
96 |
40 |
0.7662 |
0.7150 |
0.0512 |
7.1% |
0.0036 |
0.5% |
5% |
False |
False |
67 |
60 |
0.7783 |
0.7150 |
0.0633 |
8.8% |
0.0039 |
0.5% |
4% |
False |
False |
53 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7207 |
2.618 |
0.7197 |
1.618 |
0.7191 |
1.000 |
0.7187 |
0.618 |
0.7185 |
HIGH |
0.7181 |
0.618 |
0.7179 |
0.500 |
0.7178 |
0.382 |
0.7177 |
LOW |
0.7175 |
0.618 |
0.7171 |
1.000 |
0.7169 |
1.618 |
0.7165 |
2.618 |
0.7159 |
4.250 |
0.7150 |
|
|
Fisher Pivots for day following 22-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7178 |
0.7184 |
PP |
0.7178 |
0.7182 |
S1 |
0.7178 |
0.7180 |
|