CME Canadian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 23-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2015 |
23-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7179 |
0.7199 |
0.0020 |
0.3% |
0.7271 |
| High |
0.7181 |
0.7227 |
0.0046 |
0.6% |
0.7294 |
| Low |
0.7175 |
0.7195 |
0.0020 |
0.3% |
0.7158 |
| Close |
0.7178 |
0.7220 |
0.0042 |
0.6% |
0.7183 |
| Range |
0.0006 |
0.0032 |
0.0026 |
433.4% |
0.0136 |
| ATR |
0.0041 |
0.0042 |
0.0001 |
1.3% |
0.0000 |
| Volume |
137 |
55 |
-82 |
-59.9% |
567 |
|
| Daily Pivots for day following 23-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7310 |
0.7297 |
0.7238 |
|
| R3 |
0.7278 |
0.7265 |
0.7229 |
|
| R2 |
0.7246 |
0.7246 |
0.7226 |
|
| R1 |
0.7233 |
0.7233 |
0.7223 |
0.7240 |
| PP |
0.7214 |
0.7214 |
0.7214 |
0.7217 |
| S1 |
0.7201 |
0.7201 |
0.7217 |
0.7208 |
| S2 |
0.7182 |
0.7182 |
0.7214 |
|
| S3 |
0.7150 |
0.7169 |
0.7211 |
|
| S4 |
0.7118 |
0.7137 |
0.7202 |
|
|
| 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 |
0.7246 |
0.7150 |
0.0096 |
1.3% |
0.0042 |
0.6% |
73% |
False |
False |
113 |
| 10 |
0.7377 |
0.7150 |
0.0227 |
3.1% |
0.0039 |
0.5% |
31% |
False |
False |
121 |
| 20 |
0.7528 |
0.7150 |
0.0378 |
5.2% |
0.0033 |
0.5% |
19% |
False |
False |
98 |
| 40 |
0.7662 |
0.7150 |
0.0512 |
7.1% |
0.0036 |
0.5% |
14% |
False |
False |
68 |
| 60 |
0.7783 |
0.7150 |
0.0633 |
8.8% |
0.0039 |
0.5% |
11% |
False |
False |
54 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7363 |
|
2.618 |
0.7311 |
|
1.618 |
0.7279 |
|
1.000 |
0.7259 |
|
0.618 |
0.7247 |
|
HIGH |
0.7227 |
|
0.618 |
0.7215 |
|
0.500 |
0.7211 |
|
0.382 |
0.7207 |
|
LOW |
0.7195 |
|
0.618 |
0.7175 |
|
1.000 |
0.7163 |
|
1.618 |
0.7143 |
|
2.618 |
0.7111 |
|
4.250 |
0.7059 |
|
|
| Fisher Pivots for day following 23-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7217 |
0.7210 |
| PP |
0.7214 |
0.7199 |
| S1 |
0.7211 |
0.7189 |
|