CME Canadian Dollar Future June 2016
Trading Metrics calculated at close of trading on 29-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2015 |
29-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
0.7220 |
0.7210 |
-0.0010 |
-0.1% |
0.7175 |
High |
0.7220 |
0.7241 |
0.0021 |
0.3% |
0.7241 |
Low |
0.7191 |
0.7178 |
-0.0013 |
-0.2% |
0.7150 |
Close |
0.7201 |
0.7241 |
0.0040 |
0.6% |
0.7224 |
Range |
0.0029 |
0.0063 |
0.0034 |
117.2% |
0.0091 |
ATR |
0.0040 |
0.0042 |
0.0002 |
4.0% |
0.0000 |
Volume |
39 |
103 |
64 |
164.1% |
451 |
|
Daily Pivots for day following 29-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7409 |
0.7388 |
0.7276 |
|
R3 |
0.7346 |
0.7325 |
0.7258 |
|
R2 |
0.7283 |
0.7283 |
0.7253 |
|
R1 |
0.7262 |
0.7262 |
0.7247 |
0.7273 |
PP |
0.7220 |
0.7220 |
0.7220 |
0.7225 |
S1 |
0.7199 |
0.7199 |
0.7235 |
0.7210 |
S2 |
0.7157 |
0.7157 |
0.7229 |
|
S3 |
0.7094 |
0.7136 |
0.7224 |
|
S4 |
0.7031 |
0.7073 |
0.7206 |
|
|
Weekly Pivots for week ending 25-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7478 |
0.7442 |
0.7274 |
|
R3 |
0.7387 |
0.7351 |
0.7249 |
|
R2 |
0.7296 |
0.7296 |
0.7241 |
|
R1 |
0.7260 |
0.7260 |
0.7232 |
0.7278 |
PP |
0.7205 |
0.7205 |
0.7205 |
0.7214 |
S1 |
0.7169 |
0.7169 |
0.7216 |
0.7187 |
S2 |
0.7114 |
0.7114 |
0.7207 |
|
S3 |
0.7023 |
0.7078 |
0.7199 |
|
S4 |
0.6932 |
0.6987 |
0.7174 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7241 |
0.7175 |
0.0066 |
0.9% |
0.0031 |
0.4% |
100% |
True |
False |
88 |
10 |
0.7294 |
0.7150 |
0.0144 |
2.0% |
0.0040 |
0.6% |
63% |
False |
False |
102 |
20 |
0.7496 |
0.7150 |
0.0346 |
4.8% |
0.0036 |
0.5% |
26% |
False |
False |
96 |
40 |
0.7662 |
0.7150 |
0.0512 |
7.1% |
0.0034 |
0.5% |
18% |
False |
False |
71 |
60 |
0.7783 |
0.7150 |
0.0633 |
8.7% |
0.0039 |
0.5% |
14% |
False |
False |
57 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7509 |
2.618 |
0.7406 |
1.618 |
0.7343 |
1.000 |
0.7304 |
0.618 |
0.7280 |
HIGH |
0.7241 |
0.618 |
0.7217 |
0.500 |
0.7210 |
0.382 |
0.7202 |
LOW |
0.7178 |
0.618 |
0.7139 |
1.000 |
0.7115 |
1.618 |
0.7076 |
2.618 |
0.7013 |
4.250 |
0.6910 |
|
|
Fisher Pivots for day following 29-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7231 |
0.7231 |
PP |
0.7220 |
0.7220 |
S1 |
0.7210 |
0.7210 |
|