CME Canadian Dollar Future June 2016
Trading Metrics calculated at close of trading on 30-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2015 |
30-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
0.7210 |
0.7216 |
0.0006 |
0.1% |
0.7175 |
High |
0.7241 |
0.7216 |
-0.0025 |
-0.3% |
0.7241 |
Low |
0.7178 |
0.7188 |
0.0010 |
0.1% |
0.7150 |
Close |
0.7241 |
0.7201 |
-0.0040 |
-0.6% |
0.7224 |
Range |
0.0063 |
0.0028 |
-0.0035 |
-55.6% |
0.0091 |
ATR |
0.0042 |
0.0043 |
0.0001 |
1.9% |
0.0000 |
Volume |
103 |
128 |
25 |
24.3% |
451 |
|
Daily Pivots for day following 30-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7286 |
0.7271 |
0.7216 |
|
R3 |
0.7258 |
0.7243 |
0.7209 |
|
R2 |
0.7230 |
0.7230 |
0.7206 |
|
R1 |
0.7215 |
0.7215 |
0.7204 |
0.7209 |
PP |
0.7202 |
0.7202 |
0.7202 |
0.7198 |
S1 |
0.7187 |
0.7187 |
0.7198 |
0.7181 |
S2 |
0.7174 |
0.7174 |
0.7196 |
|
S3 |
0.7146 |
0.7159 |
0.7193 |
|
S4 |
0.7118 |
0.7131 |
0.7186 |
|
|
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 |
0.7178 |
0.0063 |
0.9% |
0.0036 |
0.5% |
37% |
False |
False |
86 |
10 |
0.7280 |
0.7150 |
0.0130 |
1.8% |
0.0041 |
0.6% |
39% |
False |
False |
100 |
20 |
0.7496 |
0.7150 |
0.0346 |
4.8% |
0.0036 |
0.5% |
15% |
False |
False |
102 |
40 |
0.7662 |
0.7150 |
0.0512 |
7.1% |
0.0034 |
0.5% |
10% |
False |
False |
73 |
60 |
0.7783 |
0.7150 |
0.0633 |
8.8% |
0.0039 |
0.5% |
8% |
False |
False |
59 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7335 |
2.618 |
0.7289 |
1.618 |
0.7261 |
1.000 |
0.7244 |
0.618 |
0.7233 |
HIGH |
0.7216 |
0.618 |
0.7205 |
0.500 |
0.7202 |
0.382 |
0.7199 |
LOW |
0.7188 |
0.618 |
0.7171 |
1.000 |
0.7160 |
1.618 |
0.7143 |
2.618 |
0.7115 |
4.250 |
0.7069 |
|
|
Fisher Pivots for day following 30-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7202 |
0.7210 |
PP |
0.7202 |
0.7207 |
S1 |
0.7201 |
0.7204 |
|