CME Canadian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 12-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2016 |
12-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7605 |
0.7625 |
0.0020 |
0.3% |
0.7538 |
| High |
0.7620 |
0.7641 |
0.0021 |
0.3% |
0.7620 |
| Low |
0.7591 |
0.7625 |
0.0035 |
0.5% |
0.7511 |
| Close |
0.7614 |
0.7631 |
0.0017 |
0.2% |
0.7614 |
| Range |
0.0030 |
0.0016 |
-0.0014 |
-45.8% |
0.0109 |
| ATR |
|
|
|
|
|
| Volume |
20 |
144 |
124 |
620.0% |
692 |
|
| Daily Pivots for day following 12-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7680 |
0.7671 |
0.7639 |
|
| R3 |
0.7664 |
0.7655 |
0.7635 |
|
| R2 |
0.7648 |
0.7648 |
0.7633 |
|
| R1 |
0.7639 |
0.7639 |
0.7632 |
0.7644 |
| PP |
0.7632 |
0.7632 |
0.7632 |
0.7634 |
| S1 |
0.7623 |
0.7623 |
0.7629 |
0.7628 |
| S2 |
0.7616 |
0.7616 |
0.7628 |
|
| S3 |
0.7600 |
0.7607 |
0.7626 |
|
| S4 |
0.7584 |
0.7591 |
0.7622 |
|
|
| Weekly Pivots for week ending 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7909 |
0.7870 |
0.7674 |
|
| R3 |
0.7800 |
0.7761 |
0.7644 |
|
| R2 |
0.7691 |
0.7691 |
0.7634 |
|
| R1 |
0.7652 |
0.7652 |
0.7624 |
0.7672 |
| PP |
0.7582 |
0.7582 |
0.7582 |
0.7591 |
| S1 |
0.7543 |
0.7543 |
0.7604 |
0.7563 |
| S2 |
0.7473 |
0.7473 |
0.7594 |
|
| S3 |
0.7364 |
0.7434 |
0.7584 |
|
| S4 |
0.7255 |
0.7325 |
0.7554 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7709 |
|
2.618 |
0.7683 |
|
1.618 |
0.7667 |
|
1.000 |
0.7657 |
|
0.618 |
0.7651 |
|
HIGH |
0.7641 |
|
0.618 |
0.7635 |
|
0.500 |
0.7633 |
|
0.382 |
0.7631 |
|
LOW |
0.7625 |
|
0.618 |
0.7615 |
|
1.000 |
0.7609 |
|
1.618 |
0.7599 |
|
2.618 |
0.7583 |
|
4.250 |
0.7557 |
|
|
| Fisher Pivots for day following 12-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7633 |
0.7622 |
| PP |
0.7632 |
0.7613 |
| S1 |
0.7631 |
0.7605 |
|