CME Canadian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 14-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2016 |
14-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7643 |
0.7632 |
-0.0011 |
-0.1% |
0.7538 |
| High |
0.7650 |
0.7661 |
0.0011 |
0.1% |
0.7620 |
| Low |
0.7633 |
0.7544 |
-0.0089 |
-1.2% |
0.7511 |
| Close |
0.7640 |
0.7563 |
-0.0077 |
-1.0% |
0.7614 |
| Range |
0.0017 |
0.0116 |
0.0099 |
565.7% |
0.0109 |
| ATR |
|
|
|
|
|
| Volume |
293 |
123 |
-170 |
-58.0% |
692 |
|
| Daily Pivots for day following 14-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7939 |
0.7867 |
0.7627 |
|
| R3 |
0.7822 |
0.7751 |
0.7595 |
|
| R2 |
0.7706 |
0.7706 |
0.7584 |
|
| R1 |
0.7634 |
0.7634 |
0.7574 |
0.7612 |
| PP |
0.7589 |
0.7589 |
0.7589 |
0.7578 |
| S1 |
0.7518 |
0.7518 |
0.7552 |
0.7495 |
| S2 |
0.7473 |
0.7473 |
0.7542 |
|
| S3 |
0.7356 |
0.7401 |
0.7531 |
|
| S4 |
0.7240 |
0.7285 |
0.7499 |
|
|
| 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 |
0.8156 |
|
2.618 |
0.7965 |
|
1.618 |
0.7849 |
|
1.000 |
0.7777 |
|
0.618 |
0.7732 |
|
HIGH |
0.7661 |
|
0.618 |
0.7616 |
|
0.500 |
0.7602 |
|
0.382 |
0.7589 |
|
LOW |
0.7544 |
|
0.618 |
0.7472 |
|
1.000 |
0.7428 |
|
1.618 |
0.7356 |
|
2.618 |
0.7239 |
|
4.250 |
0.7049 |
|
|
| Fisher Pivots for day following 14-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7602 |
0.7602 |
| PP |
0.7589 |
0.7589 |
| S1 |
0.7576 |
0.7576 |
|