CME Canadian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 20-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2016 |
20-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7513 |
0.7477 |
-0.0036 |
-0.5% |
0.7625 |
| High |
0.7526 |
0.7501 |
-0.0025 |
-0.3% |
0.7661 |
| Low |
0.7470 |
0.7463 |
-0.0007 |
-0.1% |
0.7475 |
| Close |
0.7472 |
0.7495 |
0.0023 |
0.3% |
0.7507 |
| Range |
0.0057 |
0.0038 |
-0.0019 |
-32.7% |
0.0185 |
| ATR |
0.0051 |
0.0050 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
98 |
51 |
-47 |
-48.0% |
755 |
|
| Daily Pivots for day following 20-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7600 |
0.7586 |
0.7516 |
|
| R3 |
0.7562 |
0.7548 |
0.7505 |
|
| R2 |
0.7524 |
0.7524 |
0.7502 |
|
| R1 |
0.7510 |
0.7510 |
0.7498 |
0.7517 |
| PP |
0.7486 |
0.7486 |
0.7486 |
0.7490 |
| S1 |
0.7472 |
0.7472 |
0.7492 |
0.7479 |
| S2 |
0.7448 |
0.7448 |
0.7488 |
|
| S3 |
0.7410 |
0.7434 |
0.7485 |
|
| S4 |
0.7372 |
0.7396 |
0.7474 |
|
|
| Weekly Pivots for week ending 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8104 |
0.7991 |
0.7609 |
|
| R3 |
0.7918 |
0.7805 |
0.7558 |
|
| R2 |
0.7733 |
0.7733 |
0.7541 |
|
| R1 |
0.7620 |
0.7620 |
0.7524 |
0.7584 |
| PP |
0.7547 |
0.7547 |
0.7547 |
0.7529 |
| S1 |
0.7434 |
0.7434 |
0.7489 |
0.7398 |
| S2 |
0.7362 |
0.7362 |
0.7472 |
|
| S3 |
0.7176 |
0.7249 |
0.7455 |
|
| S4 |
0.6991 |
0.7063 |
0.7404 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7663 |
|
2.618 |
0.7600 |
|
1.618 |
0.7562 |
|
1.000 |
0.7539 |
|
0.618 |
0.7524 |
|
HIGH |
0.7501 |
|
0.618 |
0.7486 |
|
0.500 |
0.7482 |
|
0.382 |
0.7478 |
|
LOW |
0.7463 |
|
0.618 |
0.7440 |
|
1.000 |
0.7425 |
|
1.618 |
0.7402 |
|
2.618 |
0.7364 |
|
4.250 |
0.7302 |
|
|
| Fisher Pivots for day following 20-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7491 |
0.7495 |
| PP |
0.7486 |
0.7495 |
| S1 |
0.7482 |
0.7495 |
|