CME Canadian Dollar Future June 2017
Trading Metrics calculated at close of trading on 23-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2016 |
23-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
0.7460 |
0.7427 |
-0.0033 |
-0.4% |
0.7513 |
High |
0.7469 |
0.7433 |
-0.0036 |
-0.5% |
0.7526 |
Low |
0.7414 |
0.7385 |
-0.0029 |
-0.4% |
0.7385 |
Close |
0.7429 |
0.7403 |
-0.0026 |
-0.3% |
0.7403 |
Range |
0.0055 |
0.0048 |
-0.0007 |
-11.8% |
0.0141 |
ATR |
0.0050 |
0.0050 |
0.0000 |
-0.2% |
0.0000 |
Volume |
338 |
159 |
-179 |
-53.0% |
672 |
|
Daily Pivots for day following 23-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7552 |
0.7526 |
0.7430 |
|
R3 |
0.7504 |
0.7478 |
0.7416 |
|
R2 |
0.7455 |
0.7455 |
0.7412 |
|
R1 |
0.7429 |
0.7429 |
0.7407 |
0.7418 |
PP |
0.7407 |
0.7407 |
0.7407 |
0.7401 |
S1 |
0.7381 |
0.7381 |
0.7399 |
0.7370 |
S2 |
0.7358 |
0.7358 |
0.7394 |
|
S3 |
0.7310 |
0.7332 |
0.7390 |
|
S4 |
0.7261 |
0.7284 |
0.7376 |
|
|
Weekly Pivots for week ending 23-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7862 |
0.7774 |
0.7481 |
|
R3 |
0.7721 |
0.7633 |
0.7442 |
|
R2 |
0.7579 |
0.7579 |
0.7429 |
|
R1 |
0.7491 |
0.7491 |
0.7416 |
0.7465 |
PP |
0.7438 |
0.7438 |
0.7438 |
0.7425 |
S1 |
0.7350 |
0.7350 |
0.7390 |
0.7323 |
S2 |
0.7296 |
0.7296 |
0.7377 |
|
S3 |
0.7155 |
0.7208 |
0.7364 |
|
S4 |
0.7013 |
0.7067 |
0.7325 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7639 |
2.618 |
0.7560 |
1.618 |
0.7511 |
1.000 |
0.7481 |
0.618 |
0.7463 |
HIGH |
0.7433 |
0.618 |
0.7414 |
0.500 |
0.7409 |
0.382 |
0.7403 |
LOW |
0.7385 |
0.618 |
0.7355 |
1.000 |
0.7336 |
1.618 |
0.7306 |
2.618 |
0.7258 |
4.250 |
0.7178 |
|
|
Fisher Pivots for day following 23-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7409 |
0.7443 |
PP |
0.7407 |
0.7430 |
S1 |
0.7405 |
0.7416 |
|