CME Canadian Dollar Future June 2017
Trading Metrics calculated at close of trading on 03-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2016 |
03-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
0.7429 |
0.7451 |
0.0022 |
0.3% |
0.7413 |
High |
0.7477 |
0.7477 |
0.0000 |
0.0% |
0.7477 |
Low |
0.7420 |
0.7446 |
0.0026 |
0.4% |
0.7371 |
Close |
0.7451 |
0.7461 |
0.0011 |
0.1% |
0.7451 |
Range |
0.0057 |
0.0032 |
-0.0026 |
-44.7% |
0.0106 |
ATR |
0.0047 |
0.0046 |
-0.0001 |
-2.4% |
0.0000 |
Volume |
269 |
129 |
-140 |
-52.0% |
514 |
|
Daily Pivots for day following 03-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7556 |
0.7540 |
0.7478 |
|
R3 |
0.7524 |
0.7508 |
0.7470 |
|
R2 |
0.7493 |
0.7493 |
0.7467 |
|
R1 |
0.7477 |
0.7477 |
0.7464 |
0.7485 |
PP |
0.7461 |
0.7461 |
0.7461 |
0.7465 |
S1 |
0.7445 |
0.7445 |
0.7458 |
0.7453 |
S2 |
0.7430 |
0.7430 |
0.7455 |
|
S3 |
0.7398 |
0.7414 |
0.7452 |
|
S4 |
0.7367 |
0.7382 |
0.7444 |
|
|
Weekly Pivots for week ending 30-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7749 |
0.7705 |
0.7509 |
|
R3 |
0.7644 |
0.7600 |
0.7480 |
|
R2 |
0.7538 |
0.7538 |
0.7470 |
|
R1 |
0.7494 |
0.7494 |
0.7460 |
0.7516 |
PP |
0.7433 |
0.7433 |
0.7433 |
0.7444 |
S1 |
0.7389 |
0.7389 |
0.7441 |
0.7411 |
S2 |
0.7327 |
0.7327 |
0.7431 |
|
S3 |
0.7222 |
0.7283 |
0.7421 |
|
S4 |
0.7116 |
0.7178 |
0.7392 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7611 |
2.618 |
0.7559 |
1.618 |
0.7528 |
1.000 |
0.7509 |
0.618 |
0.7496 |
HIGH |
0.7477 |
0.618 |
0.7465 |
0.500 |
0.7461 |
0.382 |
0.7458 |
LOW |
0.7446 |
0.618 |
0.7426 |
1.000 |
0.7414 |
1.618 |
0.7395 |
2.618 |
0.7363 |
4.250 |
0.7312 |
|
|
Fisher Pivots for day following 03-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7461 |
0.7452 |
PP |
0.7461 |
0.7444 |
S1 |
0.7461 |
0.7435 |
|