CME Canadian Dollar Future June 2017
Trading Metrics calculated at close of trading on 05-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2017 |
05-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
0.7464 |
0.7550 |
0.0086 |
1.2% |
0.7413 |
High |
0.7543 |
0.7595 |
0.0052 |
0.7% |
0.7477 |
Low |
0.7448 |
0.7527 |
0.0080 |
1.1% |
0.7371 |
Close |
0.7526 |
0.7568 |
0.0042 |
0.6% |
0.7451 |
Range |
0.0096 |
0.0068 |
-0.0028 |
-29.3% |
0.0106 |
ATR |
0.0050 |
0.0051 |
0.0001 |
2.7% |
0.0000 |
Volume |
115 |
213 |
98 |
85.2% |
514 |
|
Daily Pivots for day following 05-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7766 |
0.7734 |
0.7605 |
|
R3 |
0.7698 |
0.7667 |
0.7586 |
|
R2 |
0.7631 |
0.7631 |
0.7580 |
|
R1 |
0.7599 |
0.7599 |
0.7574 |
0.7615 |
PP |
0.7563 |
0.7563 |
0.7563 |
0.7571 |
S1 |
0.7531 |
0.7531 |
0.7561 |
0.7547 |
S2 |
0.7495 |
0.7495 |
0.7555 |
|
S3 |
0.7428 |
0.7464 |
0.7549 |
|
S4 |
0.7360 |
0.7396 |
0.7530 |
|
|
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 |
0.7881 |
2.618 |
0.7771 |
1.618 |
0.7704 |
1.000 |
0.7662 |
0.618 |
0.7636 |
HIGH |
0.7595 |
0.618 |
0.7569 |
0.500 |
0.7561 |
0.382 |
0.7553 |
LOW |
0.7527 |
0.618 |
0.7485 |
1.000 |
0.7459 |
1.618 |
0.7418 |
2.618 |
0.7350 |
4.250 |
0.7240 |
|
|
Fisher Pivots for day following 05-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7565 |
0.7552 |
PP |
0.7563 |
0.7536 |
S1 |
0.7561 |
0.7520 |
|