CME Canadian Dollar Future June 2017
Trading Metrics calculated at close of trading on 06-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2017 |
06-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
0.7550 |
0.7561 |
0.0011 |
0.1% |
0.7451 |
High |
0.7595 |
0.7602 |
0.0007 |
0.1% |
0.7602 |
Low |
0.7527 |
0.7551 |
0.0024 |
0.3% |
0.7446 |
Close |
0.7568 |
0.7567 |
-0.0001 |
0.0% |
0.7567 |
Range |
0.0068 |
0.0051 |
-0.0017 |
-24.4% |
0.0156 |
ATR |
0.0051 |
0.0051 |
0.0000 |
0.0% |
0.0000 |
Volume |
213 |
146 |
-67 |
-31.5% |
603 |
|
Daily Pivots for day following 06-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7726 |
0.7698 |
0.7595 |
|
R3 |
0.7675 |
0.7647 |
0.7581 |
|
R2 |
0.7624 |
0.7624 |
0.7576 |
|
R1 |
0.7596 |
0.7596 |
0.7572 |
0.7610 |
PP |
0.7573 |
0.7573 |
0.7573 |
0.7580 |
S1 |
0.7544 |
0.7544 |
0.7562 |
0.7559 |
S2 |
0.7522 |
0.7522 |
0.7558 |
|
S3 |
0.7471 |
0.7493 |
0.7553 |
|
S4 |
0.7420 |
0.7442 |
0.7539 |
|
|
Weekly Pivots for week ending 06-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8006 |
0.7943 |
0.7653 |
|
R3 |
0.7850 |
0.7787 |
0.7610 |
|
R2 |
0.7694 |
0.7694 |
0.7596 |
|
R1 |
0.7631 |
0.7631 |
0.7581 |
0.7662 |
PP |
0.7538 |
0.7538 |
0.7538 |
0.7554 |
S1 |
0.7474 |
0.7474 |
0.7553 |
0.7506 |
S2 |
0.7382 |
0.7382 |
0.7538 |
|
S3 |
0.7226 |
0.7318 |
0.7524 |
|
S4 |
0.7070 |
0.7162 |
0.7481 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7818 |
2.618 |
0.7735 |
1.618 |
0.7684 |
1.000 |
0.7653 |
0.618 |
0.7633 |
HIGH |
0.7602 |
0.618 |
0.7582 |
0.500 |
0.7576 |
0.382 |
0.7570 |
LOW |
0.7551 |
0.618 |
0.7519 |
1.000 |
0.7499 |
1.618 |
0.7468 |
2.618 |
0.7417 |
4.250 |
0.7334 |
|
|
Fisher Pivots for day following 06-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7576 |
0.7553 |
PP |
0.7573 |
0.7539 |
S1 |
0.7570 |
0.7525 |
|