CME Canadian Dollar Future June 2017
Trading Metrics calculated at close of trading on 10-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2017 |
10-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
0.7565 |
0.7559 |
-0.0007 |
-0.1% |
0.7451 |
High |
0.7591 |
0.7593 |
0.0002 |
0.0% |
0.7602 |
Low |
0.7547 |
0.7557 |
0.0011 |
0.1% |
0.7446 |
Close |
0.7574 |
0.7572 |
-0.0001 |
0.0% |
0.7567 |
Range |
0.0044 |
0.0035 |
-0.0009 |
-19.3% |
0.0156 |
ATR |
0.0051 |
0.0050 |
-0.0001 |
-2.1% |
0.0000 |
Volume |
199 |
44 |
-155 |
-77.9% |
603 |
|
Daily Pivots for day following 10-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7680 |
0.7662 |
0.7592 |
|
R3 |
0.7645 |
0.7626 |
0.7582 |
|
R2 |
0.7609 |
0.7609 |
0.7579 |
|
R1 |
0.7591 |
0.7591 |
0.7575 |
0.7600 |
PP |
0.7574 |
0.7574 |
0.7574 |
0.7579 |
S1 |
0.7555 |
0.7555 |
0.7569 |
0.7565 |
S2 |
0.7538 |
0.7538 |
0.7565 |
|
S3 |
0.7503 |
0.7520 |
0.7562 |
|
S4 |
0.7467 |
0.7484 |
0.7552 |
|
|
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 |
0.7743 |
2.618 |
0.7685 |
1.618 |
0.7650 |
1.000 |
0.7628 |
0.618 |
0.7614 |
HIGH |
0.7593 |
0.618 |
0.7579 |
0.500 |
0.7575 |
0.382 |
0.7571 |
LOW |
0.7557 |
0.618 |
0.7535 |
1.000 |
0.7522 |
1.618 |
0.7500 |
2.618 |
0.7464 |
4.250 |
0.7406 |
|
|
Fisher Pivots for day following 10-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7575 |
0.7574 |
PP |
0.7574 |
0.7573 |
S1 |
0.7573 |
0.7573 |
|