CME Canadian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 11-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2017 |
11-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7559 |
0.7568 |
0.0010 |
0.1% |
0.7451 |
| High |
0.7593 |
0.7634 |
0.0041 |
0.5% |
0.7602 |
| Low |
0.7557 |
0.7535 |
-0.0022 |
-0.3% |
0.7446 |
| Close |
0.7572 |
0.7606 |
0.0034 |
0.4% |
0.7567 |
| Range |
0.0035 |
0.0099 |
0.0063 |
177.5% |
0.0156 |
| ATR |
0.0050 |
0.0053 |
0.0003 |
7.0% |
0.0000 |
| Volume |
44 |
187 |
143 |
325.0% |
603 |
|
| Daily Pivots for day following 11-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7887 |
0.7845 |
0.7660 |
|
| R3 |
0.7789 |
0.7747 |
0.7633 |
|
| R2 |
0.7690 |
0.7690 |
0.7624 |
|
| R1 |
0.7648 |
0.7648 |
0.7615 |
0.7669 |
| PP |
0.7592 |
0.7592 |
0.7592 |
0.7602 |
| S1 |
0.7550 |
0.7550 |
0.7597 |
0.7571 |
| S2 |
0.7493 |
0.7493 |
0.7588 |
|
| S3 |
0.7395 |
0.7451 |
0.7579 |
|
| S4 |
0.7296 |
0.7353 |
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 |
0.8052 |
|
2.618 |
0.7891 |
|
1.618 |
0.7793 |
|
1.000 |
0.7732 |
|
0.618 |
0.7694 |
|
HIGH |
0.7634 |
|
0.618 |
0.7596 |
|
0.500 |
0.7584 |
|
0.382 |
0.7573 |
|
LOW |
0.7535 |
|
0.618 |
0.7474 |
|
1.000 |
0.7437 |
|
1.618 |
0.7376 |
|
2.618 |
0.7277 |
|
4.250 |
0.7116 |
|
|
| Fisher Pivots for day following 11-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7599 |
0.7599 |
| PP |
0.7592 |
0.7592 |
| S1 |
0.7584 |
0.7584 |
|