CME Canadian Dollar Future June 2017
Trading Metrics calculated at close of trading on 12-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2017 |
12-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
0.7568 |
0.7602 |
0.0034 |
0.4% |
0.7451 |
High |
0.7634 |
0.7687 |
0.0054 |
0.7% |
0.7602 |
Low |
0.7535 |
0.7602 |
0.0067 |
0.9% |
0.7446 |
Close |
0.7606 |
0.7631 |
0.0025 |
0.3% |
0.7567 |
Range |
0.0099 |
0.0086 |
-0.0013 |
-13.2% |
0.0156 |
ATR |
0.0053 |
0.0055 |
0.0002 |
4.4% |
0.0000 |
Volume |
187 |
457 |
270 |
144.4% |
603 |
|
Daily Pivots for day following 12-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7896 |
0.7849 |
0.7678 |
|
R3 |
0.7811 |
0.7763 |
0.7654 |
|
R2 |
0.7725 |
0.7725 |
0.7646 |
|
R1 |
0.7678 |
0.7678 |
0.7638 |
0.7702 |
PP |
0.7640 |
0.7640 |
0.7640 |
0.7652 |
S1 |
0.7592 |
0.7592 |
0.7623 |
0.7616 |
S2 |
0.7554 |
0.7554 |
0.7615 |
|
S3 |
0.7469 |
0.7507 |
0.7607 |
|
S4 |
0.7383 |
0.7421 |
0.7583 |
|
|
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 |
0.8050 |
2.618 |
0.7911 |
1.618 |
0.7825 |
1.000 |
0.7773 |
0.618 |
0.7740 |
HIGH |
0.7687 |
0.618 |
0.7654 |
0.500 |
0.7644 |
0.382 |
0.7634 |
LOW |
0.7602 |
0.618 |
0.7549 |
1.000 |
0.7516 |
1.618 |
0.7463 |
2.618 |
0.7378 |
4.250 |
0.7238 |
|
|
Fisher Pivots for day following 12-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7644 |
0.7624 |
PP |
0.7640 |
0.7618 |
S1 |
0.7635 |
0.7611 |
|