CME Canadian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 20-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2017 |
20-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7551 |
0.7537 |
-0.0013 |
-0.2% |
0.7618 |
| High |
0.7559 |
0.7540 |
-0.0019 |
-0.3% |
0.7693 |
| Low |
0.7504 |
0.7484 |
-0.0020 |
-0.3% |
0.7484 |
| Close |
0.7522 |
0.7527 |
0.0005 |
0.1% |
0.7527 |
| Range |
0.0055 |
0.0056 |
0.0001 |
0.9% |
0.0209 |
| ATR |
0.0062 |
0.0062 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
217 |
432 |
215 |
99.1% |
1,495 |
|
| Daily Pivots for day following 20-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7683 |
0.7661 |
0.7558 |
|
| R3 |
0.7628 |
0.7605 |
0.7542 |
|
| R2 |
0.7572 |
0.7572 |
0.7537 |
|
| R1 |
0.7550 |
0.7550 |
0.7532 |
0.7533 |
| PP |
0.7517 |
0.7517 |
0.7517 |
0.7509 |
| S1 |
0.7494 |
0.7494 |
0.7522 |
0.7478 |
| S2 |
0.7461 |
0.7461 |
0.7517 |
|
| S3 |
0.7406 |
0.7439 |
0.7512 |
|
| S4 |
0.7350 |
0.7383 |
0.7496 |
|
|
| Weekly Pivots for week ending 20-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8193 |
0.8069 |
0.7642 |
|
| R3 |
0.7985 |
0.7860 |
0.7584 |
|
| R2 |
0.7776 |
0.7776 |
0.7565 |
|
| R1 |
0.7652 |
0.7652 |
0.7546 |
0.7610 |
| PP |
0.7568 |
0.7568 |
0.7568 |
0.7547 |
| S1 |
0.7443 |
0.7443 |
0.7508 |
0.7401 |
| S2 |
0.7359 |
0.7359 |
0.7489 |
|
| S3 |
0.7151 |
0.7235 |
0.7470 |
|
| S4 |
0.6942 |
0.7026 |
0.7412 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7775 |
|
2.618 |
0.7685 |
|
1.618 |
0.7629 |
|
1.000 |
0.7595 |
|
0.618 |
0.7574 |
|
HIGH |
0.7540 |
|
0.618 |
0.7518 |
|
0.500 |
0.7512 |
|
0.382 |
0.7505 |
|
LOW |
0.7484 |
|
0.618 |
0.7450 |
|
1.000 |
0.7428 |
|
1.618 |
0.7394 |
|
2.618 |
0.7339 |
|
4.250 |
0.7248 |
|
|
| Fisher Pivots for day following 20-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7522 |
0.7582 |
| PP |
0.7517 |
0.7564 |
| S1 |
0.7512 |
0.7545 |
|