CME Canadian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 24-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2017 |
24-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7514 |
0.7567 |
0.0053 |
0.7% |
0.7618 |
| High |
0.7577 |
0.7642 |
0.0065 |
0.9% |
0.7693 |
| Low |
0.7512 |
0.7534 |
0.0022 |
0.3% |
0.7484 |
| Close |
0.7562 |
0.7617 |
0.0055 |
0.7% |
0.7527 |
| Range |
0.0065 |
0.0109 |
0.0044 |
68.2% |
0.0209 |
| ATR |
0.0062 |
0.0065 |
0.0003 |
5.3% |
0.0000 |
| Volume |
187 |
292 |
105 |
56.1% |
1,495 |
|
| Daily Pivots for day following 24-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7923 |
0.7879 |
0.7677 |
|
| R3 |
0.7815 |
0.7770 |
0.7647 |
|
| R2 |
0.7706 |
0.7706 |
0.7637 |
|
| R1 |
0.7662 |
0.7662 |
0.7627 |
0.7684 |
| PP |
0.7598 |
0.7598 |
0.7598 |
0.7609 |
| S1 |
0.7553 |
0.7553 |
0.7607 |
0.7575 |
| S2 |
0.7489 |
0.7489 |
0.7597 |
|
| S3 |
0.7381 |
0.7445 |
0.7587 |
|
| S4 |
0.7272 |
0.7336 |
0.7557 |
|
|
| 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 |
0.8103 |
|
2.618 |
0.7926 |
|
1.618 |
0.7818 |
|
1.000 |
0.7751 |
|
0.618 |
0.7709 |
|
HIGH |
0.7642 |
|
0.618 |
0.7601 |
|
0.500 |
0.7588 |
|
0.382 |
0.7575 |
|
LOW |
0.7534 |
|
0.618 |
0.7466 |
|
1.000 |
0.7425 |
|
1.618 |
0.7358 |
|
2.618 |
0.7249 |
|
4.250 |
0.7072 |
|
|
| Fisher Pivots for day following 24-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7607 |
0.7599 |
| PP |
0.7598 |
0.7581 |
| S1 |
0.7588 |
0.7563 |
|