CME Canadian Dollar Future June 2017
Trading Metrics calculated at close of trading on 25-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2017 |
25-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
0.7567 |
0.7614 |
0.0048 |
0.6% |
0.7618 |
High |
0.7642 |
0.7669 |
0.0027 |
0.3% |
0.7693 |
Low |
0.7534 |
0.7610 |
0.0077 |
1.0% |
0.7484 |
Close |
0.7617 |
0.7659 |
0.0042 |
0.5% |
0.7527 |
Range |
0.0109 |
0.0059 |
-0.0050 |
-46.1% |
0.0209 |
ATR |
0.0065 |
0.0065 |
0.0000 |
-0.8% |
0.0000 |
Volume |
292 |
140 |
-152 |
-52.1% |
1,495 |
|
Daily Pivots for day following 25-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7821 |
0.7798 |
0.7691 |
|
R3 |
0.7763 |
0.7740 |
0.7675 |
|
R2 |
0.7704 |
0.7704 |
0.7669 |
|
R1 |
0.7681 |
0.7681 |
0.7664 |
0.7693 |
PP |
0.7646 |
0.7646 |
0.7646 |
0.7651 |
S1 |
0.7623 |
0.7623 |
0.7653 |
0.7634 |
S2 |
0.7587 |
0.7587 |
0.7648 |
|
S3 |
0.7529 |
0.7564 |
0.7642 |
|
S4 |
0.7470 |
0.7506 |
0.7626 |
|
|
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 |
0.7917 |
2.618 |
0.7822 |
1.618 |
0.7763 |
1.000 |
0.7727 |
0.618 |
0.7705 |
HIGH |
0.7669 |
0.618 |
0.7646 |
0.500 |
0.7639 |
0.382 |
0.7632 |
LOW |
0.7610 |
0.618 |
0.7574 |
1.000 |
0.7552 |
1.618 |
0.7515 |
2.618 |
0.7457 |
4.250 |
0.7361 |
|
|
Fisher Pivots for day following 25-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7652 |
0.7636 |
PP |
0.7646 |
0.7613 |
S1 |
0.7639 |
0.7590 |
|