CME Canadian Dollar Future June 2017
Trading Metrics calculated at close of trading on 26-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2017 |
26-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
0.7614 |
0.7668 |
0.0054 |
0.7% |
0.7618 |
High |
0.7669 |
0.7672 |
0.0003 |
0.0% |
0.7693 |
Low |
0.7610 |
0.7629 |
0.0019 |
0.2% |
0.7484 |
Close |
0.7659 |
0.7652 |
-0.0007 |
-0.1% |
0.7527 |
Range |
0.0059 |
0.0042 |
-0.0016 |
-27.4% |
0.0209 |
ATR |
0.0065 |
0.0063 |
-0.0002 |
-2.5% |
0.0000 |
Volume |
140 |
117 |
-23 |
-16.4% |
1,495 |
|
Daily Pivots for day following 26-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7778 |
0.7758 |
0.7675 |
|
R3 |
0.7736 |
0.7715 |
0.7664 |
|
R2 |
0.7693 |
0.7693 |
0.7660 |
|
R1 |
0.7673 |
0.7673 |
0.7656 |
0.7662 |
PP |
0.7651 |
0.7651 |
0.7651 |
0.7645 |
S1 |
0.7630 |
0.7630 |
0.7648 |
0.7619 |
S2 |
0.7608 |
0.7608 |
0.7644 |
|
S3 |
0.7566 |
0.7588 |
0.7640 |
|
S4 |
0.7523 |
0.7545 |
0.7629 |
|
|
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 |
0.7852 |
2.618 |
0.7783 |
1.618 |
0.7740 |
1.000 |
0.7714 |
0.618 |
0.7698 |
HIGH |
0.7672 |
0.618 |
0.7655 |
0.500 |
0.7650 |
0.382 |
0.7645 |
LOW |
0.7629 |
0.618 |
0.7603 |
1.000 |
0.7587 |
1.618 |
0.7560 |
2.618 |
0.7518 |
4.250 |
0.7448 |
|
|
Fisher Pivots for day following 26-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7651 |
0.7636 |
PP |
0.7651 |
0.7619 |
S1 |
0.7650 |
0.7603 |
|