CME Canadian Dollar Future June 2017
Trading Metrics calculated at close of trading on 31-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2017 |
31-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
0.7628 |
0.7648 |
0.0020 |
0.3% |
0.7514 |
High |
0.7659 |
0.7723 |
0.0064 |
0.8% |
0.7672 |
Low |
0.7608 |
0.7634 |
0.0026 |
0.3% |
0.7512 |
Close |
0.7639 |
0.7692 |
0.0053 |
0.7% |
0.7628 |
Range |
0.0052 |
0.0089 |
0.0038 |
72.8% |
0.0160 |
ATR |
0.0061 |
0.0063 |
0.0002 |
3.3% |
0.0000 |
Volume |
251 |
184 |
-67 |
-26.7% |
832 |
|
Daily Pivots for day following 31-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7950 |
0.7910 |
0.7740 |
|
R3 |
0.7861 |
0.7821 |
0.7716 |
|
R2 |
0.7772 |
0.7772 |
0.7708 |
|
R1 |
0.7732 |
0.7732 |
0.7700 |
0.7752 |
PP |
0.7683 |
0.7683 |
0.7683 |
0.7693 |
S1 |
0.7643 |
0.7643 |
0.7683 |
0.7663 |
S2 |
0.7593 |
0.7593 |
0.7675 |
|
S3 |
0.7504 |
0.7553 |
0.7667 |
|
S4 |
0.7415 |
0.7464 |
0.7643 |
|
|
Weekly Pivots for week ending 27-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8082 |
0.8015 |
0.7716 |
|
R3 |
0.7923 |
0.7855 |
0.7672 |
|
R2 |
0.7763 |
0.7763 |
0.7657 |
|
R1 |
0.7696 |
0.7696 |
0.7643 |
0.7730 |
PP |
0.7604 |
0.7604 |
0.7604 |
0.7621 |
S1 |
0.7536 |
0.7536 |
0.7613 |
0.7570 |
S2 |
0.7444 |
0.7444 |
0.7599 |
|
S3 |
0.7285 |
0.7377 |
0.7584 |
|
S4 |
0.7125 |
0.7217 |
0.7540 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8101 |
2.618 |
0.7956 |
1.618 |
0.7867 |
1.000 |
0.7812 |
0.618 |
0.7778 |
HIGH |
0.7723 |
0.618 |
0.7689 |
0.500 |
0.7678 |
0.382 |
0.7667 |
LOW |
0.7634 |
0.618 |
0.7578 |
1.000 |
0.7544 |
1.618 |
0.7489 |
2.618 |
0.7400 |
4.250 |
0.7255 |
|
|
Fisher Pivots for day following 31-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7687 |
0.7683 |
PP |
0.7683 |
0.7674 |
S1 |
0.7678 |
0.7665 |
|