CME Canadian Dollar Future June 2017
Trading Metrics calculated at close of trading on 10-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2017 |
10-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
0.7619 |
0.7617 |
-0.0002 |
0.0% |
0.7688 |
High |
0.7646 |
0.7688 |
0.0043 |
0.6% |
0.7697 |
Low |
0.7604 |
0.7610 |
0.0006 |
0.1% |
0.7579 |
Close |
0.7622 |
0.7649 |
0.0028 |
0.4% |
0.7649 |
Range |
0.0041 |
0.0078 |
0.0037 |
88.0% |
0.0118 |
ATR |
0.0058 |
0.0060 |
0.0001 |
2.4% |
0.0000 |
Volume |
246 |
533 |
287 |
116.7% |
1,477 |
|
Daily Pivots for day following 10-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7883 |
0.7844 |
0.7692 |
|
R3 |
0.7805 |
0.7766 |
0.7670 |
|
R2 |
0.7727 |
0.7727 |
0.7663 |
|
R1 |
0.7688 |
0.7688 |
0.7656 |
0.7708 |
PP |
0.7649 |
0.7649 |
0.7649 |
0.7659 |
S1 |
0.7610 |
0.7610 |
0.7642 |
0.7630 |
S2 |
0.7571 |
0.7571 |
0.7635 |
|
S3 |
0.7493 |
0.7532 |
0.7628 |
|
S4 |
0.7415 |
0.7454 |
0.7606 |
|
|
Weekly Pivots for week ending 10-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7996 |
0.7940 |
0.7714 |
|
R3 |
0.7878 |
0.7822 |
0.7681 |
|
R2 |
0.7760 |
0.7760 |
0.7671 |
|
R1 |
0.7704 |
0.7704 |
0.7660 |
0.7673 |
PP |
0.7642 |
0.7642 |
0.7642 |
0.7626 |
S1 |
0.7586 |
0.7586 |
0.7638 |
0.7555 |
S2 |
0.7524 |
0.7524 |
0.7627 |
|
S3 |
0.7406 |
0.7468 |
0.7617 |
|
S4 |
0.7288 |
0.7350 |
0.7584 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8020 |
2.618 |
0.7892 |
1.618 |
0.7814 |
1.000 |
0.7766 |
0.618 |
0.7736 |
HIGH |
0.7688 |
0.618 |
0.7658 |
0.500 |
0.7649 |
0.382 |
0.7640 |
LOW |
0.7610 |
0.618 |
0.7562 |
1.000 |
0.7532 |
1.618 |
0.7484 |
2.618 |
0.7406 |
4.250 |
0.7279 |
|
|
Fisher Pivots for day following 10-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7649 |
0.7645 |
PP |
0.7649 |
0.7641 |
S1 |
0.7649 |
0.7637 |
|