CME Canadian Dollar Future June 2017
Trading Metrics calculated at close of trading on 15-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2017 |
15-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
0.7663 |
0.7652 |
-0.0011 |
-0.2% |
0.7688 |
High |
0.7686 |
0.7663 |
-0.0023 |
-0.3% |
0.7697 |
Low |
0.7639 |
0.7632 |
-0.0008 |
-0.1% |
0.7579 |
Close |
0.7658 |
0.7652 |
-0.0006 |
-0.1% |
0.7649 |
Range |
0.0047 |
0.0031 |
-0.0016 |
-33.3% |
0.0118 |
ATR |
0.0057 |
0.0056 |
-0.0002 |
-3.3% |
0.0000 |
Volume |
529 |
555 |
26 |
4.9% |
1,477 |
|
Daily Pivots for day following 15-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7742 |
0.7728 |
0.7669 |
|
R3 |
0.7711 |
0.7697 |
0.7660 |
|
R2 |
0.7680 |
0.7680 |
0.7657 |
|
R1 |
0.7666 |
0.7666 |
0.7654 |
0.7667 |
PP |
0.7649 |
0.7649 |
0.7649 |
0.7649 |
S1 |
0.7635 |
0.7635 |
0.7649 |
0.7636 |
S2 |
0.7618 |
0.7618 |
0.7646 |
|
S3 |
0.7587 |
0.7604 |
0.7643 |
|
S4 |
0.7556 |
0.7573 |
0.7634 |
|
|
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 |
0.7794 |
2.618 |
0.7744 |
1.618 |
0.7713 |
1.000 |
0.7694 |
0.618 |
0.7682 |
HIGH |
0.7663 |
0.618 |
0.7651 |
0.500 |
0.7647 |
0.382 |
0.7643 |
LOW |
0.7632 |
0.618 |
0.7612 |
1.000 |
0.7601 |
1.618 |
0.7581 |
2.618 |
0.7550 |
4.250 |
0.7500 |
|
|
Fisher Pivots for day following 15-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7650 |
0.7658 |
PP |
0.7649 |
0.7656 |
S1 |
0.7647 |
0.7654 |
|