CME Canadian Dollar Future June 2017
Trading Metrics calculated at close of trading on 17-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2017 |
17-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
0.7665 |
0.7660 |
-0.0006 |
-0.1% |
0.7646 |
High |
0.7695 |
0.7665 |
-0.0031 |
-0.4% |
0.7695 |
Low |
0.7655 |
0.7627 |
-0.0028 |
-0.4% |
0.7627 |
Close |
0.7661 |
0.7640 |
-0.0021 |
-0.3% |
0.7640 |
Range |
0.0040 |
0.0038 |
-0.0003 |
-6.2% |
0.0068 |
ATR |
0.0055 |
0.0053 |
-0.0001 |
-2.2% |
0.0000 |
Volume |
241 |
272 |
31 |
12.9% |
1,759 |
|
Daily Pivots for day following 17-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7758 |
0.7737 |
0.7661 |
|
R3 |
0.7720 |
0.7699 |
0.7650 |
|
R2 |
0.7682 |
0.7682 |
0.7647 |
|
R1 |
0.7661 |
0.7661 |
0.7643 |
0.7652 |
PP |
0.7644 |
0.7644 |
0.7644 |
0.7639 |
S1 |
0.7623 |
0.7623 |
0.7637 |
0.7614 |
S2 |
0.7606 |
0.7606 |
0.7633 |
|
S3 |
0.7568 |
0.7585 |
0.7630 |
|
S4 |
0.7530 |
0.7547 |
0.7619 |
|
|
Weekly Pivots for week ending 17-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7859 |
0.7818 |
0.7678 |
|
R3 |
0.7791 |
0.7750 |
0.7659 |
|
R2 |
0.7722 |
0.7722 |
0.7653 |
|
R1 |
0.7681 |
0.7681 |
0.7646 |
0.7668 |
PP |
0.7654 |
0.7654 |
0.7654 |
0.7647 |
S1 |
0.7613 |
0.7613 |
0.7634 |
0.7599 |
S2 |
0.7585 |
0.7585 |
0.7627 |
|
S3 |
0.7517 |
0.7544 |
0.7621 |
|
S4 |
0.7448 |
0.7476 |
0.7602 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7826 |
2.618 |
0.7764 |
1.618 |
0.7726 |
1.000 |
0.7702 |
0.618 |
0.7688 |
HIGH |
0.7665 |
0.618 |
0.7650 |
0.500 |
0.7646 |
0.382 |
0.7641 |
LOW |
0.7627 |
0.618 |
0.7603 |
1.000 |
0.7589 |
1.618 |
0.7565 |
2.618 |
0.7527 |
4.250 |
0.7465 |
|
|
Fisher Pivots for day following 17-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7646 |
0.7661 |
PP |
0.7644 |
0.7654 |
S1 |
0.7642 |
0.7647 |
|