CME Canadian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 06-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2017 |
06-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7473 |
0.7481 |
0.0008 |
0.1% |
0.7640 |
| High |
0.7487 |
0.7487 |
0.0000 |
0.0% |
0.7651 |
| Low |
0.7451 |
0.7458 |
0.0007 |
0.1% |
0.7451 |
| Close |
0.7471 |
0.7465 |
-0.0006 |
-0.1% |
0.7471 |
| Range |
0.0036 |
0.0029 |
-0.0007 |
-19.4% |
0.0200 |
| ATR |
0.0052 |
0.0051 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
6,270 |
7,075 |
805 |
12.8% |
24,632 |
|
| Daily Pivots for day following 06-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7557 |
0.7540 |
0.7480 |
|
| R3 |
0.7528 |
0.7511 |
0.7472 |
|
| R2 |
0.7499 |
0.7499 |
0.7470 |
|
| R1 |
0.7482 |
0.7482 |
0.7467 |
0.7476 |
| PP |
0.7470 |
0.7470 |
0.7470 |
0.7467 |
| S1 |
0.7453 |
0.7453 |
0.7462 |
0.7447 |
| S2 |
0.7441 |
0.7441 |
0.7459 |
|
| S3 |
0.7412 |
0.7424 |
0.7457 |
|
| S4 |
0.7383 |
0.7395 |
0.7449 |
|
|
| Weekly Pivots for week ending 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8123 |
0.7996 |
0.7581 |
|
| R3 |
0.7923 |
0.7797 |
0.7526 |
|
| R2 |
0.7724 |
0.7724 |
0.7508 |
|
| R1 |
0.7597 |
0.7597 |
0.7489 |
0.7561 |
| PP |
0.7524 |
0.7524 |
0.7524 |
0.7506 |
| S1 |
0.7398 |
0.7398 |
0.7453 |
0.7361 |
| S2 |
0.7325 |
0.7325 |
0.7434 |
|
| S3 |
0.7125 |
0.7198 |
0.7416 |
|
| S4 |
0.6926 |
0.6999 |
0.7361 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7604 |
0.7451 |
0.0153 |
2.0% |
0.0046 |
0.6% |
9% |
False |
False |
6,153 |
| 10 |
0.7672 |
0.7451 |
0.0221 |
3.0% |
0.0049 |
0.7% |
6% |
False |
False |
3,720 |
| 20 |
0.7697 |
0.7451 |
0.0246 |
3.3% |
0.0050 |
0.7% |
5% |
False |
False |
2,021 |
| 40 |
0.7723 |
0.7451 |
0.0272 |
3.6% |
0.0056 |
0.8% |
5% |
False |
False |
1,128 |
| 60 |
0.7723 |
0.7371 |
0.0352 |
4.7% |
0.0053 |
0.7% |
27% |
False |
False |
801 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7610 |
|
2.618 |
0.7563 |
|
1.618 |
0.7534 |
|
1.000 |
0.7516 |
|
0.618 |
0.7505 |
|
HIGH |
0.7487 |
|
0.618 |
0.7476 |
|
0.500 |
0.7473 |
|
0.382 |
0.7469 |
|
LOW |
0.7458 |
|
0.618 |
0.7440 |
|
1.000 |
0.7429 |
|
1.618 |
0.7411 |
|
2.618 |
0.7382 |
|
4.250 |
0.7335 |
|
|
| Fisher Pivots for day following 06-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7473 |
0.7481 |
| PP |
0.7470 |
0.7476 |
| S1 |
0.7467 |
0.7470 |
|