CME Canadian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 09-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2017 |
09-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7464 |
0.7421 |
-0.0043 |
-0.6% |
0.7640 |
| High |
0.7474 |
0.7427 |
-0.0047 |
-0.6% |
0.7651 |
| Low |
0.7416 |
0.7398 |
-0.0018 |
-0.2% |
0.7451 |
| Close |
0.7421 |
0.7409 |
-0.0012 |
-0.2% |
0.7471 |
| Range |
0.0058 |
0.0029 |
-0.0029 |
-49.6% |
0.0200 |
| ATR |
0.0050 |
0.0048 |
-0.0001 |
-3.0% |
0.0000 |
| Volume |
54,604 |
57,605 |
3,001 |
5.5% |
24,632 |
|
| Daily Pivots for day following 09-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7498 |
0.7483 |
0.7425 |
|
| R3 |
0.7469 |
0.7454 |
0.7417 |
|
| R2 |
0.7440 |
0.7440 |
0.7414 |
|
| R1 |
0.7425 |
0.7425 |
0.7412 |
0.7418 |
| PP |
0.7411 |
0.7411 |
0.7411 |
0.7408 |
| S1 |
0.7396 |
0.7396 |
0.7406 |
0.7389 |
| S2 |
0.7382 |
0.7382 |
0.7404 |
|
| S3 |
0.7353 |
0.7367 |
0.7401 |
|
| S4 |
0.7324 |
0.7338 |
0.7393 |
|
|
| 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 |
0.7487 |
0.7398 |
0.0089 |
1.2% |
0.0036 |
0.5% |
12% |
False |
True |
28,921 |
| 10 |
0.7672 |
0.7398 |
0.0274 |
3.7% |
0.0044 |
0.6% |
4% |
False |
True |
16,362 |
| 20 |
0.7695 |
0.7398 |
0.0297 |
4.0% |
0.0046 |
0.6% |
4% |
False |
True |
8,549 |
| 40 |
0.7723 |
0.7398 |
0.0325 |
4.4% |
0.0056 |
0.8% |
3% |
False |
True |
4,399 |
| 60 |
0.7723 |
0.7371 |
0.0352 |
4.7% |
0.0054 |
0.7% |
11% |
False |
False |
2,979 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7550 |
|
2.618 |
0.7503 |
|
1.618 |
0.7474 |
|
1.000 |
0.7456 |
|
0.618 |
0.7445 |
|
HIGH |
0.7427 |
|
0.618 |
0.7416 |
|
0.500 |
0.7413 |
|
0.382 |
0.7409 |
|
LOW |
0.7398 |
|
0.618 |
0.7380 |
|
1.000 |
0.7369 |
|
1.618 |
0.7351 |
|
2.618 |
0.7322 |
|
4.250 |
0.7275 |
|
|
| Fisher Pivots for day following 09-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7413 |
0.7440 |
| PP |
0.7411 |
0.7429 |
| S1 |
0.7410 |
0.7419 |
|