CME Canadian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 10-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2017 |
10-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7421 |
0.7411 |
-0.0011 |
-0.1% |
0.7481 |
| High |
0.7427 |
0.7462 |
0.0035 |
0.5% |
0.7487 |
| Low |
0.7398 |
0.7410 |
0.0012 |
0.2% |
0.7398 |
| Close |
0.7409 |
0.7436 |
0.0027 |
0.4% |
0.7436 |
| Range |
0.0029 |
0.0052 |
0.0023 |
79.3% |
0.0089 |
| ATR |
0.0048 |
0.0049 |
0.0000 |
0.6% |
0.0000 |
| Volume |
57,605 |
96,492 |
38,887 |
67.5% |
234,827 |
|
| Daily Pivots for day following 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7592 |
0.7566 |
0.7465 |
|
| R3 |
0.7540 |
0.7514 |
0.7450 |
|
| R2 |
0.7488 |
0.7488 |
0.7446 |
|
| R1 |
0.7462 |
0.7462 |
0.7441 |
0.7475 |
| PP |
0.7436 |
0.7436 |
0.7436 |
0.7442 |
| S1 |
0.7410 |
0.7410 |
0.7431 |
0.7423 |
| S2 |
0.7384 |
0.7384 |
0.7426 |
|
| S3 |
0.7332 |
0.7358 |
0.7422 |
|
| S4 |
0.7280 |
0.7306 |
0.7407 |
|
|
| Weekly Pivots for week ending 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7707 |
0.7661 |
0.7485 |
|
| R3 |
0.7618 |
0.7572 |
0.7460 |
|
| R2 |
0.7529 |
0.7529 |
0.7452 |
|
| R1 |
0.7483 |
0.7483 |
0.7444 |
0.7462 |
| PP |
0.7440 |
0.7440 |
0.7440 |
0.7430 |
| S1 |
0.7394 |
0.7394 |
0.7428 |
0.7373 |
| S2 |
0.7351 |
0.7351 |
0.7420 |
|
| S3 |
0.7262 |
0.7305 |
0.7412 |
|
| S4 |
0.7173 |
0.7216 |
0.7387 |
|
|
| 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% |
0.0039 |
0.5% |
43% |
False |
False |
46,965 |
| 10 |
0.7651 |
0.7398 |
0.0253 |
3.4% |
0.0045 |
0.6% |
15% |
False |
False |
25,945 |
| 20 |
0.7695 |
0.7398 |
0.0297 |
4.0% |
0.0046 |
0.6% |
13% |
False |
False |
13,362 |
| 40 |
0.7723 |
0.7398 |
0.0325 |
4.4% |
0.0055 |
0.7% |
12% |
False |
False |
6,807 |
| 60 |
0.7723 |
0.7371 |
0.0352 |
4.7% |
0.0054 |
0.7% |
18% |
False |
False |
4,585 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7683 |
|
2.618 |
0.7598 |
|
1.618 |
0.7546 |
|
1.000 |
0.7514 |
|
0.618 |
0.7494 |
|
HIGH |
0.7462 |
|
0.618 |
0.7442 |
|
0.500 |
0.7436 |
|
0.382 |
0.7429 |
|
LOW |
0.7410 |
|
0.618 |
0.7377 |
|
1.000 |
0.7357 |
|
1.618 |
0.7325 |
|
2.618 |
0.7273 |
|
4.250 |
0.7188 |
|
|
| Fisher Pivots for day following 10-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7436 |
0.7436 |
| PP |
0.7436 |
0.7436 |
| S1 |
0.7436 |
0.7436 |
|