CME Canadian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 13-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2017 |
13-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7411 |
0.7441 |
0.0031 |
0.4% |
0.7481 |
| High |
0.7462 |
0.7456 |
-0.0006 |
-0.1% |
0.7487 |
| Low |
0.7410 |
0.7431 |
0.0021 |
0.3% |
0.7398 |
| Close |
0.7436 |
0.7450 |
0.0014 |
0.2% |
0.7436 |
| Range |
0.0052 |
0.0026 |
-0.0027 |
-51.0% |
0.0089 |
| ATR |
0.0049 |
0.0047 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
96,492 |
57,039 |
-39,453 |
-40.9% |
234,827 |
|
| Daily Pivots for day following 13-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7522 |
0.7511 |
0.7464 |
|
| R3 |
0.7496 |
0.7486 |
0.7457 |
|
| R2 |
0.7471 |
0.7471 |
0.7454 |
|
| R1 |
0.7460 |
0.7460 |
0.7452 |
0.7466 |
| PP |
0.7445 |
0.7445 |
0.7445 |
0.7448 |
| S1 |
0.7435 |
0.7435 |
0.7447 |
0.7440 |
| S2 |
0.7420 |
0.7420 |
0.7445 |
|
| S3 |
0.7394 |
0.7409 |
0.7442 |
|
| S4 |
0.7369 |
0.7384 |
0.7435 |
|
|
| 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 |
0.7481 |
0.7398 |
0.0083 |
1.1% |
0.0039 |
0.5% |
62% |
False |
False |
56,958 |
| 10 |
0.7604 |
0.7398 |
0.0206 |
2.8% |
0.0042 |
0.6% |
25% |
False |
False |
31,555 |
| 20 |
0.7695 |
0.7398 |
0.0297 |
4.0% |
0.0044 |
0.6% |
17% |
False |
False |
16,187 |
| 40 |
0.7723 |
0.7398 |
0.0325 |
4.4% |
0.0053 |
0.7% |
16% |
False |
False |
8,221 |
| 60 |
0.7723 |
0.7371 |
0.0352 |
4.7% |
0.0054 |
0.7% |
22% |
False |
False |
5,531 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7564 |
|
2.618 |
0.7523 |
|
1.618 |
0.7497 |
|
1.000 |
0.7482 |
|
0.618 |
0.7472 |
|
HIGH |
0.7456 |
|
0.618 |
0.7446 |
|
0.500 |
0.7443 |
|
0.382 |
0.7440 |
|
LOW |
0.7431 |
|
0.618 |
0.7415 |
|
1.000 |
0.7405 |
|
1.618 |
0.7389 |
|
2.618 |
0.7364 |
|
4.250 |
0.7322 |
|
|
| Fisher Pivots for day following 13-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7447 |
0.7443 |
| PP |
0.7445 |
0.7436 |
| S1 |
0.7443 |
0.7430 |
|