CME Canadian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 14-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2017 |
14-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7441 |
0.7447 |
0.0006 |
0.1% |
0.7481 |
| High |
0.7456 |
0.7451 |
-0.0006 |
-0.1% |
0.7487 |
| Low |
0.7431 |
0.7420 |
-0.0011 |
-0.1% |
0.7398 |
| Close |
0.7450 |
0.7425 |
-0.0025 |
-0.3% |
0.7436 |
| Range |
0.0026 |
0.0031 |
0.0005 |
19.6% |
0.0089 |
| ATR |
0.0047 |
0.0046 |
-0.0001 |
-2.5% |
0.0000 |
| Volume |
57,039 |
59,270 |
2,231 |
3.9% |
234,827 |
|
| Daily Pivots for day following 14-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7523 |
0.7504 |
0.7441 |
|
| R3 |
0.7493 |
0.7474 |
0.7433 |
|
| R2 |
0.7462 |
0.7462 |
0.7430 |
|
| R1 |
0.7443 |
0.7443 |
0.7427 |
0.7438 |
| PP |
0.7432 |
0.7432 |
0.7432 |
0.7429 |
| S1 |
0.7413 |
0.7413 |
0.7422 |
0.7407 |
| S2 |
0.7401 |
0.7401 |
0.7419 |
|
| S3 |
0.7371 |
0.7382 |
0.7416 |
|
| S4 |
0.7340 |
0.7352 |
0.7408 |
|
|
| 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 |
0.7474 |
0.7398 |
0.0076 |
1.0% |
0.0039 |
0.5% |
35% |
False |
False |
65,002 |
| 10 |
0.7535 |
0.7398 |
0.0137 |
1.8% |
0.0037 |
0.5% |
19% |
False |
False |
36,912 |
| 20 |
0.7695 |
0.7398 |
0.0297 |
4.0% |
0.0044 |
0.6% |
9% |
False |
False |
19,142 |
| 40 |
0.7723 |
0.7398 |
0.0325 |
4.4% |
0.0053 |
0.7% |
8% |
False |
False |
9,702 |
| 60 |
0.7723 |
0.7371 |
0.0352 |
4.7% |
0.0053 |
0.7% |
15% |
False |
False |
6,516 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7580 |
|
2.618 |
0.7530 |
|
1.618 |
0.7500 |
|
1.000 |
0.7481 |
|
0.618 |
0.7469 |
|
HIGH |
0.7451 |
|
0.618 |
0.7439 |
|
0.500 |
0.7435 |
|
0.382 |
0.7432 |
|
LOW |
0.7420 |
|
0.618 |
0.7401 |
|
1.000 |
0.7390 |
|
1.618 |
0.7371 |
|
2.618 |
0.7340 |
|
4.250 |
0.7290 |
|
|
| Fisher Pivots for day following 14-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7435 |
0.7436 |
| PP |
0.7432 |
0.7432 |
| S1 |
0.7428 |
0.7428 |
|