CME Canadian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 15-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2017 |
15-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7447 |
0.7426 |
-0.0021 |
-0.3% |
0.7481 |
| High |
0.7451 |
0.7531 |
0.0081 |
1.1% |
0.7487 |
| Low |
0.7420 |
0.7426 |
0.0006 |
0.1% |
0.7398 |
| Close |
0.7425 |
0.7512 |
0.0087 |
1.2% |
0.7436 |
| Range |
0.0031 |
0.0106 |
0.0075 |
245.9% |
0.0089 |
| ATR |
0.0046 |
0.0050 |
0.0004 |
9.5% |
0.0000 |
| Volume |
59,270 |
95,219 |
35,949 |
60.7% |
234,827 |
|
| Daily Pivots for day following 15-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7806 |
0.7764 |
0.7570 |
|
| R3 |
0.7700 |
0.7659 |
0.7541 |
|
| R2 |
0.7595 |
0.7595 |
0.7531 |
|
| R1 |
0.7553 |
0.7553 |
0.7521 |
0.7574 |
| PP |
0.7489 |
0.7489 |
0.7489 |
0.7500 |
| S1 |
0.7448 |
0.7448 |
0.7502 |
0.7469 |
| S2 |
0.7384 |
0.7384 |
0.7492 |
|
| S3 |
0.7278 |
0.7342 |
0.7482 |
|
| S4 |
0.7173 |
0.7237 |
0.7453 |
|
|
| 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 |
0.7531 |
0.7398 |
0.0133 |
1.8% |
0.0049 |
0.6% |
85% |
True |
False |
73,125 |
| 10 |
0.7531 |
0.7398 |
0.0133 |
1.8% |
0.0043 |
0.6% |
85% |
True |
False |
46,130 |
| 20 |
0.7695 |
0.7398 |
0.0297 |
4.0% |
0.0046 |
0.6% |
38% |
False |
False |
23,877 |
| 40 |
0.7723 |
0.7398 |
0.0325 |
4.3% |
0.0054 |
0.7% |
35% |
False |
False |
12,077 |
| 60 |
0.7723 |
0.7371 |
0.0352 |
4.7% |
0.0054 |
0.7% |
40% |
False |
False |
8,101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7979 |
|
2.618 |
0.7807 |
|
1.618 |
0.7702 |
|
1.000 |
0.7637 |
|
0.618 |
0.7596 |
|
HIGH |
0.7531 |
|
0.618 |
0.7491 |
|
0.500 |
0.7478 |
|
0.382 |
0.7466 |
|
LOW |
0.7426 |
|
0.618 |
0.7360 |
|
1.000 |
0.7320 |
|
1.618 |
0.7255 |
|
2.618 |
0.7149 |
|
4.250 |
0.6977 |
|
|
| Fisher Pivots for day following 15-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7500 |
0.7500 |
| PP |
0.7489 |
0.7488 |
| S1 |
0.7478 |
0.7476 |
|