CME Canadian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 16-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2017 |
16-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7426 |
0.7528 |
0.0102 |
1.4% |
0.7481 |
| High |
0.7531 |
0.7542 |
0.0011 |
0.1% |
0.7487 |
| Low |
0.7426 |
0.7499 |
0.0073 |
1.0% |
0.7398 |
| Close |
0.7512 |
0.7509 |
-0.0003 |
0.0% |
0.7436 |
| Range |
0.0106 |
0.0044 |
-0.0062 |
-58.8% |
0.0089 |
| ATR |
0.0050 |
0.0050 |
0.0000 |
-0.9% |
0.0000 |
| Volume |
95,219 |
72,381 |
-22,838 |
-24.0% |
234,827 |
|
| Daily Pivots for day following 16-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7647 |
0.7622 |
0.7533 |
|
| R3 |
0.7604 |
0.7578 |
0.7521 |
|
| R2 |
0.7560 |
0.7560 |
0.7517 |
|
| R1 |
0.7535 |
0.7535 |
0.7513 |
0.7526 |
| PP |
0.7517 |
0.7517 |
0.7517 |
0.7512 |
| S1 |
0.7491 |
0.7491 |
0.7505 |
0.7482 |
| S2 |
0.7473 |
0.7473 |
0.7501 |
|
| S3 |
0.7430 |
0.7448 |
0.7497 |
|
| S4 |
0.7386 |
0.7404 |
0.7485 |
|
|
| 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 |
0.7542 |
0.7410 |
0.0133 |
1.8% |
0.0051 |
0.7% |
75% |
True |
False |
76,080 |
| 10 |
0.7542 |
0.7398 |
0.0144 |
1.9% |
0.0044 |
0.6% |
77% |
True |
False |
52,500 |
| 20 |
0.7695 |
0.7398 |
0.0297 |
4.0% |
0.0047 |
0.6% |
37% |
False |
False |
27,468 |
| 40 |
0.7723 |
0.7398 |
0.0325 |
4.3% |
0.0051 |
0.7% |
34% |
False |
False |
13,871 |
| 60 |
0.7723 |
0.7371 |
0.0352 |
4.7% |
0.0054 |
0.7% |
39% |
False |
False |
9,307 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7727 |
|
2.618 |
0.7656 |
|
1.618 |
0.7612 |
|
1.000 |
0.7586 |
|
0.618 |
0.7569 |
|
HIGH |
0.7542 |
|
0.618 |
0.7525 |
|
0.500 |
0.7520 |
|
0.382 |
0.7515 |
|
LOW |
0.7499 |
|
0.618 |
0.7472 |
|
1.000 |
0.7455 |
|
1.618 |
0.7428 |
|
2.618 |
0.7385 |
|
4.250 |
0.7314 |
|
|
| Fisher Pivots for day following 16-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7520 |
0.7500 |
| PP |
0.7517 |
0.7490 |
| S1 |
0.7513 |
0.7481 |
|