CME Canadian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 20-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2017 |
20-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7518 |
0.7502 |
-0.0016 |
-0.2% |
0.7441 |
| High |
0.7526 |
0.7527 |
0.0001 |
0.0% |
0.7542 |
| Low |
0.7485 |
0.7488 |
0.0003 |
0.0% |
0.7420 |
| Close |
0.7506 |
0.7494 |
-0.0013 |
-0.2% |
0.7506 |
| Range |
0.0042 |
0.0039 |
-0.0002 |
-6.0% |
0.0122 |
| ATR |
0.0049 |
0.0048 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
54,982 |
44,242 |
-10,740 |
-19.5% |
338,891 |
|
| Daily Pivots for day following 20-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7620 |
0.7596 |
0.7515 |
|
| R3 |
0.7581 |
0.7557 |
0.7504 |
|
| R2 |
0.7542 |
0.7542 |
0.7501 |
|
| R1 |
0.7518 |
0.7518 |
0.7497 |
0.7510 |
| PP |
0.7503 |
0.7503 |
0.7503 |
0.7499 |
| S1 |
0.7478 |
0.7478 |
0.7490 |
0.7471 |
| S2 |
0.7463 |
0.7463 |
0.7486 |
|
| S3 |
0.7424 |
0.7439 |
0.7483 |
|
| S4 |
0.7385 |
0.7400 |
0.7472 |
|
|
| Weekly Pivots for week ending 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7855 |
0.7803 |
0.7573 |
|
| R3 |
0.7733 |
0.7681 |
0.7540 |
|
| R2 |
0.7611 |
0.7611 |
0.7528 |
|
| R1 |
0.7559 |
0.7559 |
0.7517 |
0.7585 |
| PP |
0.7489 |
0.7489 |
0.7489 |
0.7503 |
| S1 |
0.7437 |
0.7437 |
0.7495 |
0.7463 |
| S2 |
0.7367 |
0.7367 |
0.7484 |
|
| S3 |
0.7245 |
0.7315 |
0.7472 |
|
| S4 |
0.7123 |
0.7193 |
0.7439 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7542 |
0.7420 |
0.0122 |
1.6% |
0.0052 |
0.7% |
60% |
False |
False |
65,218 |
| 10 |
0.7542 |
0.7398 |
0.0144 |
1.9% |
0.0045 |
0.6% |
66% |
False |
False |
61,088 |
| 20 |
0.7672 |
0.7398 |
0.0274 |
3.7% |
0.0047 |
0.6% |
35% |
False |
False |
32,404 |
| 40 |
0.7723 |
0.7398 |
0.0325 |
4.3% |
0.0051 |
0.7% |
29% |
False |
False |
16,335 |
| 60 |
0.7723 |
0.7371 |
0.0352 |
4.7% |
0.0053 |
0.7% |
35% |
False |
False |
10,958 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7692 |
|
2.618 |
0.7629 |
|
1.618 |
0.7590 |
|
1.000 |
0.7566 |
|
0.618 |
0.7551 |
|
HIGH |
0.7527 |
|
0.618 |
0.7512 |
|
0.500 |
0.7507 |
|
0.382 |
0.7502 |
|
LOW |
0.7488 |
|
0.618 |
0.7463 |
|
1.000 |
0.7448 |
|
1.618 |
0.7424 |
|
2.618 |
0.7385 |
|
4.250 |
0.7322 |
|
|
| Fisher Pivots for day following 20-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7507 |
0.7513 |
| PP |
0.7503 |
0.7507 |
| S1 |
0.7498 |
0.7500 |
|