CME Canadian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 23-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2017 |
23-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7496 |
0.7510 |
0.0014 |
0.2% |
0.7441 |
| High |
0.7517 |
0.7520 |
0.0003 |
0.0% |
0.7542 |
| Low |
0.7466 |
0.7496 |
0.0030 |
0.4% |
0.7420 |
| Close |
0.7504 |
0.7505 |
0.0001 |
0.0% |
0.7506 |
| Range |
0.0051 |
0.0024 |
-0.0027 |
-52.5% |
0.0122 |
| ATR |
0.0049 |
0.0047 |
-0.0002 |
-3.7% |
0.0000 |
| Volume |
61,709 |
44,112 |
-17,597 |
-28.5% |
338,891 |
|
| Daily Pivots for day following 23-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7579 |
0.7566 |
0.7518 |
|
| R3 |
0.7555 |
0.7542 |
0.7512 |
|
| R2 |
0.7531 |
0.7531 |
0.7509 |
|
| R1 |
0.7518 |
0.7518 |
0.7507 |
0.7512 |
| PP |
0.7507 |
0.7507 |
0.7507 |
0.7504 |
| S1 |
0.7494 |
0.7494 |
0.7503 |
0.7488 |
| S2 |
0.7483 |
0.7483 |
0.7501 |
|
| S3 |
0.7459 |
0.7470 |
0.7498 |
|
| S4 |
0.7435 |
0.7446 |
0.7492 |
|
|
| 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 |
0.7549 |
0.7466 |
0.0083 |
1.1% |
0.0043 |
0.6% |
47% |
False |
False |
55,393 |
| 10 |
0.7549 |
0.7410 |
0.0139 |
1.9% |
0.0047 |
0.6% |
69% |
False |
False |
65,737 |
| 20 |
0.7672 |
0.7398 |
0.0274 |
3.7% |
0.0046 |
0.6% |
39% |
False |
False |
41,049 |
| 40 |
0.7723 |
0.7398 |
0.0325 |
4.3% |
0.0048 |
0.6% |
33% |
False |
False |
20,763 |
| 60 |
0.7723 |
0.7371 |
0.0352 |
4.7% |
0.0053 |
0.7% |
38% |
False |
False |
13,912 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7622 |
|
2.618 |
0.7582 |
|
1.618 |
0.7558 |
|
1.000 |
0.7544 |
|
0.618 |
0.7534 |
|
HIGH |
0.7520 |
|
0.618 |
0.7510 |
|
0.500 |
0.7508 |
|
0.382 |
0.7505 |
|
LOW |
0.7496 |
|
0.618 |
0.7481 |
|
1.000 |
0.7472 |
|
1.618 |
0.7457 |
|
2.618 |
0.7433 |
|
4.250 |
0.7394 |
|
|
| Fisher Pivots for day following 23-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7508 |
0.7507 |
| PP |
0.7507 |
0.7507 |
| S1 |
0.7506 |
0.7506 |
|