CME Canadian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 27-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2017 |
27-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7497 |
0.7494 |
-0.0003 |
0.0% |
0.7502 |
| High |
0.7502 |
0.7516 |
0.0014 |
0.2% |
0.7549 |
| Low |
0.7479 |
0.7469 |
-0.0011 |
-0.1% |
0.7466 |
| Close |
0.7483 |
0.7486 |
0.0003 |
0.0% |
0.7483 |
| Range |
0.0023 |
0.0047 |
0.0025 |
108.9% |
0.0083 |
| ATR |
0.0046 |
0.0046 |
0.0000 |
0.2% |
0.0000 |
| Volume |
44,760 |
52,555 |
7,795 |
17.4% |
266,747 |
|
| Daily Pivots for day following 27-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7631 |
0.7606 |
0.7512 |
|
| R3 |
0.7584 |
0.7559 |
0.7499 |
|
| R2 |
0.7537 |
0.7537 |
0.7495 |
|
| R1 |
0.7512 |
0.7512 |
0.7490 |
0.7501 |
| PP |
0.7490 |
0.7490 |
0.7490 |
0.7485 |
| S1 |
0.7465 |
0.7465 |
0.7482 |
0.7454 |
| S2 |
0.7443 |
0.7443 |
0.7477 |
|
| S3 |
0.7396 |
0.7418 |
0.7473 |
|
| S4 |
0.7349 |
0.7371 |
0.7460 |
|
|
| Weekly Pivots for week ending 24-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7747 |
0.7697 |
0.7528 |
|
| R3 |
0.7664 |
0.7615 |
0.7506 |
|
| R2 |
0.7582 |
0.7582 |
0.7498 |
|
| R1 |
0.7532 |
0.7532 |
0.7491 |
0.7516 |
| PP |
0.7499 |
0.7499 |
0.7499 |
0.7491 |
| S1 |
0.7450 |
0.7450 |
0.7475 |
0.7433 |
| S2 |
0.7417 |
0.7417 |
0.7468 |
|
| S3 |
0.7334 |
0.7367 |
0.7460 |
|
| S4 |
0.7252 |
0.7285 |
0.7438 |
|
|
| 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% |
0.0040 |
0.5% |
24% |
False |
False |
55,012 |
| 10 |
0.7549 |
0.7420 |
0.0129 |
1.7% |
0.0046 |
0.6% |
51% |
False |
False |
60,115 |
| 20 |
0.7604 |
0.7398 |
0.0206 |
2.8% |
0.0044 |
0.6% |
43% |
False |
False |
45,835 |
| 40 |
0.7723 |
0.7398 |
0.0325 |
4.3% |
0.0048 |
0.6% |
27% |
False |
False |
23,191 |
| 60 |
0.7723 |
0.7393 |
0.0330 |
4.4% |
0.0053 |
0.7% |
28% |
False |
False |
15,531 |
| 80 |
0.7723 |
0.7371 |
0.0352 |
4.7% |
0.0051 |
0.7% |
33% |
False |
False |
11,678 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7715 |
|
2.618 |
0.7639 |
|
1.618 |
0.7592 |
|
1.000 |
0.7563 |
|
0.618 |
0.7545 |
|
HIGH |
0.7516 |
|
0.618 |
0.7498 |
|
0.500 |
0.7492 |
|
0.382 |
0.7486 |
|
LOW |
0.7469 |
|
0.618 |
0.7439 |
|
1.000 |
0.7422 |
|
1.618 |
0.7392 |
|
2.618 |
0.7345 |
|
4.250 |
0.7269 |
|
|
| Fisher Pivots for day following 27-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7492 |
0.7494 |
| PP |
0.7490 |
0.7491 |
| S1 |
0.7488 |
0.7489 |
|