CME Canadian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 28-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2017 |
28-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7494 |
0.7481 |
-0.0014 |
-0.2% |
0.7502 |
| High |
0.7516 |
0.7498 |
-0.0018 |
-0.2% |
0.7549 |
| Low |
0.7469 |
0.7463 |
-0.0006 |
-0.1% |
0.7466 |
| Close |
0.7486 |
0.7483 |
-0.0003 |
0.0% |
0.7483 |
| Range |
0.0047 |
0.0035 |
-0.0013 |
-26.6% |
0.0083 |
| ATR |
0.0046 |
0.0045 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
52,555 |
48,898 |
-3,657 |
-7.0% |
266,747 |
|
| Daily Pivots for day following 28-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7585 |
0.7568 |
0.7502 |
|
| R3 |
0.7550 |
0.7534 |
0.7492 |
|
| R2 |
0.7516 |
0.7516 |
0.7489 |
|
| R1 |
0.7499 |
0.7499 |
0.7486 |
0.7508 |
| PP |
0.7481 |
0.7481 |
0.7481 |
0.7485 |
| S1 |
0.7465 |
0.7465 |
0.7480 |
0.7473 |
| S2 |
0.7447 |
0.7447 |
0.7477 |
|
| S3 |
0.7412 |
0.7430 |
0.7474 |
|
| S4 |
0.7378 |
0.7396 |
0.7464 |
|
|
| 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 |
0.7520 |
0.7463 |
0.0057 |
0.8% |
0.0036 |
0.5% |
35% |
False |
True |
50,406 |
| 10 |
0.7549 |
0.7426 |
0.0123 |
1.6% |
0.0047 |
0.6% |
47% |
False |
False |
59,078 |
| 20 |
0.7549 |
0.7398 |
0.0151 |
2.0% |
0.0042 |
0.6% |
56% |
False |
False |
47,995 |
| 40 |
0.7723 |
0.7398 |
0.0325 |
4.3% |
0.0047 |
0.6% |
26% |
False |
False |
24,407 |
| 60 |
0.7723 |
0.7398 |
0.0325 |
4.3% |
0.0053 |
0.7% |
26% |
False |
False |
16,344 |
| 80 |
0.7723 |
0.7371 |
0.0352 |
4.7% |
0.0051 |
0.7% |
32% |
False |
False |
12,289 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7644 |
|
2.618 |
0.7588 |
|
1.618 |
0.7553 |
|
1.000 |
0.7532 |
|
0.618 |
0.7519 |
|
HIGH |
0.7498 |
|
0.618 |
0.7484 |
|
0.500 |
0.7480 |
|
0.382 |
0.7476 |
|
LOW |
0.7463 |
|
0.618 |
0.7442 |
|
1.000 |
0.7429 |
|
1.618 |
0.7407 |
|
2.618 |
0.7373 |
|
4.250 |
0.7316 |
|
|
| Fisher Pivots for day following 28-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7482 |
0.7489 |
| PP |
0.7481 |
0.7487 |
| S1 |
0.7480 |
0.7485 |
|