CME Canadian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 29-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2017 |
29-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7481 |
0.7480 |
-0.0001 |
0.0% |
0.7502 |
| High |
0.7498 |
0.7515 |
0.0018 |
0.2% |
0.7549 |
| Low |
0.7463 |
0.7471 |
0.0008 |
0.1% |
0.7466 |
| Close |
0.7483 |
0.7511 |
0.0028 |
0.4% |
0.7483 |
| Range |
0.0035 |
0.0045 |
0.0010 |
29.0% |
0.0083 |
| ATR |
0.0045 |
0.0045 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
48,898 |
55,301 |
6,403 |
13.1% |
266,747 |
|
| Daily Pivots for day following 29-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7632 |
0.7616 |
0.7535 |
|
| R3 |
0.7588 |
0.7571 |
0.7523 |
|
| R2 |
0.7543 |
0.7543 |
0.7519 |
|
| R1 |
0.7527 |
0.7527 |
0.7515 |
0.7535 |
| PP |
0.7499 |
0.7499 |
0.7499 |
0.7503 |
| S1 |
0.7482 |
0.7482 |
0.7506 |
0.7491 |
| S2 |
0.7454 |
0.7454 |
0.7502 |
|
| S3 |
0.7410 |
0.7438 |
0.7498 |
|
| S4 |
0.7365 |
0.7393 |
0.7486 |
|
|
| 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% |
0.0035 |
0.5% |
84% |
False |
False |
49,125 |
| 10 |
0.7549 |
0.7463 |
0.0086 |
1.1% |
0.0041 |
0.5% |
56% |
False |
False |
55,086 |
| 20 |
0.7549 |
0.7398 |
0.0151 |
2.0% |
0.0042 |
0.6% |
75% |
False |
False |
50,608 |
| 40 |
0.7715 |
0.7398 |
0.0317 |
4.2% |
0.0046 |
0.6% |
36% |
False |
False |
25,785 |
| 60 |
0.7723 |
0.7398 |
0.0325 |
4.3% |
0.0053 |
0.7% |
35% |
False |
False |
17,262 |
| 80 |
0.7723 |
0.7371 |
0.0352 |
4.7% |
0.0051 |
0.7% |
40% |
False |
False |
12,979 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7704 |
|
2.618 |
0.7632 |
|
1.618 |
0.7587 |
|
1.000 |
0.7560 |
|
0.618 |
0.7543 |
|
HIGH |
0.7515 |
|
0.618 |
0.7498 |
|
0.500 |
0.7493 |
|
0.382 |
0.7487 |
|
LOW |
0.7471 |
|
0.618 |
0.7443 |
|
1.000 |
0.7426 |
|
1.618 |
0.7398 |
|
2.618 |
0.7354 |
|
4.250 |
0.7281 |
|
|
| Fisher Pivots for day following 29-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7505 |
0.7503 |
| PP |
0.7499 |
0.7496 |
| S1 |
0.7493 |
0.7489 |
|