CME Canadian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 30-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2017 |
30-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7480 |
0.7511 |
0.0031 |
0.4% |
0.7502 |
| High |
0.7515 |
0.7541 |
0.0026 |
0.3% |
0.7549 |
| Low |
0.7471 |
0.7498 |
0.0028 |
0.4% |
0.7466 |
| Close |
0.7511 |
0.7519 |
0.0009 |
0.1% |
0.7483 |
| Range |
0.0045 |
0.0043 |
-0.0002 |
-4.5% |
0.0083 |
| ATR |
0.0045 |
0.0045 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
55,301 |
62,726 |
7,425 |
13.4% |
266,747 |
|
| Daily Pivots for day following 30-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7647 |
0.7625 |
0.7542 |
|
| R3 |
0.7604 |
0.7583 |
0.7531 |
|
| R2 |
0.7562 |
0.7562 |
0.7527 |
|
| R1 |
0.7540 |
0.7540 |
0.7523 |
0.7551 |
| PP |
0.7519 |
0.7519 |
0.7519 |
0.7525 |
| S1 |
0.7498 |
0.7498 |
0.7515 |
0.7509 |
| S2 |
0.7477 |
0.7477 |
0.7511 |
|
| S3 |
0.7434 |
0.7455 |
0.7507 |
|
| S4 |
0.7392 |
0.7413 |
0.7496 |
|
|
| 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 |
0.7541 |
0.7463 |
0.0078 |
1.0% |
0.0038 |
0.5% |
72% |
True |
False |
52,848 |
| 10 |
0.7549 |
0.7463 |
0.0086 |
1.1% |
0.0040 |
0.5% |
65% |
False |
False |
54,120 |
| 20 |
0.7549 |
0.7398 |
0.0151 |
2.0% |
0.0042 |
0.6% |
80% |
False |
False |
53,310 |
| 40 |
0.7715 |
0.7398 |
0.0317 |
4.2% |
0.0046 |
0.6% |
38% |
False |
False |
27,348 |
| 60 |
0.7723 |
0.7398 |
0.0325 |
4.3% |
0.0053 |
0.7% |
37% |
False |
False |
18,305 |
| 80 |
0.7723 |
0.7371 |
0.0352 |
4.7% |
0.0051 |
0.7% |
42% |
False |
False |
13,763 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7721 |
|
2.618 |
0.7652 |
|
1.618 |
0.7609 |
|
1.000 |
0.7583 |
|
0.618 |
0.7567 |
|
HIGH |
0.7541 |
|
0.618 |
0.7524 |
|
0.500 |
0.7519 |
|
0.382 |
0.7514 |
|
LOW |
0.7498 |
|
0.618 |
0.7472 |
|
1.000 |
0.7456 |
|
1.618 |
0.7429 |
|
2.618 |
0.7387 |
|
4.250 |
0.7317 |
|
|
| Fisher Pivots for day following 30-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7519 |
0.7513 |
| PP |
0.7519 |
0.7508 |
| S1 |
0.7519 |
0.7502 |
|