CME Canadian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 03-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2017 |
03-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7505 |
0.7521 |
0.0016 |
0.2% |
0.7494 |
| High |
0.7536 |
0.7522 |
-0.0014 |
-0.2% |
0.7541 |
| Low |
0.7489 |
0.7470 |
-0.0019 |
-0.2% |
0.7463 |
| Close |
0.7533 |
0.7478 |
-0.0055 |
-0.7% |
0.7533 |
| Range |
0.0047 |
0.0052 |
0.0005 |
9.6% |
0.0078 |
| ATR |
0.0045 |
0.0046 |
0.0001 |
2.9% |
0.0000 |
| Volume |
64,715 |
66,707 |
1,992 |
3.1% |
284,195 |
|
| Daily Pivots for day following 03-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7644 |
0.7613 |
0.7506 |
|
| R3 |
0.7593 |
0.7561 |
0.7492 |
|
| R2 |
0.7541 |
0.7541 |
0.7487 |
|
| R1 |
0.7510 |
0.7510 |
0.7483 |
0.7500 |
| PP |
0.7490 |
0.7490 |
0.7490 |
0.7485 |
| S1 |
0.7458 |
0.7458 |
0.7473 |
0.7448 |
| S2 |
0.7438 |
0.7438 |
0.7469 |
|
| S3 |
0.7387 |
0.7407 |
0.7464 |
|
| S4 |
0.7335 |
0.7355 |
0.7450 |
|
|
| Weekly Pivots for week ending 31-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7745 |
0.7716 |
0.7576 |
|
| R3 |
0.7667 |
0.7639 |
0.7554 |
|
| R2 |
0.7590 |
0.7590 |
0.7547 |
|
| R1 |
0.7561 |
0.7561 |
0.7540 |
0.7576 |
| PP |
0.7512 |
0.7512 |
0.7512 |
0.7519 |
| S1 |
0.7484 |
0.7484 |
0.7526 |
0.7498 |
| S2 |
0.7435 |
0.7435 |
0.7519 |
|
| S3 |
0.7357 |
0.7406 |
0.7512 |
|
| S4 |
0.7280 |
0.7329 |
0.7490 |
|
|
| 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% |
0.0044 |
0.6% |
19% |
False |
False |
59,669 |
| 10 |
0.7549 |
0.7463 |
0.0086 |
1.1% |
0.0042 |
0.6% |
18% |
False |
False |
57,340 |
| 20 |
0.7549 |
0.7398 |
0.0151 |
2.0% |
0.0044 |
0.6% |
53% |
False |
False |
59,214 |
| 40 |
0.7697 |
0.7398 |
0.0299 |
4.0% |
0.0047 |
0.6% |
27% |
False |
False |
30,618 |
| 60 |
0.7723 |
0.7398 |
0.0325 |
4.3% |
0.0052 |
0.7% |
25% |
False |
False |
20,490 |
| 80 |
0.7723 |
0.7371 |
0.0352 |
4.7% |
0.0051 |
0.7% |
30% |
False |
False |
15,405 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7740 |
|
2.618 |
0.7656 |
|
1.618 |
0.7605 |
|
1.000 |
0.7573 |
|
0.618 |
0.7553 |
|
HIGH |
0.7522 |
|
0.618 |
0.7502 |
|
0.500 |
0.7496 |
|
0.382 |
0.7490 |
|
LOW |
0.7470 |
|
0.618 |
0.7438 |
|
1.000 |
0.7418 |
|
1.618 |
0.7387 |
|
2.618 |
0.7335 |
|
4.250 |
0.7251 |
|
|
| Fisher Pivots for day following 03-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7496 |
0.7505 |
| PP |
0.7490 |
0.7496 |
| S1 |
0.7484 |
0.7487 |
|