CME Canadian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 04-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2017 |
04-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7521 |
0.7484 |
-0.0037 |
-0.5% |
0.7494 |
| High |
0.7522 |
0.7485 |
-0.0037 |
-0.5% |
0.7541 |
| Low |
0.7470 |
0.7439 |
-0.0032 |
-0.4% |
0.7463 |
| Close |
0.7478 |
0.7464 |
-0.0015 |
-0.2% |
0.7533 |
| Range |
0.0052 |
0.0046 |
-0.0006 |
-10.7% |
0.0078 |
| ATR |
0.0046 |
0.0046 |
0.0000 |
0.0% |
0.0000 |
| Volume |
66,707 |
57,048 |
-9,659 |
-14.5% |
284,195 |
|
| Daily Pivots for day following 04-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7600 |
0.7578 |
0.7489 |
|
| R3 |
0.7554 |
0.7532 |
0.7476 |
|
| R2 |
0.7508 |
0.7508 |
0.7472 |
|
| R1 |
0.7486 |
0.7486 |
0.7468 |
0.7474 |
| PP |
0.7462 |
0.7462 |
0.7462 |
0.7456 |
| S1 |
0.7440 |
0.7440 |
0.7459 |
0.7428 |
| S2 |
0.7416 |
0.7416 |
0.7455 |
|
| S3 |
0.7370 |
0.7394 |
0.7451 |
|
| S4 |
0.7324 |
0.7348 |
0.7438 |
|
|
| 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 |
0.7439 |
0.0102 |
1.4% |
0.0046 |
0.6% |
25% |
False |
True |
61,299 |
| 10 |
0.7541 |
0.7439 |
0.0102 |
1.4% |
0.0041 |
0.5% |
25% |
False |
True |
55,853 |
| 20 |
0.7549 |
0.7398 |
0.0151 |
2.0% |
0.0045 |
0.6% |
44% |
False |
False |
61,114 |
| 40 |
0.7695 |
0.7398 |
0.0297 |
4.0% |
0.0046 |
0.6% |
22% |
False |
False |
32,038 |
| 60 |
0.7723 |
0.7398 |
0.0325 |
4.3% |
0.0052 |
0.7% |
20% |
False |
False |
21,438 |
| 80 |
0.7723 |
0.7371 |
0.0352 |
4.7% |
0.0051 |
0.7% |
26% |
False |
False |
16,115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7680 |
|
2.618 |
0.7605 |
|
1.618 |
0.7559 |
|
1.000 |
0.7531 |
|
0.618 |
0.7513 |
|
HIGH |
0.7485 |
|
0.618 |
0.7467 |
|
0.500 |
0.7462 |
|
0.382 |
0.7456 |
|
LOW |
0.7439 |
|
0.618 |
0.7410 |
|
1.000 |
0.7393 |
|
1.618 |
0.7364 |
|
2.618 |
0.7318 |
|
4.250 |
0.7243 |
|
|
| Fisher Pivots for day following 04-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7463 |
0.7487 |
| PP |
0.7462 |
0.7479 |
| S1 |
0.7462 |
0.7471 |
|