CME Canadian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 06-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2017 |
06-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7468 |
0.7449 |
-0.0019 |
-0.3% |
0.7494 |
| High |
0.7483 |
0.7471 |
-0.0012 |
-0.2% |
0.7541 |
| Low |
0.7448 |
0.7442 |
-0.0006 |
-0.1% |
0.7463 |
| Close |
0.7465 |
0.7464 |
-0.0001 |
0.0% |
0.7533 |
| Range |
0.0035 |
0.0029 |
-0.0006 |
-17.1% |
0.0078 |
| ATR |
0.0045 |
0.0044 |
-0.0001 |
-2.6% |
0.0000 |
| Volume |
59,012 |
42,302 |
-16,710 |
-28.3% |
284,195 |
|
| Daily Pivots for day following 06-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7546 |
0.7534 |
0.7480 |
|
| R3 |
0.7517 |
0.7505 |
0.7472 |
|
| R2 |
0.7488 |
0.7488 |
0.7469 |
|
| R1 |
0.7476 |
0.7476 |
0.7467 |
0.7482 |
| PP |
0.7459 |
0.7459 |
0.7459 |
0.7462 |
| S1 |
0.7447 |
0.7447 |
0.7461 |
0.7453 |
| S2 |
0.7430 |
0.7430 |
0.7459 |
|
| S3 |
0.7401 |
0.7418 |
0.7456 |
|
| S4 |
0.7372 |
0.7389 |
0.7448 |
|
|
| 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 |
0.7536 |
0.7439 |
0.0097 |
1.3% |
0.0042 |
0.6% |
26% |
False |
False |
57,956 |
| 10 |
0.7541 |
0.7439 |
0.0102 |
1.4% |
0.0040 |
0.5% |
25% |
False |
False |
55,402 |
| 20 |
0.7549 |
0.7410 |
0.0139 |
1.9% |
0.0043 |
0.6% |
39% |
False |
False |
60,569 |
| 40 |
0.7695 |
0.7398 |
0.0297 |
4.0% |
0.0045 |
0.6% |
22% |
False |
False |
34,559 |
| 60 |
0.7723 |
0.7398 |
0.0325 |
4.3% |
0.0052 |
0.7% |
20% |
False |
False |
23,123 |
| 80 |
0.7723 |
0.7371 |
0.0352 |
4.7% |
0.0051 |
0.7% |
26% |
False |
False |
17,377 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7594 |
|
2.618 |
0.7546 |
|
1.618 |
0.7517 |
|
1.000 |
0.7500 |
|
0.618 |
0.7488 |
|
HIGH |
0.7471 |
|
0.618 |
0.7459 |
|
0.500 |
0.7456 |
|
0.382 |
0.7453 |
|
LOW |
0.7442 |
|
0.618 |
0.7424 |
|
1.000 |
0.7413 |
|
1.618 |
0.7395 |
|
2.618 |
0.7366 |
|
4.250 |
0.7318 |
|
|
| Fisher Pivots for day following 06-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7461 |
0.7463 |
| PP |
0.7459 |
0.7462 |
| S1 |
0.7456 |
0.7462 |
|