CME Canadian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 10-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2017 |
10-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7459 |
0.7465 |
0.0006 |
0.1% |
0.7521 |
| High |
0.7502 |
0.7515 |
0.0013 |
0.2% |
0.7522 |
| Low |
0.7452 |
0.7454 |
0.0002 |
0.0% |
0.7439 |
| Close |
0.7462 |
0.7509 |
0.0047 |
0.6% |
0.7462 |
| Range |
0.0050 |
0.0061 |
0.0011 |
22.0% |
0.0083 |
| ATR |
0.0045 |
0.0046 |
0.0001 |
2.6% |
0.0000 |
| Volume |
72,544 |
48,612 |
-23,932 |
-33.0% |
297,613 |
|
| Daily Pivots for day following 10-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7675 |
0.7653 |
0.7542 |
|
| R3 |
0.7614 |
0.7592 |
0.7525 |
|
| R2 |
0.7553 |
0.7553 |
0.7520 |
|
| R1 |
0.7531 |
0.7531 |
0.7514 |
0.7542 |
| PP |
0.7493 |
0.7493 |
0.7493 |
0.7498 |
| S1 |
0.7470 |
0.7470 |
0.7503 |
0.7481 |
| S2 |
0.7432 |
0.7432 |
0.7497 |
|
| S3 |
0.7371 |
0.7409 |
0.7492 |
|
| S4 |
0.7310 |
0.7348 |
0.7475 |
|
|
| Weekly Pivots for week ending 07-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7723 |
0.7675 |
0.7507 |
|
| R3 |
0.7640 |
0.7592 |
0.7484 |
|
| R2 |
0.7557 |
0.7557 |
0.7477 |
|
| R1 |
0.7509 |
0.7509 |
0.7469 |
0.7492 |
| PP |
0.7474 |
0.7474 |
0.7474 |
0.7465 |
| S1 |
0.7426 |
0.7426 |
0.7454 |
0.7409 |
| S2 |
0.7391 |
0.7391 |
0.7446 |
|
| S3 |
0.7308 |
0.7343 |
0.7439 |
|
| S4 |
0.7225 |
0.7260 |
0.7416 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7515 |
0.7439 |
0.0077 |
1.0% |
0.0044 |
0.6% |
92% |
True |
False |
55,903 |
| 10 |
0.7541 |
0.7439 |
0.0102 |
1.4% |
0.0044 |
0.6% |
69% |
False |
False |
57,786 |
| 20 |
0.7549 |
0.7420 |
0.0129 |
1.7% |
0.0045 |
0.6% |
69% |
False |
False |
58,950 |
| 40 |
0.7695 |
0.7398 |
0.0297 |
4.0% |
0.0045 |
0.6% |
37% |
False |
False |
37,569 |
| 60 |
0.7723 |
0.7398 |
0.0325 |
4.3% |
0.0051 |
0.7% |
34% |
False |
False |
25,131 |
| 80 |
0.7723 |
0.7371 |
0.0352 |
4.7% |
0.0052 |
0.7% |
39% |
False |
False |
18,886 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7774 |
|
2.618 |
0.7675 |
|
1.618 |
0.7614 |
|
1.000 |
0.7576 |
|
0.618 |
0.7553 |
|
HIGH |
0.7515 |
|
0.618 |
0.7492 |
|
0.500 |
0.7485 |
|
0.382 |
0.7477 |
|
LOW |
0.7454 |
|
0.618 |
0.7416 |
|
1.000 |
0.7393 |
|
1.618 |
0.7355 |
|
2.618 |
0.7294 |
|
4.250 |
0.7195 |
|
|
| Fisher Pivots for day following 10-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7501 |
0.7498 |
| PP |
0.7493 |
0.7488 |
| S1 |
0.7485 |
0.7478 |
|