CME Canadian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 12-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2017 |
12-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7511 |
0.7513 |
0.0002 |
0.0% |
0.7521 |
| High |
0.7520 |
0.7563 |
0.0043 |
0.6% |
0.7522 |
| Low |
0.7494 |
0.7504 |
0.0011 |
0.1% |
0.7439 |
| Close |
0.7508 |
0.7514 |
0.0006 |
0.1% |
0.7462 |
| Range |
0.0027 |
0.0058 |
0.0032 |
120.8% |
0.0083 |
| ATR |
0.0044 |
0.0045 |
0.0001 |
2.3% |
0.0000 |
| Volume |
50,063 |
105,724 |
55,661 |
111.2% |
297,613 |
|
| Daily Pivots for day following 12-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7702 |
0.7666 |
0.7546 |
|
| R3 |
0.7644 |
0.7608 |
0.7530 |
|
| R2 |
0.7585 |
0.7585 |
0.7524 |
|
| R1 |
0.7549 |
0.7549 |
0.7519 |
0.7567 |
| PP |
0.7527 |
0.7527 |
0.7527 |
0.7536 |
| S1 |
0.7491 |
0.7491 |
0.7508 |
0.7509 |
| S2 |
0.7468 |
0.7468 |
0.7503 |
|
| S3 |
0.7410 |
0.7432 |
0.7497 |
|
| S4 |
0.7351 |
0.7374 |
0.7481 |
|
|
| 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 |
0.7563 |
0.7442 |
0.0121 |
1.6% |
0.0045 |
0.6% |
60% |
True |
False |
63,849 |
| 10 |
0.7563 |
0.7439 |
0.0124 |
1.7% |
0.0045 |
0.6% |
60% |
True |
False |
62,945 |
| 20 |
0.7563 |
0.7439 |
0.0124 |
1.7% |
0.0043 |
0.6% |
60% |
True |
False |
59,015 |
| 40 |
0.7695 |
0.7398 |
0.0297 |
4.0% |
0.0045 |
0.6% |
39% |
False |
False |
41,446 |
| 60 |
0.7723 |
0.7398 |
0.0325 |
4.3% |
0.0050 |
0.7% |
36% |
False |
False |
27,723 |
| 80 |
0.7723 |
0.7371 |
0.0352 |
4.7% |
0.0051 |
0.7% |
41% |
False |
False |
20,829 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7811 |
|
2.618 |
0.7716 |
|
1.618 |
0.7657 |
|
1.000 |
0.7621 |
|
0.618 |
0.7599 |
|
HIGH |
0.7563 |
|
0.618 |
0.7540 |
|
0.500 |
0.7533 |
|
0.382 |
0.7526 |
|
LOW |
0.7504 |
|
0.618 |
0.7468 |
|
1.000 |
0.7446 |
|
1.618 |
0.7409 |
|
2.618 |
0.7351 |
|
4.250 |
0.7255 |
|
|
| Fisher Pivots for day following 12-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7533 |
0.7512 |
| PP |
0.7527 |
0.7510 |
| S1 |
0.7520 |
0.7508 |
|