CME Canadian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 17-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2017 |
17-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7553 |
0.7512 |
-0.0041 |
-0.5% |
0.7465 |
| High |
0.7569 |
0.7546 |
-0.0023 |
-0.3% |
0.7569 |
| Low |
0.7503 |
0.7512 |
0.0010 |
0.1% |
0.7454 |
| Close |
0.7532 |
0.7521 |
-0.0011 |
-0.1% |
0.7532 |
| Range |
0.0066 |
0.0034 |
-0.0032 |
-48.5% |
0.0114 |
| ATR |
0.0047 |
0.0046 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
60,503 |
27,464 |
-33,039 |
-54.6% |
264,902 |
|
| Daily Pivots for day following 17-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7628 |
0.7609 |
0.7540 |
|
| R3 |
0.7594 |
0.7575 |
0.7530 |
|
| R2 |
0.7560 |
0.7560 |
0.7527 |
|
| R1 |
0.7541 |
0.7541 |
0.7524 |
0.7551 |
| PP |
0.7526 |
0.7526 |
0.7526 |
0.7531 |
| S1 |
0.7507 |
0.7507 |
0.7518 |
0.7517 |
| S2 |
0.7492 |
0.7492 |
0.7515 |
|
| S3 |
0.7458 |
0.7473 |
0.7512 |
|
| S4 |
0.7424 |
0.7439 |
0.7502 |
|
|
| Weekly Pivots for week ending 14-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7862 |
0.7811 |
0.7595 |
|
| R3 |
0.7747 |
0.7697 |
0.7563 |
|
| R2 |
0.7633 |
0.7633 |
0.7553 |
|
| R1 |
0.7582 |
0.7582 |
0.7542 |
0.7608 |
| PP |
0.7518 |
0.7518 |
0.7518 |
0.7531 |
| S1 |
0.7468 |
0.7468 |
0.7522 |
0.7493 |
| S2 |
0.7404 |
0.7404 |
0.7511 |
|
| S3 |
0.7289 |
0.7353 |
0.7501 |
|
| S4 |
0.7175 |
0.7239 |
0.7469 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7569 |
0.7454 |
0.0114 |
1.5% |
0.0049 |
0.7% |
59% |
False |
False |
58,473 |
| 10 |
0.7569 |
0.7439 |
0.0130 |
1.7% |
0.0046 |
0.6% |
63% |
False |
False |
58,997 |
| 20 |
0.7569 |
0.7439 |
0.0130 |
1.7% |
0.0043 |
0.6% |
63% |
False |
False |
57,046 |
| 40 |
0.7672 |
0.7398 |
0.0274 |
3.6% |
0.0045 |
0.6% |
45% |
False |
False |
43,625 |
| 60 |
0.7723 |
0.7398 |
0.0325 |
4.3% |
0.0048 |
0.6% |
38% |
False |
False |
29,175 |
| 80 |
0.7723 |
0.7371 |
0.0352 |
4.7% |
0.0051 |
0.7% |
43% |
False |
False |
21,927 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7691 |
|
2.618 |
0.7635 |
|
1.618 |
0.7601 |
|
1.000 |
0.7580 |
|
0.618 |
0.7567 |
|
HIGH |
0.7546 |
|
0.618 |
0.7533 |
|
0.500 |
0.7529 |
|
0.382 |
0.7525 |
|
LOW |
0.7512 |
|
0.618 |
0.7491 |
|
1.000 |
0.7478 |
|
1.618 |
0.7457 |
|
2.618 |
0.7423 |
|
4.250 |
0.7368 |
|
|
| Fisher Pivots for day following 17-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7529 |
0.7536 |
| PP |
0.7526 |
0.7531 |
| S1 |
0.7524 |
0.7526 |
|