CME Canadian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 19-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2017 |
19-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7515 |
0.7480 |
-0.0035 |
-0.5% |
0.7465 |
| High |
0.7517 |
0.7483 |
-0.0034 |
-0.5% |
0.7569 |
| Low |
0.7469 |
0.7418 |
-0.0051 |
-0.7% |
0.7454 |
| Close |
0.7480 |
0.7420 |
-0.0061 |
-0.8% |
0.7532 |
| Range |
0.0048 |
0.0065 |
0.0017 |
34.4% |
0.0114 |
| ATR |
0.0046 |
0.0048 |
0.0001 |
2.8% |
0.0000 |
| Volume |
71,710 |
69,166 |
-2,544 |
-3.5% |
264,902 |
|
| Daily Pivots for day following 19-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7634 |
0.7591 |
0.7455 |
|
| R3 |
0.7569 |
0.7527 |
0.7437 |
|
| R2 |
0.7505 |
0.7505 |
0.7431 |
|
| R1 |
0.7462 |
0.7462 |
0.7425 |
0.7451 |
| PP |
0.7440 |
0.7440 |
0.7440 |
0.7435 |
| S1 |
0.7398 |
0.7398 |
0.7414 |
0.7387 |
| S2 |
0.7376 |
0.7376 |
0.7408 |
|
| S3 |
0.7311 |
0.7333 |
0.7402 |
|
| S4 |
0.7247 |
0.7269 |
0.7384 |
|
|
| 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 |
0.7418 |
0.0151 |
2.0% |
0.0054 |
0.7% |
1% |
False |
True |
66,913 |
| 10 |
0.7569 |
0.7418 |
0.0151 |
2.0% |
0.0047 |
0.6% |
1% |
False |
True |
60,710 |
| 20 |
0.7569 |
0.7418 |
0.0151 |
2.0% |
0.0044 |
0.6% |
1% |
False |
True |
58,281 |
| 40 |
0.7672 |
0.7398 |
0.0274 |
3.7% |
0.0046 |
0.6% |
8% |
False |
False |
47,131 |
| 60 |
0.7723 |
0.7398 |
0.0325 |
4.4% |
0.0048 |
0.7% |
7% |
False |
False |
31,513 |
| 80 |
0.7723 |
0.7371 |
0.0352 |
4.7% |
0.0051 |
0.7% |
14% |
False |
False |
23,687 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7757 |
|
2.618 |
0.7651 |
|
1.618 |
0.7587 |
|
1.000 |
0.7547 |
|
0.618 |
0.7522 |
|
HIGH |
0.7483 |
|
0.618 |
0.7458 |
|
0.500 |
0.7450 |
|
0.382 |
0.7443 |
|
LOW |
0.7418 |
|
0.618 |
0.7378 |
|
1.000 |
0.7354 |
|
1.618 |
0.7314 |
|
2.618 |
0.7249 |
|
4.250 |
0.7144 |
|
|
| Fisher Pivots for day following 19-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7450 |
0.7482 |
| PP |
0.7440 |
0.7461 |
| S1 |
0.7430 |
0.7440 |
|