CME Canadian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 21-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2017 |
21-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7424 |
0.7426 |
0.0002 |
0.0% |
0.7512 |
| High |
0.7437 |
0.7436 |
-0.0001 |
0.0% |
0.7546 |
| Low |
0.7414 |
0.7399 |
-0.0014 |
-0.2% |
0.7399 |
| Close |
0.7428 |
0.7407 |
-0.0021 |
-0.3% |
0.7407 |
| Range |
0.0024 |
0.0037 |
0.0013 |
57.4% |
0.0147 |
| ATR |
0.0046 |
0.0045 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
59,911 |
61,524 |
1,613 |
2.7% |
289,775 |
|
| Daily Pivots for day following 21-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7525 |
0.7503 |
0.7427 |
|
| R3 |
0.7488 |
0.7466 |
0.7417 |
|
| R2 |
0.7451 |
0.7451 |
0.7414 |
|
| R1 |
0.7429 |
0.7429 |
0.7410 |
0.7422 |
| PP |
0.7414 |
0.7414 |
0.7414 |
0.7410 |
| S1 |
0.7392 |
0.7392 |
0.7404 |
0.7385 |
| S2 |
0.7377 |
0.7377 |
0.7400 |
|
| S3 |
0.7340 |
0.7355 |
0.7397 |
|
| S4 |
0.7303 |
0.7318 |
0.7387 |
|
|
| Weekly Pivots for week ending 21-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7892 |
0.7796 |
0.7488 |
|
| R3 |
0.7745 |
0.7649 |
0.7447 |
|
| R2 |
0.7598 |
0.7598 |
0.7434 |
|
| R1 |
0.7502 |
0.7502 |
0.7420 |
0.7477 |
| PP |
0.7451 |
0.7451 |
0.7451 |
0.7438 |
| S1 |
0.7355 |
0.7355 |
0.7394 |
0.7330 |
| S2 |
0.7304 |
0.7304 |
0.7380 |
|
| S3 |
0.7157 |
0.7208 |
0.7367 |
|
| S4 |
0.7010 |
0.7061 |
0.7326 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7546 |
0.7399 |
0.0147 |
2.0% |
0.0041 |
0.6% |
5% |
False |
True |
57,955 |
| 10 |
0.7569 |
0.7399 |
0.0169 |
2.3% |
0.0047 |
0.6% |
5% |
False |
True |
62,722 |
| 20 |
0.7569 |
0.7399 |
0.0169 |
2.3% |
0.0043 |
0.6% |
5% |
False |
True |
59,062 |
| 40 |
0.7672 |
0.7398 |
0.0274 |
3.7% |
0.0045 |
0.6% |
3% |
False |
False |
50,056 |
| 60 |
0.7723 |
0.7398 |
0.0325 |
4.4% |
0.0047 |
0.6% |
3% |
False |
False |
33,529 |
| 80 |
0.7723 |
0.7371 |
0.0352 |
4.7% |
0.0051 |
0.7% |
10% |
False |
False |
25,199 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7593 |
|
2.618 |
0.7533 |
|
1.618 |
0.7496 |
|
1.000 |
0.7473 |
|
0.618 |
0.7459 |
|
HIGH |
0.7436 |
|
0.618 |
0.7422 |
|
0.500 |
0.7418 |
|
0.382 |
0.7413 |
|
LOW |
0.7399 |
|
0.618 |
0.7376 |
|
1.000 |
0.7362 |
|
1.618 |
0.7339 |
|
2.618 |
0.7302 |
|
4.250 |
0.7242 |
|
|
| Fisher Pivots for day following 21-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7418 |
0.7441 |
| PP |
0.7414 |
0.7430 |
| S1 |
0.7411 |
0.7418 |
|