CME Canadian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 26-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2017 |
26-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7407 |
0.7371 |
-0.0036 |
-0.5% |
0.7512 |
| High |
0.7411 |
0.7390 |
-0.0021 |
-0.3% |
0.7546 |
| Low |
0.7344 |
0.7346 |
0.0002 |
0.0% |
0.7399 |
| Close |
0.7371 |
0.7350 |
-0.0021 |
-0.3% |
0.7407 |
| Range |
0.0067 |
0.0044 |
-0.0022 |
-33.8% |
0.0147 |
| ATR |
0.0048 |
0.0048 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
84,587 |
98,913 |
14,326 |
16.9% |
289,775 |
|
| Daily Pivots for day following 26-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7494 |
0.7466 |
0.7374 |
|
| R3 |
0.7450 |
0.7422 |
0.7362 |
|
| R2 |
0.7406 |
0.7406 |
0.7358 |
|
| R1 |
0.7378 |
0.7378 |
0.7354 |
0.7370 |
| PP |
0.7362 |
0.7362 |
0.7362 |
0.7358 |
| S1 |
0.7334 |
0.7334 |
0.7345 |
0.7326 |
| S2 |
0.7317 |
0.7317 |
0.7341 |
|
| S3 |
0.7273 |
0.7289 |
0.7337 |
|
| S4 |
0.7229 |
0.7245 |
0.7325 |
|
|
| 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 |
0.7464 |
0.7344 |
0.0120 |
1.6% |
0.0047 |
0.6% |
5% |
False |
False |
73,597 |
| 10 |
0.7569 |
0.7344 |
0.0225 |
3.1% |
0.0050 |
0.7% |
2% |
False |
False |
70,255 |
| 20 |
0.7569 |
0.7344 |
0.0225 |
3.1% |
0.0047 |
0.6% |
2% |
False |
False |
64,079 |
| 40 |
0.7569 |
0.7344 |
0.0225 |
3.1% |
0.0044 |
0.6% |
2% |
False |
False |
56,037 |
| 60 |
0.7723 |
0.7344 |
0.0379 |
5.2% |
0.0047 |
0.6% |
1% |
False |
False |
37,631 |
| 80 |
0.7723 |
0.7344 |
0.0379 |
5.2% |
0.0052 |
0.7% |
1% |
False |
False |
28,278 |
| 100 |
0.7723 |
0.7344 |
0.0379 |
5.2% |
0.0050 |
0.7% |
1% |
False |
False |
22,647 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7577 |
|
2.618 |
0.7505 |
|
1.618 |
0.7461 |
|
1.000 |
0.7434 |
|
0.618 |
0.7417 |
|
HIGH |
0.7390 |
|
0.618 |
0.7373 |
|
0.500 |
0.7368 |
|
0.382 |
0.7362 |
|
LOW |
0.7346 |
|
0.618 |
0.7318 |
|
1.000 |
0.7301 |
|
1.618 |
0.7274 |
|
2.618 |
0.7230 |
|
4.250 |
0.7158 |
|
|
| Fisher Pivots for day following 26-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7368 |
0.7404 |
| PP |
0.7362 |
0.7386 |
| S1 |
0.7356 |
0.7368 |
|