CME Canadian Dollar Future June 2017
Trading Metrics calculated at close of trading on 01-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2017 |
01-May-2017 |
Change |
Change % |
Previous Week |
Open |
0.7339 |
0.7328 |
-0.0011 |
-0.1% |
0.7422 |
High |
0.7344 |
0.7338 |
-0.0007 |
-0.1% |
0.7464 |
Low |
0.7306 |
0.7311 |
0.0005 |
0.1% |
0.7306 |
Close |
0.7320 |
0.7322 |
0.0002 |
0.0% |
0.7320 |
Range |
0.0038 |
0.0027 |
-0.0012 |
-31.2% |
0.0158 |
ATR |
0.0049 |
0.0048 |
-0.0002 |
-3.3% |
0.0000 |
Volume |
74,194 |
39,490 |
-34,704 |
-46.8% |
414,780 |
|
Daily Pivots for day following 01-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7403 |
0.7389 |
0.7337 |
|
R3 |
0.7377 |
0.7363 |
0.7329 |
|
R2 |
0.7350 |
0.7350 |
0.7327 |
|
R1 |
0.7336 |
0.7336 |
0.7324 |
0.7330 |
PP |
0.7324 |
0.7324 |
0.7324 |
0.7320 |
S1 |
0.7310 |
0.7310 |
0.7320 |
0.7303 |
S2 |
0.7297 |
0.7297 |
0.7317 |
|
S3 |
0.7271 |
0.7283 |
0.7315 |
|
S4 |
0.7244 |
0.7257 |
0.7307 |
|
|
Weekly Pivots for week ending 28-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7837 |
0.7736 |
0.7407 |
|
R3 |
0.7679 |
0.7578 |
0.7363 |
|
R2 |
0.7521 |
0.7521 |
0.7349 |
|
R1 |
0.7421 |
0.7421 |
0.7334 |
0.7392 |
PP |
0.7363 |
0.7363 |
0.7363 |
0.7349 |
S1 |
0.7263 |
0.7263 |
0.7306 |
0.7234 |
S2 |
0.7205 |
0.7205 |
0.7291 |
|
S3 |
0.7047 |
0.7105 |
0.7277 |
|
S4 |
0.6889 |
0.6947 |
0.7233 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7411 |
0.7306 |
0.0105 |
1.4% |
0.0050 |
0.7% |
16% |
False |
False |
78,243 |
10 |
0.7517 |
0.7306 |
0.0211 |
2.9% |
0.0049 |
0.7% |
8% |
False |
False |
71,658 |
20 |
0.7569 |
0.7306 |
0.0263 |
3.6% |
0.0047 |
0.6% |
6% |
False |
False |
65,328 |
40 |
0.7569 |
0.7306 |
0.0263 |
3.6% |
0.0045 |
0.6% |
6% |
False |
False |
60,780 |
60 |
0.7706 |
0.7306 |
0.0400 |
5.5% |
0.0047 |
0.6% |
4% |
False |
False |
41,080 |
80 |
0.7723 |
0.7306 |
0.0417 |
5.7% |
0.0051 |
0.7% |
4% |
False |
False |
30,868 |
100 |
0.7723 |
0.7306 |
0.0417 |
5.7% |
0.0050 |
0.7% |
4% |
False |
False |
24,723 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7450 |
2.618 |
0.7407 |
1.618 |
0.7380 |
1.000 |
0.7364 |
0.618 |
0.7354 |
HIGH |
0.7338 |
0.618 |
0.7327 |
0.500 |
0.7324 |
0.382 |
0.7321 |
LOW |
0.7311 |
0.618 |
0.7295 |
1.000 |
0.7285 |
1.618 |
0.7268 |
2.618 |
0.7242 |
4.250 |
0.7198 |
|
|
Fisher Pivots for day following 01-May-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7324 |
0.7351 |
PP |
0.7324 |
0.7341 |
S1 |
0.7323 |
0.7332 |
|