CME Canadian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 02-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2017 |
02-May-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7328 |
0.7315 |
-0.0013 |
-0.2% |
0.7422 |
| High |
0.7338 |
0.7330 |
-0.0008 |
-0.1% |
0.7464 |
| Low |
0.7311 |
0.7273 |
-0.0039 |
-0.5% |
0.7306 |
| Close |
0.7322 |
0.7293 |
-0.0029 |
-0.4% |
0.7320 |
| Range |
0.0027 |
0.0058 |
0.0031 |
117.0% |
0.0158 |
| ATR |
0.0048 |
0.0048 |
0.0001 |
1.5% |
0.0000 |
| Volume |
39,490 |
77,346 |
37,856 |
95.9% |
414,780 |
|
| Daily Pivots for day following 02-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7471 |
0.7440 |
0.7325 |
|
| R3 |
0.7414 |
0.7382 |
0.7309 |
|
| R2 |
0.7356 |
0.7356 |
0.7304 |
|
| R1 |
0.7325 |
0.7325 |
0.7298 |
0.7312 |
| PP |
0.7299 |
0.7299 |
0.7299 |
0.7292 |
| S1 |
0.7267 |
0.7267 |
0.7288 |
0.7254 |
| S2 |
0.7241 |
0.7241 |
0.7282 |
|
| S3 |
0.7184 |
0.7210 |
0.7277 |
|
| S4 |
0.7126 |
0.7152 |
0.7261 |
|
|
| 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 |
0.7396 |
0.7273 |
0.0124 |
1.7% |
0.0049 |
0.7% |
17% |
False |
True |
76,795 |
| 10 |
0.7483 |
0.7273 |
0.0210 |
2.9% |
0.0050 |
0.7% |
10% |
False |
True |
72,221 |
| 20 |
0.7569 |
0.7273 |
0.0296 |
4.1% |
0.0048 |
0.7% |
7% |
False |
True |
65,859 |
| 40 |
0.7569 |
0.7273 |
0.0296 |
4.1% |
0.0046 |
0.6% |
7% |
False |
True |
62,537 |
| 60 |
0.7697 |
0.7273 |
0.0425 |
5.8% |
0.0047 |
0.6% |
5% |
False |
True |
42,365 |
| 80 |
0.7723 |
0.7273 |
0.0450 |
6.2% |
0.0051 |
0.7% |
5% |
False |
True |
31,832 |
| 100 |
0.7723 |
0.7273 |
0.0450 |
6.2% |
0.0050 |
0.7% |
5% |
False |
True |
25,496 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7574 |
|
2.618 |
0.7481 |
|
1.618 |
0.7423 |
|
1.000 |
0.7388 |
|
0.618 |
0.7366 |
|
HIGH |
0.7330 |
|
0.618 |
0.7308 |
|
0.500 |
0.7301 |
|
0.382 |
0.7294 |
|
LOW |
0.7273 |
|
0.618 |
0.7237 |
|
1.000 |
0.7215 |
|
1.618 |
0.7179 |
|
2.618 |
0.7122 |
|
4.250 |
0.7028 |
|
|
| Fisher Pivots for day following 02-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7301 |
0.7308 |
| PP |
0.7299 |
0.7303 |
| S1 |
0.7296 |
0.7298 |
|