CME Canadian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 04-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2017 |
04-May-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7298 |
0.7289 |
-0.0010 |
-0.1% |
0.7422 |
| High |
0.7320 |
0.7303 |
-0.0017 |
-0.2% |
0.7464 |
| Low |
0.7282 |
0.7263 |
-0.0019 |
-0.3% |
0.7306 |
| Close |
0.7299 |
0.7270 |
-0.0030 |
-0.4% |
0.7320 |
| Range |
0.0038 |
0.0040 |
0.0002 |
6.6% |
0.0158 |
| ATR |
0.0048 |
0.0047 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
76,293 |
78,916 |
2,623 |
3.4% |
414,780 |
|
| Daily Pivots for day following 04-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7400 |
0.7375 |
0.7292 |
|
| R3 |
0.7359 |
0.7335 |
0.7281 |
|
| R2 |
0.7319 |
0.7319 |
0.7277 |
|
| R1 |
0.7294 |
0.7294 |
0.7273 |
0.7286 |
| PP |
0.7278 |
0.7278 |
0.7278 |
0.7274 |
| S1 |
0.7254 |
0.7254 |
0.7266 |
0.7246 |
| S2 |
0.7238 |
0.7238 |
0.7262 |
|
| S3 |
0.7197 |
0.7213 |
0.7258 |
|
| S4 |
0.7157 |
0.7173 |
0.7247 |
|
|
| 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 |
0.7344 |
0.7263 |
0.0081 |
1.1% |
0.0040 |
0.6% |
9% |
False |
True |
69,247 |
| 10 |
0.7464 |
0.7263 |
0.0201 |
2.8% |
0.0049 |
0.7% |
3% |
False |
True |
74,834 |
| 20 |
0.7569 |
0.7263 |
0.0306 |
4.2% |
0.0047 |
0.7% |
2% |
False |
True |
67,817 |
| 40 |
0.7569 |
0.7263 |
0.0306 |
4.2% |
0.0045 |
0.6% |
2% |
False |
True |
64,576 |
| 60 |
0.7695 |
0.7263 |
0.0432 |
5.9% |
0.0046 |
0.6% |
2% |
False |
True |
44,942 |
| 80 |
0.7723 |
0.7263 |
0.0460 |
6.3% |
0.0051 |
0.7% |
2% |
False |
True |
33,768 |
| 100 |
0.7723 |
0.7263 |
0.0460 |
6.3% |
0.0050 |
0.7% |
2% |
False |
True |
27,042 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7475 |
|
2.618 |
0.7409 |
|
1.618 |
0.7369 |
|
1.000 |
0.7343 |
|
0.618 |
0.7328 |
|
HIGH |
0.7303 |
|
0.618 |
0.7288 |
|
0.500 |
0.7283 |
|
0.382 |
0.7278 |
|
LOW |
0.7263 |
|
0.618 |
0.7237 |
|
1.000 |
0.7222 |
|
1.618 |
0.7197 |
|
2.618 |
0.7156 |
|
4.250 |
0.7090 |
|
|
| Fisher Pivots for day following 04-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7283 |
0.7296 |
| PP |
0.7278 |
0.7287 |
| S1 |
0.7274 |
0.7278 |
|