CME Canadian Dollar Future June 2017
Trading Metrics calculated at close of trading on 05-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2017 |
05-May-2017 |
Change |
Change % |
Previous Week |
Open |
0.7289 |
0.7279 |
-0.0010 |
-0.1% |
0.7328 |
High |
0.7303 |
0.7334 |
0.0031 |
0.4% |
0.7338 |
Low |
0.7263 |
0.7254 |
-0.0009 |
-0.1% |
0.7254 |
Close |
0.7270 |
0.7312 |
0.0042 |
0.6% |
0.7312 |
Range |
0.0040 |
0.0081 |
0.0040 |
98.8% |
0.0084 |
ATR |
0.0047 |
0.0049 |
0.0002 |
5.1% |
0.0000 |
Volume |
78,916 |
93,815 |
14,899 |
18.9% |
365,860 |
|
Daily Pivots for day following 05-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7541 |
0.7507 |
0.7356 |
|
R3 |
0.7461 |
0.7426 |
0.7334 |
|
R2 |
0.7380 |
0.7380 |
0.7326 |
|
R1 |
0.7346 |
0.7346 |
0.7319 |
0.7363 |
PP |
0.7300 |
0.7300 |
0.7300 |
0.7308 |
S1 |
0.7265 |
0.7265 |
0.7304 |
0.7283 |
S2 |
0.7219 |
0.7219 |
0.7297 |
|
S3 |
0.7139 |
0.7185 |
0.7289 |
|
S4 |
0.7058 |
0.7104 |
0.7267 |
|
|
Weekly Pivots for week ending 05-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7553 |
0.7516 |
0.7358 |
|
R3 |
0.7469 |
0.7432 |
0.7335 |
|
R2 |
0.7385 |
0.7385 |
0.7327 |
|
R1 |
0.7348 |
0.7348 |
0.7319 |
0.7325 |
PP |
0.7301 |
0.7301 |
0.7301 |
0.7289 |
S1 |
0.7264 |
0.7264 |
0.7304 |
0.7241 |
S2 |
0.7217 |
0.7217 |
0.7296 |
|
S3 |
0.7133 |
0.7180 |
0.7288 |
|
S4 |
0.7049 |
0.7096 |
0.7265 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7338 |
0.7254 |
0.0084 |
1.1% |
0.0049 |
0.7% |
69% |
False |
True |
73,172 |
10 |
0.7464 |
0.7254 |
0.0210 |
2.9% |
0.0053 |
0.7% |
28% |
False |
True |
78,064 |
20 |
0.7569 |
0.7254 |
0.0315 |
4.3% |
0.0050 |
0.7% |
18% |
False |
True |
70,393 |
40 |
0.7569 |
0.7254 |
0.0315 |
4.3% |
0.0047 |
0.6% |
18% |
False |
True |
65,481 |
60 |
0.7695 |
0.7254 |
0.0442 |
6.0% |
0.0046 |
0.6% |
13% |
False |
True |
46,504 |
80 |
0.7723 |
0.7254 |
0.0469 |
6.4% |
0.0051 |
0.7% |
12% |
False |
True |
34,940 |
100 |
0.7723 |
0.7254 |
0.0469 |
6.4% |
0.0051 |
0.7% |
12% |
False |
True |
27,980 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7676 |
2.618 |
0.7545 |
1.618 |
0.7464 |
1.000 |
0.7415 |
0.618 |
0.7384 |
HIGH |
0.7334 |
0.618 |
0.7303 |
0.500 |
0.7294 |
0.382 |
0.7284 |
LOW |
0.7254 |
0.618 |
0.7204 |
1.000 |
0.7173 |
1.618 |
0.7123 |
2.618 |
0.7043 |
4.250 |
0.6911 |
|
|
Fisher Pivots for day following 05-May-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7306 |
0.7306 |
PP |
0.7300 |
0.7300 |
S1 |
0.7294 |
0.7294 |
|