CME Canadian Dollar Future June 2017
Trading Metrics calculated at close of trading on 08-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2017 |
08-May-2017 |
Change |
Change % |
Previous Week |
Open |
0.7279 |
0.7326 |
0.0047 |
0.6% |
0.7328 |
High |
0.7334 |
0.7334 |
-0.0001 |
0.0% |
0.7338 |
Low |
0.7254 |
0.7285 |
0.0032 |
0.4% |
0.7254 |
Close |
0.7312 |
0.7307 |
-0.0004 |
-0.1% |
0.7312 |
Range |
0.0081 |
0.0049 |
-0.0032 |
-39.8% |
0.0084 |
ATR |
0.0049 |
0.0049 |
0.0000 |
-0.1% |
0.0000 |
Volume |
93,815 |
71,265 |
-22,550 |
-24.0% |
365,860 |
|
Daily Pivots for day following 08-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7454 |
0.7429 |
0.7334 |
|
R3 |
0.7406 |
0.7381 |
0.7320 |
|
R2 |
0.7357 |
0.7357 |
0.7316 |
|
R1 |
0.7332 |
0.7332 |
0.7311 |
0.7320 |
PP |
0.7309 |
0.7309 |
0.7309 |
0.7303 |
S1 |
0.7284 |
0.7284 |
0.7303 |
0.7272 |
S2 |
0.7260 |
0.7260 |
0.7298 |
|
S3 |
0.7212 |
0.7235 |
0.7294 |
|
S4 |
0.7163 |
0.7187 |
0.7280 |
|
|
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 |
0.7334 |
0.7254 |
0.0081 |
1.1% |
0.0053 |
0.7% |
66% |
False |
False |
79,527 |
10 |
0.7411 |
0.7254 |
0.0157 |
2.1% |
0.0052 |
0.7% |
34% |
False |
False |
78,885 |
20 |
0.7569 |
0.7254 |
0.0315 |
4.3% |
0.0050 |
0.7% |
17% |
False |
False |
70,329 |
40 |
0.7569 |
0.7254 |
0.0315 |
4.3% |
0.0047 |
0.6% |
17% |
False |
False |
64,850 |
60 |
0.7695 |
0.7254 |
0.0442 |
6.0% |
0.0047 |
0.6% |
12% |
False |
False |
47,687 |
80 |
0.7723 |
0.7254 |
0.0469 |
6.4% |
0.0051 |
0.7% |
11% |
False |
False |
35,829 |
100 |
0.7723 |
0.7254 |
0.0469 |
6.4% |
0.0051 |
0.7% |
11% |
False |
False |
28,691 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7540 |
2.618 |
0.7460 |
1.618 |
0.7412 |
1.000 |
0.7382 |
0.618 |
0.7363 |
HIGH |
0.7334 |
0.618 |
0.7315 |
0.500 |
0.7309 |
0.382 |
0.7304 |
LOW |
0.7285 |
0.618 |
0.7255 |
1.000 |
0.7237 |
1.618 |
0.7207 |
2.618 |
0.7158 |
4.250 |
0.7079 |
|
|
Fisher Pivots for day following 08-May-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7309 |
0.7303 |
PP |
0.7309 |
0.7298 |
S1 |
0.7308 |
0.7294 |
|