CME Canadian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 09-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2017 |
09-May-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7326 |
0.7305 |
-0.0021 |
-0.3% |
0.7328 |
| High |
0.7334 |
0.7319 |
-0.0015 |
-0.2% |
0.7338 |
| Low |
0.7285 |
0.7275 |
-0.0010 |
-0.1% |
0.7254 |
| Close |
0.7307 |
0.7293 |
-0.0014 |
-0.2% |
0.7312 |
| Range |
0.0049 |
0.0044 |
-0.0005 |
-9.3% |
0.0084 |
| ATR |
0.0049 |
0.0049 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
71,265 |
77,846 |
6,581 |
9.2% |
365,860 |
|
| Daily Pivots for day following 09-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7427 |
0.7404 |
0.7317 |
|
| R3 |
0.7383 |
0.7360 |
0.7305 |
|
| R2 |
0.7339 |
0.7339 |
0.7301 |
|
| R1 |
0.7316 |
0.7316 |
0.7297 |
0.7306 |
| PP |
0.7295 |
0.7295 |
0.7295 |
0.7290 |
| S1 |
0.7272 |
0.7272 |
0.7289 |
0.7262 |
| S2 |
0.7251 |
0.7251 |
0.7285 |
|
| S3 |
0.7207 |
0.7228 |
0.7281 |
|
| S4 |
0.7163 |
0.7184 |
0.7269 |
|
|
| 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% |
0.0050 |
0.7% |
49% |
False |
False |
79,627 |
| 10 |
0.7396 |
0.7254 |
0.0143 |
2.0% |
0.0049 |
0.7% |
28% |
False |
False |
78,211 |
| 20 |
0.7569 |
0.7254 |
0.0315 |
4.3% |
0.0049 |
0.7% |
13% |
False |
False |
71,790 |
| 40 |
0.7569 |
0.7254 |
0.0315 |
4.3% |
0.0047 |
0.6% |
13% |
False |
False |
65,370 |
| 60 |
0.7695 |
0.7254 |
0.0442 |
6.1% |
0.0046 |
0.6% |
9% |
False |
False |
48,976 |
| 80 |
0.7723 |
0.7254 |
0.0469 |
6.4% |
0.0050 |
0.7% |
8% |
False |
False |
36,796 |
| 100 |
0.7723 |
0.7254 |
0.0469 |
6.4% |
0.0052 |
0.7% |
8% |
False |
False |
29,467 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7505 |
|
2.618 |
0.7434 |
|
1.618 |
0.7390 |
|
1.000 |
0.7362 |
|
0.618 |
0.7346 |
|
HIGH |
0.7319 |
|
0.618 |
0.7302 |
|
0.500 |
0.7297 |
|
0.382 |
0.7291 |
|
LOW |
0.7275 |
|
0.618 |
0.7247 |
|
1.000 |
0.7231 |
|
1.618 |
0.7203 |
|
2.618 |
0.7159 |
|
4.250 |
0.7088 |
|
|
| Fisher Pivots for day following 09-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7297 |
0.7294 |
| PP |
0.7295 |
0.7294 |
| S1 |
0.7294 |
0.7293 |
|