CME Canadian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 10-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2017 |
10-May-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7305 |
0.7294 |
-0.0011 |
-0.2% |
0.7328 |
| High |
0.7319 |
0.7331 |
0.0013 |
0.2% |
0.7338 |
| Low |
0.7275 |
0.7286 |
0.0011 |
0.2% |
0.7254 |
| Close |
0.7293 |
0.7317 |
0.0024 |
0.3% |
0.7312 |
| Range |
0.0044 |
0.0046 |
0.0002 |
3.4% |
0.0084 |
| ATR |
0.0049 |
0.0049 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
77,846 |
70,619 |
-7,227 |
-9.3% |
365,860 |
|
| Daily Pivots for day following 10-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7448 |
0.7428 |
0.7342 |
|
| R3 |
0.7402 |
0.7382 |
0.7330 |
|
| R2 |
0.7357 |
0.7357 |
0.7325 |
|
| R1 |
0.7337 |
0.7337 |
0.7321 |
0.7347 |
| PP |
0.7311 |
0.7311 |
0.7311 |
0.7316 |
| S1 |
0.7291 |
0.7291 |
0.7313 |
0.7301 |
| S2 |
0.7266 |
0.7266 |
0.7309 |
|
| S3 |
0.7220 |
0.7246 |
0.7304 |
|
| S4 |
0.7175 |
0.7200 |
0.7292 |
|
|
| 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% |
0.0052 |
0.7% |
79% |
False |
False |
78,492 |
| 10 |
0.7396 |
0.7254 |
0.0143 |
1.9% |
0.0050 |
0.7% |
45% |
False |
False |
75,381 |
| 20 |
0.7569 |
0.7254 |
0.0315 |
4.3% |
0.0050 |
0.7% |
20% |
False |
False |
72,818 |
| 40 |
0.7569 |
0.7254 |
0.0315 |
4.3% |
0.0047 |
0.6% |
20% |
False |
False |
65,654 |
| 60 |
0.7695 |
0.7254 |
0.0442 |
6.0% |
0.0046 |
0.6% |
14% |
False |
False |
50,150 |
| 80 |
0.7723 |
0.7254 |
0.0469 |
6.4% |
0.0050 |
0.7% |
14% |
False |
False |
37,678 |
| 100 |
0.7723 |
0.7254 |
0.0469 |
6.4% |
0.0051 |
0.7% |
14% |
False |
False |
30,172 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7524 |
|
2.618 |
0.7450 |
|
1.618 |
0.7405 |
|
1.000 |
0.7377 |
|
0.618 |
0.7359 |
|
HIGH |
0.7331 |
|
0.618 |
0.7314 |
|
0.500 |
0.7308 |
|
0.382 |
0.7303 |
|
LOW |
0.7286 |
|
0.618 |
0.7257 |
|
1.000 |
0.7240 |
|
1.618 |
0.7212 |
|
2.618 |
0.7166 |
|
4.250 |
0.7092 |
|
|
| Fisher Pivots for day following 10-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7314 |
0.7313 |
| PP |
0.7311 |
0.7308 |
| S1 |
0.7308 |
0.7304 |
|