CME Canadian Dollar Future June 2017
Trading Metrics calculated at close of trading on 12-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2017 |
12-May-2017 |
Change |
Change % |
Previous Week |
Open |
0.7321 |
0.7304 |
-0.0016 |
-0.2% |
0.7326 |
High |
0.7321 |
0.7322 |
0.0001 |
0.0% |
0.7334 |
Low |
0.7266 |
0.7281 |
0.0015 |
0.2% |
0.7266 |
Close |
0.7306 |
0.7296 |
-0.0010 |
-0.1% |
0.7296 |
Range |
0.0055 |
0.0041 |
-0.0013 |
-24.8% |
0.0068 |
ATR |
0.0049 |
0.0049 |
-0.0001 |
-1.2% |
0.0000 |
Volume |
77,307 |
55,502 |
-21,805 |
-28.2% |
352,539 |
|
Daily Pivots for day following 12-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7422 |
0.7400 |
0.7318 |
|
R3 |
0.7381 |
0.7359 |
0.7307 |
|
R2 |
0.7340 |
0.7340 |
0.7303 |
|
R1 |
0.7318 |
0.7318 |
0.7299 |
0.7309 |
PP |
0.7299 |
0.7299 |
0.7299 |
0.7295 |
S1 |
0.7277 |
0.7277 |
0.7292 |
0.7267 |
S2 |
0.7258 |
0.7258 |
0.7288 |
|
S3 |
0.7217 |
0.7236 |
0.7284 |
|
S4 |
0.7176 |
0.7195 |
0.7273 |
|
|
Weekly Pivots for week ending 12-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7501 |
0.7466 |
0.7333 |
|
R3 |
0.7433 |
0.7398 |
0.7314 |
|
R2 |
0.7366 |
0.7366 |
0.7308 |
|
R1 |
0.7331 |
0.7331 |
0.7302 |
0.7315 |
PP |
0.7298 |
0.7298 |
0.7298 |
0.7290 |
S1 |
0.7263 |
0.7263 |
0.7289 |
0.7247 |
S2 |
0.7231 |
0.7231 |
0.7283 |
|
S3 |
0.7163 |
0.7196 |
0.7277 |
|
S4 |
0.7096 |
0.7128 |
0.7258 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7334 |
0.7266 |
0.0068 |
0.9% |
0.0047 |
0.6% |
44% |
False |
False |
70,507 |
10 |
0.7338 |
0.7254 |
0.0084 |
1.2% |
0.0048 |
0.7% |
50% |
False |
False |
71,839 |
20 |
0.7546 |
0.7254 |
0.0293 |
4.0% |
0.0049 |
0.7% |
14% |
False |
False |
71,147 |
40 |
0.7569 |
0.7254 |
0.0315 |
4.3% |
0.0046 |
0.6% |
13% |
False |
False |
64,784 |
60 |
0.7695 |
0.7254 |
0.0442 |
6.1% |
0.0046 |
0.6% |
10% |
False |
False |
52,346 |
80 |
0.7723 |
0.7254 |
0.0469 |
6.4% |
0.0049 |
0.7% |
9% |
False |
False |
39,328 |
100 |
0.7723 |
0.7254 |
0.0469 |
6.4% |
0.0051 |
0.7% |
9% |
False |
False |
31,498 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7496 |
2.618 |
0.7429 |
1.618 |
0.7388 |
1.000 |
0.7363 |
0.618 |
0.7347 |
HIGH |
0.7322 |
0.618 |
0.7306 |
0.500 |
0.7301 |
0.382 |
0.7296 |
LOW |
0.7281 |
0.618 |
0.7255 |
1.000 |
0.7239 |
1.618 |
0.7214 |
2.618 |
0.7173 |
4.250 |
0.7106 |
|
|
Fisher Pivots for day following 12-May-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7301 |
0.7299 |
PP |
0.7299 |
0.7298 |
S1 |
0.7297 |
0.7297 |
|