CME Canadian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 16-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2017 |
16-May-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7299 |
0.7340 |
0.0041 |
0.6% |
0.7326 |
| High |
0.7356 |
0.7371 |
0.0015 |
0.2% |
0.7334 |
| Low |
0.7291 |
0.7325 |
0.0035 |
0.5% |
0.7266 |
| Close |
0.7332 |
0.7367 |
0.0035 |
0.5% |
0.7296 |
| Range |
0.0065 |
0.0046 |
-0.0020 |
-30.0% |
0.0068 |
| ATR |
0.0050 |
0.0049 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
70,929 |
72,575 |
1,646 |
2.3% |
352,539 |
|
| Daily Pivots for day following 16-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7491 |
0.7474 |
0.7392 |
|
| R3 |
0.7445 |
0.7429 |
0.7380 |
|
| R2 |
0.7400 |
0.7400 |
0.7375 |
|
| R1 |
0.7383 |
0.7383 |
0.7371 |
0.7392 |
| PP |
0.7354 |
0.7354 |
0.7354 |
0.7358 |
| S1 |
0.7338 |
0.7338 |
0.7363 |
0.7346 |
| S2 |
0.7309 |
0.7309 |
0.7359 |
|
| S3 |
0.7263 |
0.7292 |
0.7354 |
|
| S4 |
0.7218 |
0.7247 |
0.7342 |
|
|
| 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 |
0.7371 |
0.7266 |
0.0105 |
1.4% |
0.0050 |
0.7% |
97% |
True |
False |
69,386 |
| 10 |
0.7371 |
0.7254 |
0.0117 |
1.6% |
0.0050 |
0.7% |
97% |
True |
False |
74,506 |
| 20 |
0.7483 |
0.7254 |
0.0229 |
3.1% |
0.0050 |
0.7% |
50% |
False |
False |
73,364 |
| 40 |
0.7569 |
0.7254 |
0.0315 |
4.3% |
0.0047 |
0.6% |
36% |
False |
False |
65,891 |
| 60 |
0.7672 |
0.7254 |
0.0419 |
5.7% |
0.0047 |
0.6% |
27% |
False |
False |
54,729 |
| 80 |
0.7723 |
0.7254 |
0.0469 |
6.4% |
0.0049 |
0.7% |
24% |
False |
False |
41,113 |
| 100 |
0.7723 |
0.7254 |
0.0469 |
6.4% |
0.0051 |
0.7% |
24% |
False |
False |
32,931 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7564 |
|
2.618 |
0.7490 |
|
1.618 |
0.7444 |
|
1.000 |
0.7416 |
|
0.618 |
0.7399 |
|
HIGH |
0.7371 |
|
0.618 |
0.7353 |
|
0.500 |
0.7348 |
|
0.382 |
0.7342 |
|
LOW |
0.7325 |
|
0.618 |
0.7297 |
|
1.000 |
0.7280 |
|
1.618 |
0.7251 |
|
2.618 |
0.7206 |
|
4.250 |
0.7132 |
|
|
| Fisher Pivots for day following 16-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7361 |
0.7353 |
| PP |
0.7354 |
0.7339 |
| S1 |
0.7348 |
0.7326 |
|