CME Canadian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 18-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2017 |
18-May-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7354 |
0.7363 |
0.0010 |
0.1% |
0.7326 |
| High |
0.7372 |
0.7366 |
-0.0006 |
-0.1% |
0.7334 |
| Low |
0.7334 |
0.7319 |
-0.0016 |
-0.2% |
0.7266 |
| Close |
0.7343 |
0.7346 |
0.0003 |
0.0% |
0.7296 |
| Range |
0.0038 |
0.0048 |
0.0010 |
25.0% |
0.0068 |
| ATR |
0.0049 |
0.0049 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
78,936 |
81,879 |
2,943 |
3.7% |
352,539 |
|
| Daily Pivots for day following 18-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7486 |
0.7463 |
0.7372 |
|
| R3 |
0.7438 |
0.7416 |
0.7359 |
|
| R2 |
0.7391 |
0.7391 |
0.7354 |
|
| R1 |
0.7368 |
0.7368 |
0.7350 |
0.7356 |
| PP |
0.7343 |
0.7343 |
0.7343 |
0.7337 |
| S1 |
0.7321 |
0.7321 |
0.7341 |
0.7308 |
| S2 |
0.7296 |
0.7296 |
0.7337 |
|
| S3 |
0.7248 |
0.7273 |
0.7332 |
|
| S4 |
0.7201 |
0.7226 |
0.7319 |
|
|
| 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 |
0.7372 |
0.7281 |
0.0092 |
1.2% |
0.0047 |
0.6% |
71% |
False |
False |
71,964 |
| 10 |
0.7372 |
0.7254 |
0.0119 |
1.6% |
0.0051 |
0.7% |
78% |
False |
False |
75,067 |
| 20 |
0.7464 |
0.7254 |
0.0210 |
2.9% |
0.0050 |
0.7% |
44% |
False |
False |
74,951 |
| 40 |
0.7569 |
0.7254 |
0.0315 |
4.3% |
0.0046 |
0.6% |
29% |
False |
False |
66,571 |
| 60 |
0.7672 |
0.7254 |
0.0419 |
5.7% |
0.0047 |
0.6% |
22% |
False |
False |
57,388 |
| 80 |
0.7723 |
0.7254 |
0.0469 |
6.4% |
0.0048 |
0.6% |
20% |
False |
False |
43,117 |
| 100 |
0.7723 |
0.7254 |
0.0469 |
6.4% |
0.0051 |
0.7% |
20% |
False |
False |
34,536 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7568 |
|
2.618 |
0.7490 |
|
1.618 |
0.7443 |
|
1.000 |
0.7414 |
|
0.618 |
0.7395 |
|
HIGH |
0.7366 |
|
0.618 |
0.7348 |
|
0.500 |
0.7342 |
|
0.382 |
0.7337 |
|
LOW |
0.7319 |
|
0.618 |
0.7289 |
|
1.000 |
0.7271 |
|
1.618 |
0.7242 |
|
2.618 |
0.7194 |
|
4.250 |
0.7117 |
|
|
| Fisher Pivots for day following 18-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7344 |
0.7345 |
| PP |
0.7343 |
0.7345 |
| S1 |
0.7342 |
0.7345 |
|