CME Canadian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 19-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2017 |
19-May-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7363 |
0.7354 |
-0.0009 |
-0.1% |
0.7299 |
| High |
0.7366 |
0.7406 |
0.0040 |
0.5% |
0.7406 |
| Low |
0.7319 |
0.7351 |
0.0032 |
0.4% |
0.7291 |
| Close |
0.7346 |
0.7403 |
0.0058 |
0.8% |
0.7403 |
| Range |
0.0048 |
0.0056 |
0.0008 |
16.8% |
0.0116 |
| ATR |
0.0049 |
0.0049 |
0.0001 |
1.8% |
0.0000 |
| Volume |
81,879 |
77,335 |
-4,544 |
-5.5% |
381,654 |
|
| Daily Pivots for day following 19-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7553 |
0.7534 |
0.7434 |
|
| R3 |
0.7498 |
0.7478 |
0.7418 |
|
| R2 |
0.7442 |
0.7442 |
0.7413 |
|
| R1 |
0.7423 |
0.7423 |
0.7408 |
0.7432 |
| PP |
0.7387 |
0.7387 |
0.7387 |
0.7391 |
| S1 |
0.7367 |
0.7367 |
0.7398 |
0.7377 |
| S2 |
0.7331 |
0.7331 |
0.7393 |
|
| S3 |
0.7276 |
0.7312 |
0.7388 |
|
| S4 |
0.7220 |
0.7256 |
0.7372 |
|
|
| Weekly Pivots for week ending 19-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7713 |
0.7674 |
0.7467 |
|
| R3 |
0.7598 |
0.7558 |
0.7435 |
|
| R2 |
0.7482 |
0.7482 |
0.7424 |
|
| R1 |
0.7443 |
0.7443 |
0.7414 |
0.7462 |
| PP |
0.7367 |
0.7367 |
0.7367 |
0.7376 |
| S1 |
0.7327 |
0.7327 |
0.7392 |
0.7347 |
| S2 |
0.7251 |
0.7251 |
0.7382 |
|
| S3 |
0.7136 |
0.7212 |
0.7371 |
|
| S4 |
0.7020 |
0.7096 |
0.7339 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7406 |
0.7291 |
0.0116 |
1.6% |
0.0050 |
0.7% |
97% |
True |
False |
76,330 |
| 10 |
0.7406 |
0.7266 |
0.0140 |
1.9% |
0.0049 |
0.7% |
98% |
True |
False |
73,419 |
| 20 |
0.7464 |
0.7254 |
0.0210 |
2.8% |
0.0051 |
0.7% |
71% |
False |
False |
75,741 |
| 40 |
0.7569 |
0.7254 |
0.0315 |
4.3% |
0.0047 |
0.6% |
47% |
False |
False |
67,401 |
| 60 |
0.7672 |
0.7254 |
0.0419 |
5.7% |
0.0047 |
0.6% |
36% |
False |
False |
58,617 |
| 80 |
0.7723 |
0.7254 |
0.0469 |
6.3% |
0.0048 |
0.6% |
32% |
False |
False |
44,082 |
| 100 |
0.7723 |
0.7254 |
0.0469 |
6.3% |
0.0051 |
0.7% |
32% |
False |
False |
35,307 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7642 |
|
2.618 |
0.7551 |
|
1.618 |
0.7496 |
|
1.000 |
0.7462 |
|
0.618 |
0.7440 |
|
HIGH |
0.7406 |
|
0.618 |
0.7385 |
|
0.500 |
0.7378 |
|
0.382 |
0.7372 |
|
LOW |
0.7351 |
|
0.618 |
0.7316 |
|
1.000 |
0.7295 |
|
1.618 |
0.7261 |
|
2.618 |
0.7205 |
|
4.250 |
0.7115 |
|
|
| Fisher Pivots for day following 19-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7395 |
0.7389 |
| PP |
0.7387 |
0.7376 |
| S1 |
0.7378 |
0.7362 |
|