CME Canadian Dollar Future June 2017
Trading Metrics calculated at close of trading on 22-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2017 |
22-May-2017 |
Change |
Change % |
Previous Week |
Open |
0.7354 |
0.7405 |
0.0051 |
0.7% |
0.7299 |
High |
0.7406 |
0.7419 |
0.0013 |
0.2% |
0.7406 |
Low |
0.7351 |
0.7389 |
0.0038 |
0.5% |
0.7291 |
Close |
0.7403 |
0.7406 |
0.0003 |
0.0% |
0.7403 |
Range |
0.0056 |
0.0030 |
-0.0026 |
-45.9% |
0.0116 |
ATR |
0.0049 |
0.0048 |
-0.0001 |
-2.8% |
0.0000 |
Volume |
77,335 |
45,921 |
-31,414 |
-40.6% |
381,654 |
|
Daily Pivots for day following 22-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7494 |
0.7480 |
0.7423 |
|
R3 |
0.7464 |
0.7450 |
0.7414 |
|
R2 |
0.7434 |
0.7434 |
0.7412 |
|
R1 |
0.7420 |
0.7420 |
0.7409 |
0.7427 |
PP |
0.7404 |
0.7404 |
0.7404 |
0.7408 |
S1 |
0.7390 |
0.7390 |
0.7403 |
0.7397 |
S2 |
0.7374 |
0.7374 |
0.7401 |
|
S3 |
0.7344 |
0.7360 |
0.7398 |
|
S4 |
0.7314 |
0.7330 |
0.7390 |
|
|
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 |
0.7419 |
0.7319 |
0.0100 |
1.4% |
0.0043 |
0.6% |
88% |
True |
False |
71,329 |
10 |
0.7419 |
0.7266 |
0.0153 |
2.1% |
0.0047 |
0.6% |
92% |
True |
False |
70,884 |
20 |
0.7419 |
0.7254 |
0.0165 |
2.2% |
0.0049 |
0.7% |
92% |
True |
False |
74,885 |
40 |
0.7569 |
0.7254 |
0.0315 |
4.3% |
0.0047 |
0.6% |
48% |
False |
False |
67,430 |
60 |
0.7651 |
0.7254 |
0.0397 |
5.4% |
0.0046 |
0.6% |
38% |
False |
False |
59,372 |
80 |
0.7723 |
0.7254 |
0.0469 |
6.3% |
0.0047 |
0.6% |
33% |
False |
False |
44,655 |
100 |
0.7723 |
0.7254 |
0.0469 |
6.3% |
0.0051 |
0.7% |
33% |
False |
False |
35,766 |
120 |
0.7723 |
0.7254 |
0.0469 |
6.3% |
0.0050 |
0.7% |
33% |
False |
False |
29,824 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7546 |
2.618 |
0.7497 |
1.618 |
0.7467 |
1.000 |
0.7449 |
0.618 |
0.7437 |
HIGH |
0.7419 |
0.618 |
0.7407 |
0.500 |
0.7404 |
0.382 |
0.7400 |
LOW |
0.7389 |
0.618 |
0.7370 |
1.000 |
0.7359 |
1.618 |
0.7340 |
2.618 |
0.7310 |
4.250 |
0.7261 |
|
|
Fisher Pivots for day following 22-May-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7405 |
0.7394 |
PP |
0.7404 |
0.7381 |
S1 |
0.7404 |
0.7369 |
|