CME Canadian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 23-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2017 |
23-May-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7405 |
0.7410 |
0.0005 |
0.1% |
0.7299 |
| High |
0.7419 |
0.7435 |
0.0016 |
0.2% |
0.7406 |
| Low |
0.7389 |
0.7396 |
0.0007 |
0.1% |
0.7291 |
| Close |
0.7406 |
0.7399 |
-0.0007 |
-0.1% |
0.7403 |
| Range |
0.0030 |
0.0039 |
0.0009 |
30.0% |
0.0116 |
| ATR |
0.0048 |
0.0047 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
45,921 |
57,768 |
11,847 |
25.8% |
381,654 |
|
| Daily Pivots for day following 23-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7527 |
0.7502 |
0.7420 |
|
| R3 |
0.7488 |
0.7463 |
0.7410 |
|
| R2 |
0.7449 |
0.7449 |
0.7406 |
|
| R1 |
0.7424 |
0.7424 |
0.7403 |
0.7417 |
| PP |
0.7410 |
0.7410 |
0.7410 |
0.7406 |
| S1 |
0.7385 |
0.7385 |
0.7395 |
0.7378 |
| S2 |
0.7371 |
0.7371 |
0.7392 |
|
| S3 |
0.7332 |
0.7346 |
0.7388 |
|
| S4 |
0.7293 |
0.7307 |
0.7378 |
|
|
| 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 |
0.7435 |
0.7319 |
0.0116 |
1.6% |
0.0042 |
0.6% |
69% |
True |
False |
68,367 |
| 10 |
0.7435 |
0.7266 |
0.0169 |
2.3% |
0.0046 |
0.6% |
79% |
True |
False |
68,877 |
| 20 |
0.7435 |
0.7254 |
0.0181 |
2.4% |
0.0048 |
0.6% |
80% |
True |
False |
73,544 |
| 40 |
0.7569 |
0.7254 |
0.0315 |
4.3% |
0.0047 |
0.6% |
46% |
False |
False |
67,561 |
| 60 |
0.7604 |
0.7254 |
0.0351 |
4.7% |
0.0046 |
0.6% |
42% |
False |
False |
60,319 |
| 80 |
0.7723 |
0.7254 |
0.0469 |
6.3% |
0.0047 |
0.6% |
31% |
False |
False |
45,376 |
| 100 |
0.7723 |
0.7254 |
0.0469 |
6.3% |
0.0051 |
0.7% |
31% |
False |
False |
36,343 |
| 120 |
0.7723 |
0.7254 |
0.0469 |
6.3% |
0.0050 |
0.7% |
31% |
False |
False |
30,305 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7600 |
|
2.618 |
0.7537 |
|
1.618 |
0.7498 |
|
1.000 |
0.7474 |
|
0.618 |
0.7459 |
|
HIGH |
0.7435 |
|
0.618 |
0.7420 |
|
0.500 |
0.7415 |
|
0.382 |
0.7410 |
|
LOW |
0.7396 |
|
0.618 |
0.7371 |
|
1.000 |
0.7357 |
|
1.618 |
0.7332 |
|
2.618 |
0.7293 |
|
4.250 |
0.7230 |
|
|
| Fisher Pivots for day following 23-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7415 |
0.7397 |
| PP |
0.7410 |
0.7395 |
| S1 |
0.7404 |
0.7393 |
|