CME Canadian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 25-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2017 |
25-May-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7403 |
0.7463 |
0.0060 |
0.8% |
0.7299 |
| High |
0.7464 |
0.7472 |
0.0009 |
0.1% |
0.7406 |
| Low |
0.7388 |
0.7414 |
0.0026 |
0.3% |
0.7291 |
| Close |
0.7447 |
0.7416 |
-0.0031 |
-0.4% |
0.7403 |
| Range |
0.0076 |
0.0059 |
-0.0017 |
-22.5% |
0.0116 |
| ATR |
0.0049 |
0.0050 |
0.0001 |
1.3% |
0.0000 |
| Volume |
78,259 |
74,748 |
-3,511 |
-4.5% |
381,654 |
|
| Daily Pivots for day following 25-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7609 |
0.7571 |
0.7448 |
|
| R3 |
0.7551 |
0.7513 |
0.7432 |
|
| R2 |
0.7492 |
0.7492 |
0.7427 |
|
| R1 |
0.7454 |
0.7454 |
0.7421 |
0.7444 |
| PP |
0.7434 |
0.7434 |
0.7434 |
0.7429 |
| S1 |
0.7396 |
0.7396 |
0.7411 |
0.7385 |
| S2 |
0.7375 |
0.7375 |
0.7405 |
|
| S3 |
0.7317 |
0.7337 |
0.7400 |
|
| S4 |
0.7258 |
0.7279 |
0.7384 |
|
|
| 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 |
0.7472 |
0.7351 |
0.0122 |
1.6% |
0.0052 |
0.7% |
54% |
True |
False |
66,806 |
| 10 |
0.7472 |
0.7281 |
0.0192 |
2.6% |
0.0050 |
0.7% |
71% |
True |
False |
69,385 |
| 20 |
0.7472 |
0.7254 |
0.0219 |
2.9% |
0.0048 |
0.7% |
74% |
True |
False |
71,547 |
| 40 |
0.7569 |
0.7254 |
0.0315 |
4.2% |
0.0048 |
0.7% |
52% |
False |
False |
68,781 |
| 60 |
0.7569 |
0.7254 |
0.0315 |
4.2% |
0.0046 |
0.6% |
52% |
False |
False |
62,723 |
| 80 |
0.7715 |
0.7254 |
0.0461 |
6.2% |
0.0047 |
0.6% |
35% |
False |
False |
47,283 |
| 100 |
0.7723 |
0.7254 |
0.0469 |
6.3% |
0.0051 |
0.7% |
35% |
False |
False |
37,869 |
| 120 |
0.7723 |
0.7254 |
0.0469 |
6.3% |
0.0050 |
0.7% |
35% |
False |
False |
31,580 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7721 |
|
2.618 |
0.7625 |
|
1.618 |
0.7567 |
|
1.000 |
0.7531 |
|
0.618 |
0.7508 |
|
HIGH |
0.7472 |
|
0.618 |
0.7450 |
|
0.500 |
0.7443 |
|
0.382 |
0.7436 |
|
LOW |
0.7414 |
|
0.618 |
0.7377 |
|
1.000 |
0.7355 |
|
1.618 |
0.7319 |
|
2.618 |
0.7260 |
|
4.250 |
0.7165 |
|
|
| Fisher Pivots for day following 25-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7443 |
0.7430 |
| PP |
0.7434 |
0.7425 |
| S1 |
0.7425 |
0.7421 |
|