CME Canadian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 26-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2017 |
26-May-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7463 |
0.7416 |
-0.0047 |
-0.6% |
0.7405 |
| High |
0.7472 |
0.7447 |
-0.0026 |
-0.3% |
0.7472 |
| Low |
0.7414 |
0.7412 |
-0.0002 |
0.0% |
0.7388 |
| Close |
0.7416 |
0.7429 |
0.0013 |
0.2% |
0.7429 |
| Range |
0.0059 |
0.0035 |
-0.0024 |
-40.2% |
0.0084 |
| ATR |
0.0050 |
0.0049 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
74,748 |
51,557 |
-23,191 |
-31.0% |
308,253 |
|
| Daily Pivots for day following 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7534 |
0.7517 |
0.7448 |
|
| R3 |
0.7499 |
0.7482 |
0.7439 |
|
| R2 |
0.7464 |
0.7464 |
0.7435 |
|
| R1 |
0.7447 |
0.7447 |
0.7432 |
0.7455 |
| PP |
0.7429 |
0.7429 |
0.7429 |
0.7433 |
| S1 |
0.7412 |
0.7412 |
0.7426 |
0.7420 |
| S2 |
0.7394 |
0.7394 |
0.7423 |
|
| S3 |
0.7359 |
0.7377 |
0.7419 |
|
| S4 |
0.7324 |
0.7342 |
0.7410 |
|
|
| Weekly Pivots for week ending 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7682 |
0.7639 |
0.7475 |
|
| R3 |
0.7598 |
0.7555 |
0.7452 |
|
| R2 |
0.7514 |
0.7514 |
0.7444 |
|
| R1 |
0.7471 |
0.7471 |
0.7437 |
0.7493 |
| PP |
0.7430 |
0.7430 |
0.7430 |
0.7440 |
| S1 |
0.7387 |
0.7387 |
0.7421 |
0.7409 |
| S2 |
0.7346 |
0.7346 |
0.7414 |
|
| S3 |
0.7262 |
0.7303 |
0.7406 |
|
| S4 |
0.7178 |
0.7219 |
0.7383 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7472 |
0.7388 |
0.0084 |
1.1% |
0.0048 |
0.6% |
49% |
False |
False |
61,650 |
| 10 |
0.7472 |
0.7291 |
0.0182 |
2.4% |
0.0049 |
0.7% |
76% |
False |
False |
68,990 |
| 20 |
0.7472 |
0.7254 |
0.0219 |
2.9% |
0.0048 |
0.7% |
80% |
False |
False |
70,415 |
| 40 |
0.7569 |
0.7254 |
0.0315 |
4.2% |
0.0048 |
0.6% |
56% |
False |
False |
68,502 |
| 60 |
0.7569 |
0.7254 |
0.0315 |
4.2% |
0.0046 |
0.6% |
56% |
False |
False |
63,438 |
| 80 |
0.7715 |
0.7254 |
0.0461 |
6.2% |
0.0047 |
0.6% |
38% |
False |
False |
47,925 |
| 100 |
0.7723 |
0.7254 |
0.0469 |
6.3% |
0.0051 |
0.7% |
37% |
False |
False |
38,384 |
| 120 |
0.7723 |
0.7254 |
0.0469 |
6.3% |
0.0050 |
0.7% |
37% |
False |
False |
32,009 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7595 |
|
2.618 |
0.7538 |
|
1.618 |
0.7503 |
|
1.000 |
0.7482 |
|
0.618 |
0.7468 |
|
HIGH |
0.7447 |
|
0.618 |
0.7433 |
|
0.500 |
0.7429 |
|
0.382 |
0.7425 |
|
LOW |
0.7412 |
|
0.618 |
0.7390 |
|
1.000 |
0.7377 |
|
1.618 |
0.7355 |
|
2.618 |
0.7320 |
|
4.250 |
0.7263 |
|
|
| Fisher Pivots for day following 26-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7429 |
0.7430 |
| PP |
0.7429 |
0.7430 |
| S1 |
0.7429 |
0.7429 |
|