CME Canadian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 01-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2017 |
01-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7427 |
0.7411 |
-0.0016 |
-0.2% |
0.7405 |
| High |
0.7448 |
0.7427 |
-0.0022 |
-0.3% |
0.7472 |
| Low |
0.7397 |
0.7395 |
-0.0003 |
0.0% |
0.7388 |
| Close |
0.7407 |
0.7402 |
-0.0005 |
-0.1% |
0.7429 |
| Range |
0.0051 |
0.0032 |
-0.0019 |
-37.3% |
0.0084 |
| ATR |
0.0049 |
0.0048 |
-0.0001 |
-2.5% |
0.0000 |
| Volume |
73,734 |
65,227 |
-8,507 |
-11.5% |
308,253 |
|
| Daily Pivots for day following 01-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7504 |
0.7485 |
0.7419 |
|
| R3 |
0.7472 |
0.7453 |
0.7410 |
|
| R2 |
0.7440 |
0.7440 |
0.7407 |
|
| R1 |
0.7421 |
0.7421 |
0.7404 |
0.7414 |
| PP |
0.7408 |
0.7408 |
0.7408 |
0.7404 |
| S1 |
0.7389 |
0.7389 |
0.7399 |
0.7382 |
| S2 |
0.7376 |
0.7376 |
0.7396 |
|
| S3 |
0.7344 |
0.7357 |
0.7393 |
|
| S4 |
0.7312 |
0.7325 |
0.7384 |
|
|
| 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 |
0.7395 |
0.0078 |
1.0% |
0.0044 |
0.6% |
9% |
False |
True |
63,389 |
| 10 |
0.7472 |
0.7319 |
0.0154 |
2.1% |
0.0047 |
0.6% |
54% |
False |
False |
65,811 |
| 20 |
0.7472 |
0.7254 |
0.0219 |
3.0% |
0.0049 |
0.7% |
68% |
False |
False |
70,291 |
| 40 |
0.7569 |
0.7254 |
0.0315 |
4.3% |
0.0048 |
0.6% |
47% |
False |
False |
68,556 |
| 60 |
0.7569 |
0.7254 |
0.0315 |
4.3% |
0.0047 |
0.6% |
47% |
False |
False |
66,075 |
| 80 |
0.7695 |
0.7254 |
0.0442 |
6.0% |
0.0047 |
0.6% |
34% |
False |
False |
50,297 |
| 100 |
0.7723 |
0.7254 |
0.0469 |
6.3% |
0.0050 |
0.7% |
32% |
False |
False |
40,285 |
| 120 |
0.7723 |
0.7254 |
0.0469 |
6.3% |
0.0050 |
0.7% |
32% |
False |
False |
33,595 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7563 |
|
2.618 |
0.7510 |
|
1.618 |
0.7478 |
|
1.000 |
0.7459 |
|
0.618 |
0.7446 |
|
HIGH |
0.7427 |
|
0.618 |
0.7414 |
|
0.500 |
0.7411 |
|
0.382 |
0.7407 |
|
LOW |
0.7395 |
|
0.618 |
0.7375 |
|
1.000 |
0.7363 |
|
1.618 |
0.7343 |
|
2.618 |
0.7311 |
|
4.250 |
0.7259 |
|
|
| Fisher Pivots for day following 01-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7411 |
0.7422 |
| PP |
0.7408 |
0.7415 |
| S1 |
0.7405 |
0.7408 |
|