CME Canadian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 02-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2017 |
02-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7411 |
0.7399 |
-0.0012 |
-0.2% |
0.7435 |
| High |
0.7427 |
0.7424 |
-0.0002 |
0.0% |
0.7450 |
| Low |
0.7395 |
0.7383 |
-0.0012 |
-0.2% |
0.7383 |
| Close |
0.7402 |
0.7413 |
0.0011 |
0.1% |
0.7413 |
| Range |
0.0032 |
0.0041 |
0.0009 |
28.1% |
0.0067 |
| ATR |
0.0048 |
0.0047 |
0.0000 |
-1.0% |
0.0000 |
| Volume |
65,227 |
66,040 |
813 |
1.2% |
256,684 |
|
| Daily Pivots for day following 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7530 |
0.7512 |
0.7435 |
|
| R3 |
0.7489 |
0.7471 |
0.7424 |
|
| R2 |
0.7448 |
0.7448 |
0.7420 |
|
| R1 |
0.7430 |
0.7430 |
0.7416 |
0.7439 |
| PP |
0.7407 |
0.7407 |
0.7407 |
0.7411 |
| S1 |
0.7389 |
0.7389 |
0.7409 |
0.7398 |
| S2 |
0.7365 |
0.7365 |
0.7405 |
|
| S3 |
0.7324 |
0.7348 |
0.7401 |
|
| S4 |
0.7283 |
0.7307 |
0.7390 |
|
|
| Weekly Pivots for week ending 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7615 |
0.7580 |
0.7449 |
|
| R3 |
0.7548 |
0.7514 |
0.7431 |
|
| R2 |
0.7482 |
0.7482 |
0.7425 |
|
| R1 |
0.7447 |
0.7447 |
0.7419 |
0.7431 |
| PP |
0.7415 |
0.7415 |
0.7415 |
0.7407 |
| S1 |
0.7380 |
0.7380 |
0.7406 |
0.7364 |
| S2 |
0.7348 |
0.7348 |
0.7400 |
|
| S3 |
0.7282 |
0.7314 |
0.7394 |
|
| S4 |
0.7215 |
0.7247 |
0.7376 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7450 |
0.7383 |
0.0067 |
0.9% |
0.0041 |
0.5% |
44% |
False |
True |
61,648 |
| 10 |
0.7472 |
0.7351 |
0.0122 |
1.6% |
0.0046 |
0.6% |
51% |
False |
False |
64,227 |
| 20 |
0.7472 |
0.7254 |
0.0219 |
2.9% |
0.0049 |
0.7% |
73% |
False |
False |
69,647 |
| 40 |
0.7569 |
0.7254 |
0.0315 |
4.2% |
0.0048 |
0.6% |
50% |
False |
False |
68,732 |
| 60 |
0.7569 |
0.7254 |
0.0315 |
4.2% |
0.0046 |
0.6% |
50% |
False |
False |
66,266 |
| 80 |
0.7695 |
0.7254 |
0.0442 |
6.0% |
0.0046 |
0.6% |
36% |
False |
False |
51,119 |
| 100 |
0.7723 |
0.7254 |
0.0469 |
6.3% |
0.0050 |
0.7% |
34% |
False |
False |
40,944 |
| 120 |
0.7723 |
0.7254 |
0.0469 |
6.3% |
0.0050 |
0.7% |
34% |
False |
False |
34,143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7598 |
|
2.618 |
0.7531 |
|
1.618 |
0.7490 |
|
1.000 |
0.7465 |
|
0.618 |
0.7449 |
|
HIGH |
0.7424 |
|
0.618 |
0.7408 |
|
0.500 |
0.7404 |
|
0.382 |
0.7399 |
|
LOW |
0.7383 |
|
0.618 |
0.7358 |
|
1.000 |
0.7342 |
|
1.618 |
0.7317 |
|
2.618 |
0.7276 |
|
4.250 |
0.7209 |
|
|
| Fisher Pivots for day following 02-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7410 |
0.7416 |
| PP |
0.7407 |
0.7415 |
| S1 |
0.7404 |
0.7414 |
|