CME Canadian Dollar Future June 2017
Trading Metrics calculated at close of trading on 06-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2017 |
06-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
0.7416 |
0.7425 |
0.0009 |
0.1% |
0.7435 |
High |
0.7432 |
0.7444 |
0.0011 |
0.2% |
0.7450 |
Low |
0.7408 |
0.7417 |
0.0009 |
0.1% |
0.7383 |
Close |
0.7424 |
0.7433 |
0.0009 |
0.1% |
0.7413 |
Range |
0.0024 |
0.0027 |
0.0003 |
12.5% |
0.0067 |
ATR |
0.0045 |
0.0044 |
-0.0001 |
-2.9% |
0.0000 |
Volume |
41,968 |
61,905 |
19,937 |
47.5% |
256,684 |
|
Daily Pivots for day following 06-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7512 |
0.7499 |
0.7447 |
|
R3 |
0.7485 |
0.7472 |
0.7440 |
|
R2 |
0.7458 |
0.7458 |
0.7437 |
|
R1 |
0.7445 |
0.7445 |
0.7435 |
0.7452 |
PP |
0.7431 |
0.7431 |
0.7431 |
0.7434 |
S1 |
0.7418 |
0.7418 |
0.7430 |
0.7425 |
S2 |
0.7404 |
0.7404 |
0.7428 |
|
S3 |
0.7377 |
0.7391 |
0.7425 |
|
S4 |
0.7350 |
0.7364 |
0.7418 |
|
|
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 |
0.7448 |
0.7383 |
0.0065 |
0.9% |
0.0035 |
0.5% |
76% |
False |
False |
61,774 |
10 |
0.7472 |
0.7383 |
0.0089 |
1.2% |
0.0043 |
0.6% |
56% |
False |
False |
62,288 |
20 |
0.7472 |
0.7266 |
0.0206 |
2.8% |
0.0045 |
0.6% |
81% |
False |
False |
66,586 |
40 |
0.7569 |
0.7254 |
0.0315 |
4.2% |
0.0047 |
0.6% |
57% |
False |
False |
68,458 |
60 |
0.7569 |
0.7254 |
0.0315 |
4.2% |
0.0046 |
0.6% |
57% |
False |
False |
65,429 |
80 |
0.7695 |
0.7254 |
0.0442 |
5.9% |
0.0046 |
0.6% |
41% |
False |
False |
52,412 |
100 |
0.7723 |
0.7254 |
0.0469 |
6.3% |
0.0050 |
0.7% |
38% |
False |
False |
41,980 |
120 |
0.7723 |
0.7254 |
0.0469 |
6.3% |
0.0050 |
0.7% |
38% |
False |
False |
35,007 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7558 |
2.618 |
0.7514 |
1.618 |
0.7487 |
1.000 |
0.7471 |
0.618 |
0.7460 |
HIGH |
0.7444 |
0.618 |
0.7433 |
0.500 |
0.7430 |
0.382 |
0.7427 |
LOW |
0.7417 |
0.618 |
0.7400 |
1.000 |
0.7390 |
1.618 |
0.7373 |
2.618 |
0.7346 |
4.250 |
0.7302 |
|
|
Fisher Pivots for day following 06-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7432 |
0.7426 |
PP |
0.7431 |
0.7420 |
S1 |
0.7430 |
0.7413 |
|