CME Canadian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 07-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2017 |
07-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7425 |
0.7434 |
0.0009 |
0.1% |
0.7435 |
| High |
0.7444 |
0.7450 |
0.0006 |
0.1% |
0.7450 |
| Low |
0.7417 |
0.7395 |
-0.0022 |
-0.3% |
0.7383 |
| Close |
0.7433 |
0.7398 |
-0.0035 |
-0.5% |
0.7413 |
| Range |
0.0027 |
0.0055 |
0.0028 |
103.7% |
0.0067 |
| ATR |
0.0044 |
0.0045 |
0.0001 |
1.8% |
0.0000 |
| Volume |
61,905 |
64,308 |
2,403 |
3.9% |
256,684 |
|
| Daily Pivots for day following 07-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7579 |
0.7543 |
0.7428 |
|
| R3 |
0.7524 |
0.7488 |
0.7413 |
|
| R2 |
0.7469 |
0.7469 |
0.7408 |
|
| R1 |
0.7433 |
0.7433 |
0.7403 |
0.7424 |
| PP |
0.7414 |
0.7414 |
0.7414 |
0.7409 |
| S1 |
0.7378 |
0.7378 |
0.7392 |
0.7368 |
| S2 |
0.7359 |
0.7359 |
0.7387 |
|
| S3 |
0.7304 |
0.7323 |
0.7382 |
|
| S4 |
0.7249 |
0.7268 |
0.7367 |
|
|
| 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% |
0.0036 |
0.5% |
22% |
True |
False |
59,889 |
| 10 |
0.7472 |
0.7383 |
0.0089 |
1.2% |
0.0044 |
0.6% |
16% |
False |
False |
62,942 |
| 20 |
0.7472 |
0.7266 |
0.0206 |
2.8% |
0.0045 |
0.6% |
64% |
False |
False |
65,910 |
| 40 |
0.7569 |
0.7254 |
0.0315 |
4.3% |
0.0047 |
0.6% |
46% |
False |
False |
68,850 |
| 60 |
0.7569 |
0.7254 |
0.0315 |
4.3% |
0.0046 |
0.6% |
46% |
False |
False |
65,550 |
| 80 |
0.7695 |
0.7254 |
0.0442 |
6.0% |
0.0046 |
0.6% |
33% |
False |
False |
53,209 |
| 100 |
0.7723 |
0.7254 |
0.0469 |
6.3% |
0.0049 |
0.7% |
31% |
False |
False |
42,619 |
| 120 |
0.7723 |
0.7254 |
0.0469 |
6.3% |
0.0050 |
0.7% |
31% |
False |
False |
35,540 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7683 |
|
2.618 |
0.7593 |
|
1.618 |
0.7538 |
|
1.000 |
0.7505 |
|
0.618 |
0.7483 |
|
HIGH |
0.7450 |
|
0.618 |
0.7428 |
|
0.500 |
0.7422 |
|
0.382 |
0.7416 |
|
LOW |
0.7395 |
|
0.618 |
0.7361 |
|
1.000 |
0.7339 |
|
1.618 |
0.7306 |
|
2.618 |
0.7251 |
|
4.250 |
0.7161 |
|
|
| Fisher Pivots for day following 07-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7422 |
0.7422 |
| PP |
0.7414 |
0.7414 |
| S1 |
0.7406 |
0.7406 |
|