CME Canadian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 12-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2017 |
12-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7400 |
0.7430 |
0.0030 |
0.4% |
0.7416 |
| High |
0.7452 |
0.7509 |
0.0057 |
0.8% |
0.7452 |
| Low |
0.7393 |
0.7425 |
0.0032 |
0.4% |
0.7393 |
| Close |
0.7425 |
0.7506 |
0.0081 |
1.1% |
0.7425 |
| Range |
0.0059 |
0.0085 |
0.0025 |
42.0% |
0.0059 |
| ATR |
0.0044 |
0.0047 |
0.0003 |
6.5% |
0.0000 |
| Volume |
89,593 |
99,480 |
9,887 |
11.0% |
312,967 |
|
| Daily Pivots for day following 12-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7733 |
0.7704 |
0.7552 |
|
| R3 |
0.7649 |
0.7619 |
0.7529 |
|
| R2 |
0.7564 |
0.7564 |
0.7521 |
|
| R1 |
0.7535 |
0.7535 |
0.7513 |
0.7550 |
| PP |
0.7480 |
0.7480 |
0.7480 |
0.7487 |
| S1 |
0.7450 |
0.7450 |
0.7498 |
0.7465 |
| S2 |
0.7395 |
0.7395 |
0.7490 |
|
| S3 |
0.7311 |
0.7366 |
0.7482 |
|
| S4 |
0.7226 |
0.7281 |
0.7459 |
|
|
| Weekly Pivots for week ending 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7601 |
0.7572 |
0.7457 |
|
| R3 |
0.7542 |
0.7513 |
0.7441 |
|
| R2 |
0.7482 |
0.7482 |
0.7435 |
|
| R1 |
0.7454 |
0.7454 |
0.7430 |
0.7468 |
| PP |
0.7423 |
0.7423 |
0.7423 |
0.7430 |
| S1 |
0.7394 |
0.7394 |
0.7419 |
0.7409 |
| S2 |
0.7364 |
0.7364 |
0.7414 |
|
| S3 |
0.7304 |
0.7335 |
0.7408 |
|
| S4 |
0.7245 |
0.7275 |
0.7392 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7509 |
0.7393 |
0.0117 |
1.6% |
0.0049 |
0.7% |
97% |
True |
False |
74,095 |
| 10 |
0.7509 |
0.7383 |
0.0126 |
1.7% |
0.0044 |
0.6% |
97% |
True |
False |
66,913 |
| 20 |
0.7509 |
0.7291 |
0.0219 |
2.9% |
0.0046 |
0.6% |
98% |
True |
False |
67,951 |
| 40 |
0.7546 |
0.7254 |
0.0293 |
3.9% |
0.0047 |
0.6% |
86% |
False |
False |
69,549 |
| 60 |
0.7569 |
0.7254 |
0.0315 |
4.2% |
0.0046 |
0.6% |
80% |
False |
False |
65,840 |
| 80 |
0.7695 |
0.7254 |
0.0442 |
5.9% |
0.0046 |
0.6% |
57% |
False |
False |
56,247 |
| 100 |
0.7723 |
0.7254 |
0.0469 |
6.2% |
0.0048 |
0.6% |
54% |
False |
False |
45,052 |
| 120 |
0.7723 |
0.7254 |
0.0469 |
6.2% |
0.0050 |
0.7% |
54% |
False |
False |
37,573 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7868 |
|
2.618 |
0.7730 |
|
1.618 |
0.7646 |
|
1.000 |
0.7594 |
|
0.618 |
0.7561 |
|
HIGH |
0.7509 |
|
0.618 |
0.7477 |
|
0.500 |
0.7467 |
|
0.382 |
0.7457 |
|
LOW |
0.7425 |
|
0.618 |
0.7372 |
|
1.000 |
0.7340 |
|
1.618 |
0.7288 |
|
2.618 |
0.7203 |
|
4.250 |
0.7065 |
|
|
| Fisher Pivots for day following 12-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7493 |
0.7487 |
| PP |
0.7480 |
0.7469 |
| S1 |
0.7467 |
0.7451 |
|