CME Canadian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 13-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2017 |
13-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7430 |
0.7510 |
0.0080 |
1.1% |
0.7416 |
| High |
0.7509 |
0.7571 |
0.0061 |
0.8% |
0.7452 |
| Low |
0.7425 |
0.7507 |
0.0083 |
1.1% |
0.7393 |
| Close |
0.7506 |
0.7559 |
0.0054 |
0.7% |
0.7425 |
| Range |
0.0085 |
0.0063 |
-0.0021 |
-24.9% |
0.0059 |
| ATR |
0.0047 |
0.0048 |
0.0001 |
2.7% |
0.0000 |
| Volume |
99,480 |
124,894 |
25,414 |
25.5% |
312,967 |
|
| Daily Pivots for day following 13-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7736 |
0.7711 |
0.7594 |
|
| R3 |
0.7672 |
0.7647 |
0.7576 |
|
| R2 |
0.7609 |
0.7609 |
0.7571 |
|
| R1 |
0.7584 |
0.7584 |
0.7565 |
0.7597 |
| PP |
0.7546 |
0.7546 |
0.7546 |
0.7552 |
| S1 |
0.7521 |
0.7521 |
0.7553 |
0.7533 |
| S2 |
0.7482 |
0.7482 |
0.7547 |
|
| S3 |
0.7419 |
0.7457 |
0.7542 |
|
| S4 |
0.7355 |
0.7394 |
0.7524 |
|
|
| 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 |
0.7571 |
0.7393 |
0.0178 |
2.4% |
0.0057 |
0.7% |
94% |
True |
False |
86,693 |
| 10 |
0.7571 |
0.7383 |
0.0188 |
2.5% |
0.0046 |
0.6% |
94% |
True |
False |
74,234 |
| 20 |
0.7571 |
0.7319 |
0.0252 |
3.3% |
0.0046 |
0.6% |
95% |
True |
False |
70,650 |
| 40 |
0.7571 |
0.7254 |
0.0317 |
4.2% |
0.0048 |
0.6% |
96% |
True |
False |
71,985 |
| 60 |
0.7571 |
0.7254 |
0.0317 |
4.2% |
0.0047 |
0.6% |
96% |
True |
False |
67,005 |
| 80 |
0.7672 |
0.7254 |
0.0419 |
5.5% |
0.0047 |
0.6% |
73% |
False |
False |
57,805 |
| 100 |
0.7723 |
0.7254 |
0.0469 |
6.2% |
0.0048 |
0.6% |
65% |
False |
False |
46,299 |
| 120 |
0.7723 |
0.7254 |
0.0469 |
6.2% |
0.0050 |
0.7% |
65% |
False |
False |
38,613 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7840 |
|
2.618 |
0.7737 |
|
1.618 |
0.7673 |
|
1.000 |
0.7634 |
|
0.618 |
0.7610 |
|
HIGH |
0.7571 |
|
0.618 |
0.7546 |
|
0.500 |
0.7539 |
|
0.382 |
0.7531 |
|
LOW |
0.7507 |
|
0.618 |
0.7468 |
|
1.000 |
0.7444 |
|
1.618 |
0.7404 |
|
2.618 |
0.7341 |
|
4.250 |
0.7237 |
|
|
| Fisher Pivots for day following 13-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7552 |
0.7533 |
| PP |
0.7546 |
0.7507 |
| S1 |
0.7539 |
0.7482 |
|