CME Canadian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 15-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2017 |
15-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7554 |
0.7553 |
-0.0001 |
0.0% |
0.7416 |
| High |
0.7597 |
0.7563 |
-0.0034 |
-0.4% |
0.7452 |
| Low |
0.7536 |
0.7515 |
-0.0021 |
-0.3% |
0.7393 |
| Close |
0.7549 |
0.7534 |
-0.0014 |
-0.2% |
0.7425 |
| Range |
0.0061 |
0.0048 |
-0.0013 |
-21.3% |
0.0059 |
| ATR |
0.0049 |
0.0049 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
177,620 |
129,119 |
-48,501 |
-27.3% |
312,967 |
|
| Daily Pivots for day following 15-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7681 |
0.7656 |
0.7560 |
|
| R3 |
0.7633 |
0.7608 |
0.7547 |
|
| R2 |
0.7585 |
0.7585 |
0.7543 |
|
| R1 |
0.7560 |
0.7560 |
0.7538 |
0.7549 |
| PP |
0.7537 |
0.7537 |
0.7537 |
0.7532 |
| S1 |
0.7512 |
0.7512 |
0.7530 |
0.7501 |
| S2 |
0.7489 |
0.7489 |
0.7525 |
|
| S3 |
0.7441 |
0.7464 |
0.7521 |
|
| S4 |
0.7393 |
0.7416 |
0.7508 |
|
|
| 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 |
0.7597 |
0.7393 |
0.0205 |
2.7% |
0.0063 |
0.8% |
69% |
False |
False |
124,141 |
| 10 |
0.7597 |
0.7383 |
0.0214 |
2.8% |
0.0048 |
0.6% |
71% |
False |
False |
91,012 |
| 20 |
0.7597 |
0.7319 |
0.0279 |
3.7% |
0.0048 |
0.6% |
77% |
False |
False |
78,411 |
| 40 |
0.7597 |
0.7254 |
0.0344 |
4.6% |
0.0048 |
0.6% |
82% |
False |
False |
76,132 |
| 60 |
0.7597 |
0.7254 |
0.0344 |
4.6% |
0.0047 |
0.6% |
82% |
False |
False |
70,181 |
| 80 |
0.7672 |
0.7254 |
0.0419 |
5.6% |
0.0047 |
0.6% |
67% |
False |
False |
61,631 |
| 100 |
0.7723 |
0.7254 |
0.0469 |
6.2% |
0.0048 |
0.6% |
60% |
False |
False |
49,360 |
| 120 |
0.7723 |
0.7254 |
0.0469 |
6.2% |
0.0050 |
0.7% |
60% |
False |
False |
41,169 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7767 |
|
2.618 |
0.7689 |
|
1.618 |
0.7641 |
|
1.000 |
0.7611 |
|
0.618 |
0.7593 |
|
HIGH |
0.7563 |
|
0.618 |
0.7545 |
|
0.500 |
0.7539 |
|
0.382 |
0.7533 |
|
LOW |
0.7515 |
|
0.618 |
0.7485 |
|
1.000 |
0.7467 |
|
1.618 |
0.7437 |
|
2.618 |
0.7389 |
|
4.250 |
0.7311 |
|
|
| Fisher Pivots for day following 15-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7539 |
0.7552 |
| PP |
0.7537 |
0.7546 |
| S1 |
0.7536 |
0.7540 |
|