CME Canadian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 16-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2017 |
16-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7553 |
0.7537 |
-0.0016 |
-0.2% |
0.7430 |
| High |
0.7563 |
0.7571 |
0.0008 |
0.1% |
0.7597 |
| Low |
0.7515 |
0.7534 |
0.0019 |
0.3% |
0.7425 |
| Close |
0.7534 |
0.7565 |
0.0031 |
0.4% |
0.7565 |
| Range |
0.0048 |
0.0036 |
-0.0012 |
-24.0% |
0.0173 |
| ATR |
0.0049 |
0.0048 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
129,119 |
30,387 |
-98,732 |
-76.5% |
561,500 |
|
| Daily Pivots for day following 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7666 |
0.7652 |
0.7585 |
|
| R3 |
0.7629 |
0.7615 |
0.7575 |
|
| R2 |
0.7593 |
0.7593 |
0.7571 |
|
| R1 |
0.7579 |
0.7579 |
0.7568 |
0.7586 |
| PP |
0.7556 |
0.7556 |
0.7556 |
0.7560 |
| S1 |
0.7542 |
0.7542 |
0.7561 |
0.7549 |
| S2 |
0.7520 |
0.7520 |
0.7558 |
|
| S3 |
0.7483 |
0.7506 |
0.7554 |
|
| S4 |
0.7447 |
0.7469 |
0.7544 |
|
|
| Weekly Pivots for week ending 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8046 |
0.7978 |
0.7659 |
|
| R3 |
0.7874 |
0.7805 |
0.7612 |
|
| R2 |
0.7701 |
0.7701 |
0.7596 |
|
| R1 |
0.7633 |
0.7633 |
0.7580 |
0.7667 |
| PP |
0.7529 |
0.7529 |
0.7529 |
0.7546 |
| S1 |
0.7460 |
0.7460 |
0.7549 |
0.7495 |
| S2 |
0.7356 |
0.7356 |
0.7533 |
|
| S3 |
0.7184 |
0.7288 |
0.7517 |
|
| S4 |
0.7011 |
0.7115 |
0.7470 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7597 |
0.7425 |
0.0173 |
2.3% |
0.0059 |
0.8% |
81% |
False |
False |
112,300 |
| 10 |
0.7597 |
0.7393 |
0.0205 |
2.7% |
0.0048 |
0.6% |
84% |
False |
False |
87,446 |
| 20 |
0.7597 |
0.7351 |
0.0247 |
3.3% |
0.0047 |
0.6% |
87% |
False |
False |
75,836 |
| 40 |
0.7597 |
0.7254 |
0.0344 |
4.5% |
0.0048 |
0.6% |
91% |
False |
False |
75,394 |
| 60 |
0.7597 |
0.7254 |
0.0344 |
4.5% |
0.0047 |
0.6% |
91% |
False |
False |
69,659 |
| 80 |
0.7672 |
0.7254 |
0.0419 |
5.5% |
0.0047 |
0.6% |
74% |
False |
False |
62,000 |
| 100 |
0.7723 |
0.7254 |
0.0469 |
6.2% |
0.0048 |
0.6% |
66% |
False |
False |
49,661 |
| 120 |
0.7723 |
0.7254 |
0.0469 |
6.2% |
0.0050 |
0.7% |
66% |
False |
False |
41,419 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7726 |
|
2.618 |
0.7666 |
|
1.618 |
0.7630 |
|
1.000 |
0.7607 |
|
0.618 |
0.7593 |
|
HIGH |
0.7571 |
|
0.618 |
0.7557 |
|
0.500 |
0.7552 |
|
0.382 |
0.7548 |
|
LOW |
0.7534 |
|
0.618 |
0.7511 |
|
1.000 |
0.7498 |
|
1.618 |
0.7475 |
|
2.618 |
0.7438 |
|
4.250 |
0.7379 |
|
|
| Fisher Pivots for day following 16-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7560 |
0.7562 |
| PP |
0.7556 |
0.7559 |
| S1 |
0.7552 |
0.7556 |
|