CME Canadian Dollar Future June 2017
Trading Metrics calculated at close of trading on 19-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2017 |
19-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
0.7537 |
0.7570 |
0.0033 |
0.4% |
0.7430 |
High |
0.7571 |
0.7581 |
0.0011 |
0.1% |
0.7597 |
Low |
0.7534 |
0.7543 |
0.0009 |
0.1% |
0.7425 |
Close |
0.7565 |
0.7558 |
-0.0007 |
-0.1% |
0.7565 |
Range |
0.0036 |
0.0038 |
0.0002 |
4.1% |
0.0173 |
ATR |
0.0048 |
0.0048 |
-0.0001 |
-1.5% |
0.0000 |
Volume |
30,387 |
12,136 |
-18,251 |
-60.1% |
561,500 |
|
Daily Pivots for day following 19-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7675 |
0.7654 |
0.7578 |
|
R3 |
0.7637 |
0.7616 |
0.7568 |
|
R2 |
0.7599 |
0.7599 |
0.7564 |
|
R1 |
0.7578 |
0.7578 |
0.7561 |
0.7569 |
PP |
0.7561 |
0.7561 |
0.7561 |
0.7556 |
S1 |
0.7540 |
0.7540 |
0.7554 |
0.7531 |
S2 |
0.7523 |
0.7523 |
0.7551 |
|
S3 |
0.7485 |
0.7502 |
0.7547 |
|
S4 |
0.7447 |
0.7464 |
0.7537 |
|
|
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 |
0.7507 |
0.0090 |
1.2% |
0.0049 |
0.7% |
56% |
False |
False |
94,831 |
10 |
0.7597 |
0.7393 |
0.0205 |
2.7% |
0.0049 |
0.7% |
81% |
False |
False |
84,463 |
20 |
0.7597 |
0.7383 |
0.0214 |
2.8% |
0.0046 |
0.6% |
82% |
False |
False |
72,577 |
40 |
0.7597 |
0.7254 |
0.0344 |
4.5% |
0.0048 |
0.6% |
89% |
False |
False |
74,159 |
60 |
0.7597 |
0.7254 |
0.0344 |
4.5% |
0.0047 |
0.6% |
89% |
False |
False |
69,126 |
80 |
0.7672 |
0.7254 |
0.0419 |
5.5% |
0.0047 |
0.6% |
73% |
False |
False |
62,107 |
100 |
0.7723 |
0.7254 |
0.0469 |
6.2% |
0.0047 |
0.6% |
65% |
False |
False |
49,781 |
120 |
0.7723 |
0.7254 |
0.0469 |
6.2% |
0.0050 |
0.7% |
65% |
False |
False |
41,519 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7743 |
2.618 |
0.7680 |
1.618 |
0.7642 |
1.000 |
0.7619 |
0.618 |
0.7604 |
HIGH |
0.7581 |
0.618 |
0.7566 |
0.500 |
0.7562 |
0.382 |
0.7558 |
LOW |
0.7543 |
0.618 |
0.7520 |
1.000 |
0.7505 |
1.618 |
0.7482 |
2.618 |
0.7444 |
4.250 |
0.7382 |
|
|
Fisher Pivots for day following 19-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7562 |
0.7554 |
PP |
0.7561 |
0.7551 |
S1 |
0.7559 |
0.7548 |
|