CME Canadian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 05-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2017 |
05-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7414 |
0.7428 |
0.0013 |
0.2% |
0.7452 |
| High |
0.7435 |
0.7444 |
0.0010 |
0.1% |
0.7461 |
| Low |
0.7396 |
0.7421 |
0.0025 |
0.3% |
0.7396 |
| Close |
0.7425 |
0.7436 |
0.0011 |
0.1% |
0.7425 |
| Range |
0.0039 |
0.0023 |
-0.0015 |
-40.3% |
0.0065 |
| ATR |
0.0045 |
0.0044 |
-0.0002 |
-3.5% |
0.0000 |
| Volume |
1,260 |
1,265 |
5 |
0.4% |
10,170 |
|
| Daily Pivots for day following 05-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7503 |
0.7492 |
0.7449 |
|
| R3 |
0.7480 |
0.7469 |
0.7442 |
|
| R2 |
0.7457 |
0.7457 |
0.7440 |
|
| R1 |
0.7446 |
0.7446 |
0.7438 |
0.7452 |
| PP |
0.7434 |
0.7434 |
0.7434 |
0.7436 |
| S1 |
0.7423 |
0.7423 |
0.7434 |
0.7429 |
| S2 |
0.7411 |
0.7411 |
0.7432 |
|
| S3 |
0.7388 |
0.7400 |
0.7430 |
|
| S4 |
0.7365 |
0.7377 |
0.7423 |
|
|
| Weekly Pivots for week ending 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7622 |
0.7589 |
0.7461 |
|
| R3 |
0.7557 |
0.7524 |
0.7443 |
|
| R2 |
0.7492 |
0.7492 |
0.7437 |
|
| R1 |
0.7459 |
0.7459 |
0.7431 |
0.7443 |
| PP |
0.7427 |
0.7427 |
0.7427 |
0.7420 |
| S1 |
0.7394 |
0.7394 |
0.7419 |
0.7378 |
| S2 |
0.7362 |
0.7362 |
0.7413 |
|
| S3 |
0.7297 |
0.7329 |
0.7407 |
|
| S4 |
0.7232 |
0.7264 |
0.7389 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7461 |
0.7396 |
0.0065 |
0.9% |
0.0036 |
0.5% |
62% |
False |
False |
2,287 |
| 10 |
0.7484 |
0.7396 |
0.0088 |
1.2% |
0.0041 |
0.6% |
46% |
False |
False |
1,536 |
| 20 |
0.7484 |
0.7279 |
0.0204 |
2.8% |
0.0044 |
0.6% |
77% |
False |
False |
1,033 |
| 40 |
0.7577 |
0.7267 |
0.0310 |
4.2% |
0.0046 |
0.6% |
55% |
False |
False |
682 |
| 60 |
0.7577 |
0.7267 |
0.0310 |
4.2% |
0.0044 |
0.6% |
55% |
False |
False |
482 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7542 |
|
2.618 |
0.7504 |
|
1.618 |
0.7481 |
|
1.000 |
0.7467 |
|
0.618 |
0.7458 |
|
HIGH |
0.7444 |
|
0.618 |
0.7435 |
|
0.500 |
0.7433 |
|
0.382 |
0.7430 |
|
LOW |
0.7421 |
|
0.618 |
0.7407 |
|
1.000 |
0.7398 |
|
1.618 |
0.7384 |
|
2.618 |
0.7361 |
|
4.250 |
0.7323 |
|
|
| Fisher Pivots for day following 05-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7435 |
0.7431 |
| PP |
0.7434 |
0.7425 |
| S1 |
0.7433 |
0.7420 |
|