CME Canadian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 08-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2017 |
08-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7450 |
0.7418 |
-0.0032 |
-0.4% |
0.7452 |
| High |
0.7462 |
0.7431 |
-0.0032 |
-0.4% |
0.7461 |
| Low |
0.7408 |
0.7410 |
0.0002 |
0.0% |
0.7396 |
| Close |
0.7411 |
0.7421 |
0.0010 |
0.1% |
0.7425 |
| Range |
0.0054 |
0.0020 |
-0.0034 |
-62.0% |
0.0065 |
| ATR |
0.0043 |
0.0042 |
-0.0002 |
-3.8% |
0.0000 |
| Volume |
4,679 |
6,887 |
2,208 |
47.2% |
10,170 |
|
| Daily Pivots for day following 08-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7482 |
0.7472 |
0.7432 |
|
| R3 |
0.7461 |
0.7451 |
0.7426 |
|
| R2 |
0.7441 |
0.7441 |
0.7424 |
|
| R1 |
0.7431 |
0.7431 |
0.7422 |
0.7436 |
| PP |
0.7420 |
0.7420 |
0.7420 |
0.7423 |
| S1 |
0.7410 |
0.7410 |
0.7419 |
0.7415 |
| S2 |
0.7400 |
0.7400 |
0.7417 |
|
| S3 |
0.7379 |
0.7390 |
0.7415 |
|
| S4 |
0.7359 |
0.7369 |
0.7409 |
|
|
| 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 |
0.7462 |
0.7396 |
0.0066 |
0.9% |
0.0033 |
0.4% |
37% |
False |
False |
6,008 |
| 10 |
0.7484 |
0.7396 |
0.0088 |
1.2% |
0.0037 |
0.5% |
28% |
False |
False |
4,061 |
| 20 |
0.7484 |
0.7279 |
0.0204 |
2.8% |
0.0043 |
0.6% |
69% |
False |
False |
2,351 |
| 40 |
0.7577 |
0.7267 |
0.0310 |
4.2% |
0.0045 |
0.6% |
50% |
False |
False |
1,356 |
| 60 |
0.7577 |
0.7267 |
0.0310 |
4.2% |
0.0044 |
0.6% |
50% |
False |
False |
932 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7518 |
|
2.618 |
0.7484 |
|
1.618 |
0.7464 |
|
1.000 |
0.7451 |
|
0.618 |
0.7443 |
|
HIGH |
0.7431 |
|
0.618 |
0.7423 |
|
0.500 |
0.7420 |
|
0.382 |
0.7418 |
|
LOW |
0.7410 |
|
0.618 |
0.7397 |
|
1.000 |
0.7390 |
|
1.618 |
0.7377 |
|
2.618 |
0.7356 |
|
4.250 |
0.7323 |
|
|
| Fisher Pivots for day following 08-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7420 |
0.7435 |
| PP |
0.7420 |
0.7430 |
| S1 |
0.7420 |
0.7425 |
|