CME Canadian Dollar Future September 2017
Trading Metrics calculated at close of trading on 09-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2017 |
09-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
0.7418 |
0.7413 |
-0.0005 |
-0.1% |
0.7428 |
High |
0.7431 |
0.7465 |
0.0034 |
0.5% |
0.7465 |
Low |
0.7410 |
0.7407 |
-0.0004 |
0.0% |
0.7407 |
Close |
0.7421 |
0.7438 |
0.0017 |
0.2% |
0.7438 |
Range |
0.0020 |
0.0058 |
0.0038 |
182.9% |
0.0058 |
ATR |
0.0042 |
0.0043 |
0.0001 |
2.8% |
0.0000 |
Volume |
6,887 |
20,048 |
13,161 |
191.1% |
48,831 |
|
Daily Pivots for day following 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7610 |
0.7582 |
0.7470 |
|
R3 |
0.7552 |
0.7524 |
0.7454 |
|
R2 |
0.7494 |
0.7494 |
0.7449 |
|
R1 |
0.7466 |
0.7466 |
0.7443 |
0.7480 |
PP |
0.7436 |
0.7436 |
0.7436 |
0.7443 |
S1 |
0.7408 |
0.7408 |
0.7433 |
0.7422 |
S2 |
0.7378 |
0.7378 |
0.7427 |
|
S3 |
0.7320 |
0.7350 |
0.7422 |
|
S4 |
0.7262 |
0.7292 |
0.7406 |
|
|
Weekly Pivots for week ending 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7610 |
0.7582 |
0.7470 |
|
R3 |
0.7552 |
0.7524 |
0.7454 |
|
R2 |
0.7494 |
0.7494 |
0.7449 |
|
R1 |
0.7466 |
0.7466 |
0.7443 |
0.7480 |
PP |
0.7436 |
0.7436 |
0.7436 |
0.7443 |
S1 |
0.7408 |
0.7408 |
0.7433 |
0.7422 |
S2 |
0.7378 |
0.7378 |
0.7427 |
|
S3 |
0.7320 |
0.7350 |
0.7422 |
|
S4 |
0.7262 |
0.7292 |
0.7406 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7465 |
0.7407 |
0.0058 |
0.8% |
0.0036 |
0.5% |
54% |
True |
True |
9,766 |
10 |
0.7465 |
0.7396 |
0.0069 |
0.9% |
0.0037 |
0.5% |
61% |
True |
False |
5,937 |
20 |
0.7484 |
0.7293 |
0.0191 |
2.6% |
0.0043 |
0.6% |
76% |
False |
False |
3,320 |
40 |
0.7577 |
0.7267 |
0.0310 |
4.2% |
0.0045 |
0.6% |
55% |
False |
False |
1,847 |
60 |
0.7577 |
0.7267 |
0.0310 |
4.2% |
0.0043 |
0.6% |
55% |
False |
False |
1,265 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7711 |
2.618 |
0.7616 |
1.618 |
0.7558 |
1.000 |
0.7523 |
0.618 |
0.7500 |
HIGH |
0.7465 |
0.618 |
0.7442 |
0.500 |
0.7436 |
0.382 |
0.7429 |
LOW |
0.7407 |
0.618 |
0.7371 |
1.000 |
0.7349 |
1.618 |
0.7313 |
2.618 |
0.7255 |
4.250 |
0.7160 |
|
|
Fisher Pivots for day following 09-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7437 |
0.7437 |
PP |
0.7436 |
0.7436 |
S1 |
0.7436 |
0.7436 |
|