CME Canadian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 14-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2017 |
14-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7520 |
0.7566 |
0.0047 |
0.6% |
0.7428 |
| High |
0.7583 |
0.7609 |
0.0027 |
0.3% |
0.7465 |
| Low |
0.7520 |
0.7548 |
0.0029 |
0.4% |
0.7407 |
| Close |
0.7571 |
0.7561 |
-0.0010 |
-0.1% |
0.7438 |
| Range |
0.0063 |
0.0061 |
-0.0002 |
-3.2% |
0.0058 |
| ATR |
0.0047 |
0.0048 |
0.0001 |
2.1% |
0.0000 |
| Volume |
33,932 |
70,483 |
36,551 |
107.7% |
48,831 |
|
| Daily Pivots for day following 14-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7756 |
0.7719 |
0.7594 |
|
| R3 |
0.7695 |
0.7658 |
0.7577 |
|
| R2 |
0.7634 |
0.7634 |
0.7572 |
|
| R1 |
0.7597 |
0.7597 |
0.7566 |
0.7585 |
| PP |
0.7573 |
0.7573 |
0.7573 |
0.7566 |
| S1 |
0.7536 |
0.7536 |
0.7555 |
0.7524 |
| S2 |
0.7511 |
0.7511 |
0.7549 |
|
| S3 |
0.7450 |
0.7475 |
0.7544 |
|
| S4 |
0.7389 |
0.7414 |
0.7527 |
|
|
| 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 |
0.7609 |
0.7407 |
0.0203 |
2.7% |
0.0058 |
0.8% |
76% |
True |
False |
32,375 |
| 10 |
0.7609 |
0.7396 |
0.0213 |
2.8% |
0.0046 |
0.6% |
77% |
True |
False |
18,589 |
| 20 |
0.7609 |
0.7332 |
0.0278 |
3.7% |
0.0046 |
0.6% |
83% |
True |
False |
9,974 |
| 40 |
0.7609 |
0.7267 |
0.0343 |
4.5% |
0.0047 |
0.6% |
86% |
True |
False |
5,202 |
| 60 |
0.7609 |
0.7267 |
0.0343 |
4.5% |
0.0045 |
0.6% |
86% |
True |
False |
3,511 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7868 |
|
2.618 |
0.7769 |
|
1.618 |
0.7708 |
|
1.000 |
0.7670 |
|
0.618 |
0.7647 |
|
HIGH |
0.7609 |
|
0.618 |
0.7586 |
|
0.500 |
0.7579 |
|
0.382 |
0.7571 |
|
LOW |
0.7548 |
|
0.618 |
0.7510 |
|
1.000 |
0.7487 |
|
1.618 |
0.7449 |
|
2.618 |
0.7388 |
|
4.250 |
0.7289 |
|
|
| Fisher Pivots for day following 14-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7579 |
0.7548 |
| PP |
0.7573 |
0.7536 |
| S1 |
0.7567 |
0.7523 |
|