CME Canadian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 15-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2017 |
15-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7566 |
0.7563 |
-0.0003 |
0.0% |
0.7428 |
| High |
0.7609 |
0.7575 |
-0.0035 |
-0.5% |
0.7465 |
| Low |
0.7548 |
0.7526 |
-0.0022 |
-0.3% |
0.7407 |
| Close |
0.7561 |
0.7546 |
-0.0015 |
-0.2% |
0.7438 |
| Range |
0.0061 |
0.0049 |
-0.0013 |
-20.5% |
0.0058 |
| ATR |
0.0048 |
0.0048 |
0.0000 |
0.1% |
0.0000 |
| Volume |
70,483 |
93,889 |
23,406 |
33.2% |
48,831 |
|
| Daily Pivots for day following 15-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7694 |
0.7668 |
0.7572 |
|
| R3 |
0.7646 |
0.7620 |
0.7559 |
|
| R2 |
0.7597 |
0.7597 |
0.7554 |
|
| R1 |
0.7571 |
0.7571 |
0.7550 |
0.7560 |
| PP |
0.7549 |
0.7549 |
0.7549 |
0.7543 |
| S1 |
0.7523 |
0.7523 |
0.7541 |
0.7512 |
| S2 |
0.7500 |
0.7500 |
0.7537 |
|
| S3 |
0.7452 |
0.7474 |
0.7532 |
|
| S4 |
0.7403 |
0.7426 |
0.7519 |
|
|
| 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% |
0.0063 |
0.8% |
69% |
False |
False |
49,776 |
| 10 |
0.7609 |
0.7396 |
0.0213 |
2.8% |
0.0048 |
0.6% |
70% |
False |
False |
27,892 |
| 20 |
0.7609 |
0.7332 |
0.0278 |
3.7% |
0.0046 |
0.6% |
77% |
False |
False |
14,653 |
| 40 |
0.7609 |
0.7267 |
0.0343 |
4.5% |
0.0047 |
0.6% |
81% |
False |
False |
7,543 |
| 60 |
0.7609 |
0.7267 |
0.0343 |
4.5% |
0.0045 |
0.6% |
81% |
False |
False |
5,075 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7781 |
|
2.618 |
0.7701 |
|
1.618 |
0.7653 |
|
1.000 |
0.7623 |
|
0.618 |
0.7604 |
|
HIGH |
0.7575 |
|
0.618 |
0.7556 |
|
0.500 |
0.7550 |
|
0.382 |
0.7545 |
|
LOW |
0.7526 |
|
0.618 |
0.7496 |
|
1.000 |
0.7478 |
|
1.618 |
0.7448 |
|
2.618 |
0.7399 |
|
4.250 |
0.7320 |
|
|
| Fisher Pivots for day following 15-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7550 |
0.7564 |
| PP |
0.7549 |
0.7558 |
| S1 |
0.7547 |
0.7552 |
|