CME Canadian Dollar Future September 2017
Trading Metrics calculated at close of trading on 16-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2017 |
16-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
0.7563 |
0.7547 |
-0.0016 |
-0.2% |
0.7445 |
High |
0.7575 |
0.7582 |
0.0008 |
0.1% |
0.7609 |
Low |
0.7526 |
0.7545 |
0.0019 |
0.3% |
0.7438 |
Close |
0.7546 |
0.7577 |
0.0031 |
0.4% |
0.7577 |
Range |
0.0049 |
0.0037 |
-0.0012 |
-23.7% |
0.0172 |
ATR |
0.0048 |
0.0047 |
-0.0001 |
-1.7% |
0.0000 |
Volume |
93,889 |
74,778 |
-19,111 |
-20.4% |
303,611 |
|
Daily Pivots for day following 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7679 |
0.7665 |
0.7597 |
|
R3 |
0.7642 |
0.7628 |
0.7587 |
|
R2 |
0.7605 |
0.7605 |
0.7583 |
|
R1 |
0.7591 |
0.7591 |
0.7580 |
0.7598 |
PP |
0.7568 |
0.7568 |
0.7568 |
0.7571 |
S1 |
0.7554 |
0.7554 |
0.7573 |
0.7561 |
S2 |
0.7531 |
0.7531 |
0.7570 |
|
S3 |
0.7494 |
0.7517 |
0.7566 |
|
S4 |
0.7457 |
0.7480 |
0.7556 |
|
|
Weekly Pivots for week ending 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8056 |
0.7988 |
0.7671 |
|
R3 |
0.7884 |
0.7816 |
0.7624 |
|
R2 |
0.7713 |
0.7713 |
0.7608 |
|
R1 |
0.7645 |
0.7645 |
0.7592 |
0.7679 |
PP |
0.7541 |
0.7541 |
0.7541 |
0.7558 |
S1 |
0.7473 |
0.7473 |
0.7561 |
0.7507 |
S2 |
0.7369 |
0.7369 |
0.7545 |
|
S3 |
0.7198 |
0.7301 |
0.7529 |
|
S4 |
0.7026 |
0.7130 |
0.7482 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7609 |
0.7438 |
0.0172 |
2.3% |
0.0059 |
0.8% |
81% |
False |
False |
60,722 |
10 |
0.7609 |
0.7407 |
0.0203 |
2.7% |
0.0048 |
0.6% |
84% |
False |
False |
35,244 |
20 |
0.7609 |
0.7363 |
0.0246 |
3.2% |
0.0046 |
0.6% |
87% |
False |
False |
18,368 |
40 |
0.7609 |
0.7267 |
0.0343 |
4.5% |
0.0047 |
0.6% |
91% |
False |
False |
9,402 |
60 |
0.7609 |
0.7267 |
0.0343 |
4.5% |
0.0045 |
0.6% |
91% |
False |
False |
6,320 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7739 |
2.618 |
0.7679 |
1.618 |
0.7642 |
1.000 |
0.7619 |
0.618 |
0.7605 |
HIGH |
0.7582 |
0.618 |
0.7568 |
0.500 |
0.7564 |
0.382 |
0.7559 |
LOW |
0.7545 |
0.618 |
0.7522 |
1.000 |
0.7508 |
1.618 |
0.7485 |
2.618 |
0.7448 |
4.250 |
0.7388 |
|
|
Fisher Pivots for day following 16-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7572 |
0.7574 |
PP |
0.7568 |
0.7571 |
S1 |
0.7564 |
0.7568 |
|