CME Canadian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 21-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2017 |
21-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7577 |
0.7550 |
-0.0027 |
-0.3% |
0.7445 |
| High |
0.7586 |
0.7550 |
-0.0035 |
-0.5% |
0.7609 |
| Low |
0.7539 |
0.7504 |
-0.0035 |
-0.5% |
0.7438 |
| Close |
0.7556 |
0.7526 |
-0.0030 |
-0.4% |
0.7577 |
| Range |
0.0046 |
0.0046 |
0.0000 |
-1.1% |
0.0172 |
| ATR |
0.0047 |
0.0047 |
0.0000 |
0.7% |
0.0000 |
| Volume |
62,108 |
73,496 |
11,388 |
18.3% |
303,611 |
|
| Daily Pivots for day following 21-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7665 |
0.7641 |
0.7551 |
|
| R3 |
0.7619 |
0.7595 |
0.7539 |
|
| R2 |
0.7573 |
0.7573 |
0.7534 |
|
| R1 |
0.7549 |
0.7549 |
0.7530 |
0.7538 |
| PP |
0.7527 |
0.7527 |
0.7527 |
0.7521 |
| S1 |
0.7503 |
0.7503 |
0.7522 |
0.7492 |
| S2 |
0.7481 |
0.7481 |
0.7518 |
|
| S3 |
0.7435 |
0.7457 |
0.7513 |
|
| S4 |
0.7389 |
0.7411 |
0.7501 |
|
|
| 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 |
0.7593 |
0.7504 |
0.0088 |
1.2% |
0.0043 |
0.6% |
25% |
False |
True |
73,197 |
| 10 |
0.7609 |
0.7407 |
0.0203 |
2.7% |
0.0050 |
0.7% |
59% |
False |
False |
52,786 |
| 20 |
0.7609 |
0.7396 |
0.0213 |
2.8% |
0.0046 |
0.6% |
61% |
False |
False |
28,139 |
| 40 |
0.7609 |
0.7267 |
0.0343 |
4.6% |
0.0046 |
0.6% |
76% |
False |
False |
14,303 |
| 60 |
0.7609 |
0.7267 |
0.0343 |
4.6% |
0.0045 |
0.6% |
76% |
False |
False |
9,607 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7746 |
|
2.618 |
0.7670 |
|
1.618 |
0.7624 |
|
1.000 |
0.7596 |
|
0.618 |
0.7578 |
|
HIGH |
0.7550 |
|
0.618 |
0.7532 |
|
0.500 |
0.7527 |
|
0.382 |
0.7522 |
|
LOW |
0.7504 |
|
0.618 |
0.7476 |
|
1.000 |
0.7458 |
|
1.618 |
0.7430 |
|
2.618 |
0.7384 |
|
4.250 |
0.7309 |
|
|
| Fisher Pivots for day following 21-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7527 |
0.7548 |
| PP |
0.7527 |
0.7541 |
| S1 |
0.7526 |
0.7533 |
|