CME Canadian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 22-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2017 |
22-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7550 |
0.7515 |
-0.0035 |
-0.5% |
0.7445 |
| High |
0.7550 |
0.7583 |
0.0033 |
0.4% |
0.7609 |
| Low |
0.7504 |
0.7509 |
0.0005 |
0.1% |
0.7438 |
| Close |
0.7526 |
0.7563 |
0.0037 |
0.5% |
0.7577 |
| Range |
0.0046 |
0.0074 |
0.0028 |
60.9% |
0.0172 |
| ATR |
0.0047 |
0.0049 |
0.0002 |
4.1% |
0.0000 |
| Volume |
73,496 |
66,599 |
-6,897 |
-9.4% |
303,611 |
|
| Daily Pivots for day following 22-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7773 |
0.7742 |
0.7603 |
|
| R3 |
0.7699 |
0.7668 |
0.7583 |
|
| R2 |
0.7625 |
0.7625 |
0.7576 |
|
| R1 |
0.7594 |
0.7594 |
0.7569 |
0.7610 |
| PP |
0.7552 |
0.7552 |
0.7552 |
0.7559 |
| S1 |
0.7520 |
0.7520 |
0.7556 |
0.7536 |
| S2 |
0.7478 |
0.7478 |
0.7549 |
|
| S3 |
0.7404 |
0.7446 |
0.7542 |
|
| S4 |
0.7330 |
0.7372 |
0.7522 |
|
|
| 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% |
0.0048 |
0.6% |
66% |
False |
False |
67,739 |
| 10 |
0.7609 |
0.7407 |
0.0203 |
2.7% |
0.0056 |
0.7% |
77% |
False |
False |
58,757 |
| 20 |
0.7609 |
0.7396 |
0.0213 |
2.8% |
0.0046 |
0.6% |
78% |
False |
False |
31,409 |
| 40 |
0.7609 |
0.7267 |
0.0343 |
4.5% |
0.0047 |
0.6% |
86% |
False |
False |
15,967 |
| 60 |
0.7609 |
0.7267 |
0.0343 |
4.5% |
0.0046 |
0.6% |
86% |
False |
False |
10,714 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7897 |
|
2.618 |
0.7777 |
|
1.618 |
0.7703 |
|
1.000 |
0.7657 |
|
0.618 |
0.7629 |
|
HIGH |
0.7583 |
|
0.618 |
0.7555 |
|
0.500 |
0.7546 |
|
0.382 |
0.7537 |
|
LOW |
0.7509 |
|
0.618 |
0.7463 |
|
1.000 |
0.7435 |
|
1.618 |
0.7389 |
|
2.618 |
0.7315 |
|
4.250 |
0.7195 |
|
|
| Fisher Pivots for day following 22-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7557 |
0.7557 |
| PP |
0.7552 |
0.7551 |
| S1 |
0.7546 |
0.7545 |
|