CME Canadian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 23-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2017 |
23-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7515 |
0.7569 |
0.0054 |
0.7% |
0.7578 |
| High |
0.7583 |
0.7582 |
-0.0002 |
0.0% |
0.7593 |
| Low |
0.7509 |
0.7526 |
0.0017 |
0.2% |
0.7504 |
| Close |
0.7563 |
0.7554 |
-0.0008 |
-0.1% |
0.7554 |
| Range |
0.0074 |
0.0056 |
-0.0018 |
-25.0% |
0.0088 |
| ATR |
0.0049 |
0.0049 |
0.0000 |
1.0% |
0.0000 |
| Volume |
66,599 |
60,583 |
-6,016 |
-9.0% |
324,503 |
|
| Daily Pivots for day following 23-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7720 |
0.7693 |
0.7585 |
|
| R3 |
0.7665 |
0.7637 |
0.7569 |
|
| R2 |
0.7609 |
0.7609 |
0.7564 |
|
| R1 |
0.7582 |
0.7582 |
0.7559 |
0.7568 |
| PP |
0.7554 |
0.7554 |
0.7554 |
0.7547 |
| S1 |
0.7526 |
0.7526 |
0.7549 |
0.7512 |
| S2 |
0.7498 |
0.7498 |
0.7544 |
|
| S3 |
0.7443 |
0.7471 |
0.7539 |
|
| S4 |
0.7387 |
0.7415 |
0.7523 |
|
|
| Weekly Pivots for week ending 23-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7816 |
0.7773 |
0.7603 |
|
| R3 |
0.7727 |
0.7685 |
0.7578 |
|
| R2 |
0.7639 |
0.7639 |
0.7570 |
|
| R1 |
0.7596 |
0.7596 |
0.7562 |
0.7573 |
| PP |
0.7550 |
0.7550 |
0.7550 |
0.7539 |
| S1 |
0.7508 |
0.7508 |
0.7546 |
0.7485 |
| S2 |
0.7462 |
0.7462 |
0.7538 |
|
| S3 |
0.7373 |
0.7419 |
0.7530 |
|
| S4 |
0.7285 |
0.7331 |
0.7505 |
|
|
| 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% |
0.0052 |
0.7% |
56% |
False |
False |
64,900 |
| 10 |
0.7609 |
0.7438 |
0.0172 |
2.3% |
0.0055 |
0.7% |
68% |
False |
False |
62,811 |
| 20 |
0.7609 |
0.7396 |
0.0213 |
2.8% |
0.0046 |
0.6% |
74% |
False |
False |
34,374 |
| 40 |
0.7609 |
0.7267 |
0.0343 |
4.5% |
0.0047 |
0.6% |
84% |
False |
False |
17,455 |
| 60 |
0.7609 |
0.7267 |
0.0343 |
4.5% |
0.0046 |
0.6% |
84% |
False |
False |
11,723 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7817 |
|
2.618 |
0.7727 |
|
1.618 |
0.7671 |
|
1.000 |
0.7637 |
|
0.618 |
0.7616 |
|
HIGH |
0.7582 |
|
0.618 |
0.7560 |
|
0.500 |
0.7554 |
|
0.382 |
0.7547 |
|
LOW |
0.7526 |
|
0.618 |
0.7492 |
|
1.000 |
0.7471 |
|
1.618 |
0.7436 |
|
2.618 |
0.7381 |
|
4.250 |
0.7290 |
|
|
| Fisher Pivots for day following 23-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7554 |
0.7551 |
| PP |
0.7554 |
0.7547 |
| S1 |
0.7554 |
0.7544 |
|