CME Canadian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 26-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2017 |
26-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7569 |
0.7550 |
-0.0019 |
-0.3% |
0.7578 |
| High |
0.7582 |
0.7581 |
-0.0001 |
0.0% |
0.7593 |
| Low |
0.7526 |
0.7548 |
0.0022 |
0.3% |
0.7504 |
| Close |
0.7554 |
0.7561 |
0.0007 |
0.1% |
0.7554 |
| Range |
0.0056 |
0.0033 |
-0.0023 |
-40.5% |
0.0088 |
| ATR |
0.0049 |
0.0048 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
60,583 |
44,149 |
-16,434 |
-27.1% |
324,503 |
|
| Daily Pivots for day following 26-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7662 |
0.7644 |
0.7579 |
|
| R3 |
0.7629 |
0.7611 |
0.7570 |
|
| R2 |
0.7596 |
0.7596 |
0.7567 |
|
| R1 |
0.7578 |
0.7578 |
0.7564 |
0.7587 |
| PP |
0.7563 |
0.7563 |
0.7563 |
0.7568 |
| S1 |
0.7545 |
0.7545 |
0.7557 |
0.7554 |
| S2 |
0.7530 |
0.7530 |
0.7554 |
|
| S3 |
0.7497 |
0.7512 |
0.7551 |
|
| S4 |
0.7464 |
0.7479 |
0.7542 |
|
|
| 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 |
0.7586 |
0.7504 |
0.0081 |
1.1% |
0.0051 |
0.7% |
69% |
False |
False |
61,387 |
| 10 |
0.7609 |
0.7504 |
0.0105 |
1.4% |
0.0050 |
0.7% |
54% |
False |
False |
64,173 |
| 20 |
0.7609 |
0.7396 |
0.0213 |
2.8% |
0.0046 |
0.6% |
77% |
False |
False |
36,563 |
| 40 |
0.7609 |
0.7267 |
0.0343 |
4.5% |
0.0047 |
0.6% |
86% |
False |
False |
18,552 |
| 60 |
0.7609 |
0.7267 |
0.0343 |
4.5% |
0.0046 |
0.6% |
86% |
False |
False |
12,457 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7721 |
|
2.618 |
0.7667 |
|
1.618 |
0.7634 |
|
1.000 |
0.7614 |
|
0.618 |
0.7601 |
|
HIGH |
0.7581 |
|
0.618 |
0.7568 |
|
0.500 |
0.7565 |
|
0.382 |
0.7561 |
|
LOW |
0.7548 |
|
0.618 |
0.7528 |
|
1.000 |
0.7515 |
|
1.618 |
0.7495 |
|
2.618 |
0.7462 |
|
4.250 |
0.7408 |
|
|
| Fisher Pivots for day following 26-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7565 |
0.7556 |
| PP |
0.7563 |
0.7551 |
| S1 |
0.7562 |
0.7546 |
|