CME Canadian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 27-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2017 |
27-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7550 |
0.7560 |
0.0010 |
0.1% |
0.7578 |
| High |
0.7581 |
0.7618 |
0.0037 |
0.5% |
0.7593 |
| Low |
0.7548 |
0.7553 |
0.0005 |
0.1% |
0.7504 |
| Close |
0.7561 |
0.7614 |
0.0053 |
0.7% |
0.7554 |
| Range |
0.0033 |
0.0066 |
0.0033 |
98.5% |
0.0088 |
| ATR |
0.0048 |
0.0049 |
0.0001 |
2.6% |
0.0000 |
| Volume |
44,149 |
78,907 |
34,758 |
78.7% |
324,503 |
|
| Daily Pivots for day following 27-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7791 |
0.7768 |
0.7650 |
|
| R3 |
0.7726 |
0.7703 |
0.7632 |
|
| R2 |
0.7660 |
0.7660 |
0.7626 |
|
| R1 |
0.7637 |
0.7637 |
0.7620 |
0.7649 |
| PP |
0.7595 |
0.7595 |
0.7595 |
0.7601 |
| S1 |
0.7572 |
0.7572 |
0.7608 |
0.7583 |
| S2 |
0.7529 |
0.7529 |
0.7602 |
|
| S3 |
0.7464 |
0.7506 |
0.7596 |
|
| S4 |
0.7398 |
0.7441 |
0.7578 |
|
|
| 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 |
0.7618 |
0.7504 |
0.0114 |
1.5% |
0.0055 |
0.7% |
96% |
True |
False |
64,746 |
| 10 |
0.7618 |
0.7504 |
0.0114 |
1.5% |
0.0050 |
0.7% |
96% |
True |
False |
68,670 |
| 20 |
0.7618 |
0.7396 |
0.0222 |
2.9% |
0.0048 |
0.6% |
98% |
True |
False |
40,470 |
| 40 |
0.7618 |
0.7267 |
0.0352 |
4.6% |
0.0048 |
0.6% |
99% |
True |
False |
20,521 |
| 60 |
0.7618 |
0.7267 |
0.0352 |
4.6% |
0.0046 |
0.6% |
99% |
True |
False |
13,771 |
| 80 |
0.7618 |
0.7267 |
0.0352 |
4.6% |
0.0045 |
0.6% |
99% |
True |
False |
10,355 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7896 |
|
2.618 |
0.7789 |
|
1.618 |
0.7724 |
|
1.000 |
0.7684 |
|
0.618 |
0.7658 |
|
HIGH |
0.7618 |
|
0.618 |
0.7593 |
|
0.500 |
0.7585 |
|
0.382 |
0.7578 |
|
LOW |
0.7553 |
|
0.618 |
0.7512 |
|
1.000 |
0.7487 |
|
1.618 |
0.7447 |
|
2.618 |
0.7381 |
|
4.250 |
0.7274 |
|
|
| Fisher Pivots for day following 27-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7604 |
0.7600 |
| PP |
0.7595 |
0.7586 |
| S1 |
0.7585 |
0.7572 |
|