CME Canadian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 28-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2017 |
28-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7560 |
0.7593 |
0.0033 |
0.4% |
0.7578 |
| High |
0.7618 |
0.7696 |
0.0077 |
1.0% |
0.7593 |
| Low |
0.7553 |
0.7588 |
0.0035 |
0.5% |
0.7504 |
| Close |
0.7614 |
0.7687 |
0.0073 |
1.0% |
0.7554 |
| Range |
0.0066 |
0.0108 |
0.0042 |
64.9% |
0.0088 |
| ATR |
0.0049 |
0.0054 |
0.0004 |
8.5% |
0.0000 |
| Volume |
78,907 |
123,503 |
44,596 |
56.5% |
324,503 |
|
| Daily Pivots for day following 28-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7981 |
0.7942 |
0.7746 |
|
| R3 |
0.7873 |
0.7834 |
0.7716 |
|
| R2 |
0.7765 |
0.7765 |
0.7706 |
|
| R1 |
0.7726 |
0.7726 |
0.7696 |
0.7745 |
| PP |
0.7657 |
0.7657 |
0.7657 |
0.7666 |
| S1 |
0.7618 |
0.7618 |
0.7677 |
0.7637 |
| S2 |
0.7549 |
0.7549 |
0.7667 |
|
| S3 |
0.7441 |
0.7510 |
0.7657 |
|
| S4 |
0.7333 |
0.7402 |
0.7627 |
|
|
| 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 |
0.7696 |
0.7509 |
0.0186 |
2.4% |
0.0067 |
0.9% |
95% |
True |
False |
74,748 |
| 10 |
0.7696 |
0.7504 |
0.0191 |
2.5% |
0.0055 |
0.7% |
95% |
True |
False |
73,972 |
| 20 |
0.7696 |
0.7396 |
0.0300 |
3.9% |
0.0051 |
0.7% |
97% |
True |
False |
46,281 |
| 40 |
0.7696 |
0.7267 |
0.0429 |
5.6% |
0.0049 |
0.6% |
98% |
True |
False |
23,597 |
| 60 |
0.7696 |
0.7267 |
0.0429 |
5.6% |
0.0048 |
0.6% |
98% |
True |
False |
15,828 |
| 80 |
0.7696 |
0.7267 |
0.0429 |
5.6% |
0.0046 |
0.6% |
98% |
True |
False |
11,898 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8155 |
|
2.618 |
0.7978 |
|
1.618 |
0.7870 |
|
1.000 |
0.7804 |
|
0.618 |
0.7762 |
|
HIGH |
0.7696 |
|
0.618 |
0.7654 |
|
0.500 |
0.7642 |
|
0.382 |
0.7629 |
|
LOW |
0.7588 |
|
0.618 |
0.7521 |
|
1.000 |
0.7480 |
|
1.618 |
0.7413 |
|
2.618 |
0.7305 |
|
4.250 |
0.7129 |
|
|
| Fisher Pivots for day following 28-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7672 |
0.7665 |
| PP |
0.7657 |
0.7643 |
| S1 |
0.7642 |
0.7622 |
|