CME Canadian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 29-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2017 |
29-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7593 |
0.7682 |
0.0089 |
1.2% |
0.7578 |
| High |
0.7696 |
0.7712 |
0.0017 |
0.2% |
0.7593 |
| Low |
0.7588 |
0.7678 |
0.0090 |
1.2% |
0.7504 |
| Close |
0.7687 |
0.7699 |
0.0012 |
0.2% |
0.7554 |
| Range |
0.0108 |
0.0035 |
-0.0073 |
-68.1% |
0.0088 |
| ATR |
0.0054 |
0.0052 |
-0.0001 |
-2.5% |
0.0000 |
| Volume |
123,503 |
98,760 |
-24,743 |
-20.0% |
324,503 |
|
| Daily Pivots for day following 29-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7800 |
0.7784 |
0.7717 |
|
| R3 |
0.7765 |
0.7749 |
0.7708 |
|
| R2 |
0.7731 |
0.7731 |
0.7705 |
|
| R1 |
0.7715 |
0.7715 |
0.7702 |
0.7723 |
| PP |
0.7696 |
0.7696 |
0.7696 |
0.7700 |
| S1 |
0.7680 |
0.7680 |
0.7695 |
0.7688 |
| S2 |
0.7661 |
0.7661 |
0.7692 |
|
| S3 |
0.7627 |
0.7645 |
0.7689 |
|
| S4 |
0.7592 |
0.7611 |
0.7680 |
|
|
| 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 |
0.7712 |
0.7526 |
0.0186 |
2.4% |
0.0059 |
0.8% |
93% |
True |
False |
81,180 |
| 10 |
0.7712 |
0.7504 |
0.0208 |
2.7% |
0.0054 |
0.7% |
94% |
True |
False |
74,460 |
| 20 |
0.7712 |
0.7396 |
0.0316 |
4.1% |
0.0051 |
0.7% |
96% |
True |
False |
51,176 |
| 40 |
0.7712 |
0.7267 |
0.0446 |
5.8% |
0.0049 |
0.6% |
97% |
True |
False |
26,061 |
| 60 |
0.7712 |
0.7267 |
0.0446 |
5.8% |
0.0048 |
0.6% |
97% |
True |
False |
17,473 |
| 80 |
0.7712 |
0.7267 |
0.0446 |
5.8% |
0.0046 |
0.6% |
97% |
True |
False |
13,131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7859 |
|
2.618 |
0.7802 |
|
1.618 |
0.7768 |
|
1.000 |
0.7747 |
|
0.618 |
0.7733 |
|
HIGH |
0.7712 |
|
0.618 |
0.7699 |
|
0.500 |
0.7695 |
|
0.382 |
0.7691 |
|
LOW |
0.7678 |
|
0.618 |
0.7656 |
|
1.000 |
0.7643 |
|
1.618 |
0.7622 |
|
2.618 |
0.7587 |
|
4.250 |
0.7531 |
|
|
| Fisher Pivots for day following 29-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7697 |
0.7676 |
| PP |
0.7696 |
0.7654 |
| S1 |
0.7695 |
0.7632 |
|