CME Canadian Dollar Future September 2017
Trading Metrics calculated at close of trading on 30-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2017 |
30-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
0.7682 |
0.7703 |
0.0021 |
0.3% |
0.7550 |
High |
0.7712 |
0.7734 |
0.0022 |
0.3% |
0.7734 |
Low |
0.7678 |
0.7700 |
0.0023 |
0.3% |
0.7548 |
Close |
0.7699 |
0.7724 |
0.0026 |
0.3% |
0.7724 |
Range |
0.0035 |
0.0034 |
-0.0001 |
-1.4% |
0.0186 |
ATR |
0.0052 |
0.0051 |
-0.0001 |
-2.3% |
0.0000 |
Volume |
98,760 |
79,743 |
-19,017 |
-19.3% |
425,062 |
|
Daily Pivots for day following 30-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7821 |
0.7807 |
0.7743 |
|
R3 |
0.7787 |
0.7773 |
0.7733 |
|
R2 |
0.7753 |
0.7753 |
0.7730 |
|
R1 |
0.7739 |
0.7739 |
0.7727 |
0.7746 |
PP |
0.7719 |
0.7719 |
0.7719 |
0.7723 |
S1 |
0.7705 |
0.7705 |
0.7721 |
0.7712 |
S2 |
0.7685 |
0.7685 |
0.7718 |
|
S3 |
0.7651 |
0.7671 |
0.7715 |
|
S4 |
0.7617 |
0.7637 |
0.7705 |
|
|
Weekly Pivots for week ending 30-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8227 |
0.8161 |
0.7826 |
|
R3 |
0.8041 |
0.7975 |
0.7775 |
|
R2 |
0.7855 |
0.7855 |
0.7758 |
|
R1 |
0.7789 |
0.7789 |
0.7741 |
0.7822 |
PP |
0.7669 |
0.7669 |
0.7669 |
0.7685 |
S1 |
0.7603 |
0.7603 |
0.7707 |
0.7636 |
S2 |
0.7483 |
0.7483 |
0.7690 |
|
S3 |
0.7297 |
0.7417 |
0.7673 |
|
S4 |
0.7111 |
0.7231 |
0.7622 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7734 |
0.7548 |
0.0186 |
2.4% |
0.0055 |
0.7% |
95% |
True |
False |
85,012 |
10 |
0.7734 |
0.7504 |
0.0230 |
3.0% |
0.0053 |
0.7% |
96% |
True |
False |
74,956 |
20 |
0.7734 |
0.7407 |
0.0328 |
4.2% |
0.0051 |
0.7% |
97% |
True |
False |
55,100 |
40 |
0.7734 |
0.7267 |
0.0468 |
6.1% |
0.0049 |
0.6% |
98% |
True |
False |
28,044 |
60 |
0.7734 |
0.7267 |
0.0468 |
6.1% |
0.0048 |
0.6% |
98% |
True |
False |
18,801 |
80 |
0.7734 |
0.7267 |
0.0468 |
6.1% |
0.0046 |
0.6% |
98% |
True |
False |
14,126 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7879 |
2.618 |
0.7823 |
1.618 |
0.7789 |
1.000 |
0.7768 |
0.618 |
0.7755 |
HIGH |
0.7734 |
0.618 |
0.7721 |
0.500 |
0.7717 |
0.382 |
0.7713 |
LOW |
0.7700 |
0.618 |
0.7679 |
1.000 |
0.7666 |
1.618 |
0.7645 |
2.618 |
0.7611 |
4.250 |
0.7555 |
|
|
Fisher Pivots for day following 30-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7722 |
0.7703 |
PP |
0.7719 |
0.7682 |
S1 |
0.7717 |
0.7661 |
|