CME Canadian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 15-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2017 |
15-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7578 |
0.7566 |
-0.0013 |
-0.2% |
0.7450 |
| High |
0.7618 |
0.7582 |
-0.0037 |
-0.5% |
0.7477 |
| Low |
0.7558 |
0.7538 |
-0.0020 |
-0.3% |
0.7422 |
| Close |
0.7571 |
0.7556 |
-0.0015 |
-0.2% |
0.7451 |
| Range |
0.0061 |
0.0044 |
-0.0017 |
-27.3% |
0.0055 |
| ATR |
0.0000 |
0.0042 |
0.0042 |
|
0.0000 |
| Volume |
268 |
528 |
260 |
97.0% |
984 |
|
| Daily Pivots for day following 15-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7690 |
0.7667 |
0.7580 |
|
| R3 |
0.7646 |
0.7623 |
0.7568 |
|
| R2 |
0.7602 |
0.7602 |
0.7564 |
|
| R1 |
0.7579 |
0.7579 |
0.7560 |
0.7569 |
| PP |
0.7558 |
0.7558 |
0.7558 |
0.7553 |
| S1 |
0.7535 |
0.7535 |
0.7551 |
0.7525 |
| S2 |
0.7514 |
0.7514 |
0.7547 |
|
| S3 |
0.7470 |
0.7491 |
0.7543 |
|
| S4 |
0.7426 |
0.7447 |
0.7531 |
|
|
| Weekly Pivots for week ending 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7616 |
0.7589 |
0.7482 |
|
| R3 |
0.7561 |
0.7534 |
0.7466 |
|
| R2 |
0.7505 |
0.7505 |
0.7461 |
|
| R1 |
0.7478 |
0.7478 |
0.7456 |
0.7492 |
| PP |
0.7450 |
0.7450 |
0.7450 |
0.7457 |
| S1 |
0.7423 |
0.7423 |
0.7446 |
0.7436 |
| S2 |
0.7394 |
0.7394 |
0.7441 |
|
| S3 |
0.7339 |
0.7367 |
0.7436 |
|
| S4 |
0.7283 |
0.7312 |
0.7420 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7769 |
|
2.618 |
0.7697 |
|
1.618 |
0.7653 |
|
1.000 |
0.7626 |
|
0.618 |
0.7609 |
|
HIGH |
0.7582 |
|
0.618 |
0.7565 |
|
0.500 |
0.7560 |
|
0.382 |
0.7554 |
|
LOW |
0.7538 |
|
0.618 |
0.7510 |
|
1.000 |
0.7494 |
|
1.618 |
0.7466 |
|
2.618 |
0.7422 |
|
4.250 |
0.7351 |
|
|
| Fisher Pivots for day following 15-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7560 |
0.7576 |
| PP |
0.7558 |
0.7569 |
| S1 |
0.7557 |
0.7562 |
|