CME Canadian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 16-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2017 |
16-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7566 |
0.7576 |
0.0010 |
0.1% |
0.7464 |
| High |
0.7582 |
0.7593 |
0.0012 |
0.2% |
0.7618 |
| Low |
0.7538 |
0.7564 |
0.0027 |
0.4% |
0.7453 |
| Close |
0.7556 |
0.7586 |
0.0031 |
0.4% |
0.7586 |
| Range |
0.0044 |
0.0029 |
-0.0015 |
-34.1% |
0.0165 |
| ATR |
0.0042 |
0.0042 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
528 |
376 |
-152 |
-28.8% |
2,368 |
|
| Daily Pivots for day following 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7668 |
0.7656 |
0.7602 |
|
| R3 |
0.7639 |
0.7627 |
0.7594 |
|
| R2 |
0.7610 |
0.7610 |
0.7591 |
|
| R1 |
0.7598 |
0.7598 |
0.7589 |
0.7604 |
| PP |
0.7581 |
0.7581 |
0.7581 |
0.7584 |
| S1 |
0.7569 |
0.7569 |
0.7583 |
0.7575 |
| S2 |
0.7552 |
0.7552 |
0.7581 |
|
| S3 |
0.7523 |
0.7540 |
0.7578 |
|
| S4 |
0.7494 |
0.7511 |
0.7570 |
|
|
| Weekly Pivots for week ending 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8047 |
0.7982 |
0.7677 |
|
| R3 |
0.7882 |
0.7817 |
0.7631 |
|
| R2 |
0.7717 |
0.7717 |
0.7616 |
|
| R1 |
0.7652 |
0.7652 |
0.7601 |
0.7685 |
| PP |
0.7552 |
0.7552 |
0.7552 |
0.7569 |
| S1 |
0.7487 |
0.7487 |
0.7571 |
0.7520 |
| S2 |
0.7387 |
0.7387 |
0.7556 |
|
| S3 |
0.7222 |
0.7322 |
0.7541 |
|
| S4 |
0.7057 |
0.7157 |
0.7495 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7716 |
|
2.618 |
0.7669 |
|
1.618 |
0.7640 |
|
1.000 |
0.7622 |
|
0.618 |
0.7611 |
|
HIGH |
0.7593 |
|
0.618 |
0.7582 |
|
0.500 |
0.7579 |
|
0.382 |
0.7575 |
|
LOW |
0.7564 |
|
0.618 |
0.7546 |
|
1.000 |
0.7535 |
|
1.618 |
0.7517 |
|
2.618 |
0.7488 |
|
4.250 |
0.7441 |
|
|
| Fisher Pivots for day following 16-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7584 |
0.7583 |
| PP |
0.7581 |
0.7581 |
| S1 |
0.7579 |
0.7578 |
|