CME Canadian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 19-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2017 |
19-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7576 |
0.7576 |
0.0000 |
0.0% |
0.7464 |
| High |
0.7593 |
0.7601 |
0.0008 |
0.1% |
0.7618 |
| Low |
0.7564 |
0.7569 |
0.0005 |
0.1% |
0.7453 |
| Close |
0.7586 |
0.7578 |
-0.0008 |
-0.1% |
0.7586 |
| Range |
0.0029 |
0.0032 |
0.0003 |
10.3% |
0.0165 |
| ATR |
0.0042 |
0.0041 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
376 |
89 |
-287 |
-76.3% |
2,368 |
|
| Daily Pivots for day following 19-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7679 |
0.7660 |
0.7596 |
|
| R3 |
0.7647 |
0.7628 |
0.7587 |
|
| R2 |
0.7615 |
0.7615 |
0.7584 |
|
| R1 |
0.7596 |
0.7596 |
0.7581 |
0.7605 |
| PP |
0.7583 |
0.7583 |
0.7583 |
0.7587 |
| S1 |
0.7564 |
0.7564 |
0.7575 |
0.7574 |
| S2 |
0.7551 |
0.7551 |
0.7572 |
|
| S3 |
0.7519 |
0.7532 |
0.7569 |
|
| S4 |
0.7487 |
0.7500 |
0.7560 |
|
|
| 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 |
0.7737 |
|
2.618 |
0.7685 |
|
1.618 |
0.7653 |
|
1.000 |
0.7633 |
|
0.618 |
0.7621 |
|
HIGH |
0.7601 |
|
0.618 |
0.7589 |
|
0.500 |
0.7585 |
|
0.382 |
0.7581 |
|
LOW |
0.7569 |
|
0.618 |
0.7549 |
|
1.000 |
0.7537 |
|
1.618 |
0.7517 |
|
2.618 |
0.7485 |
|
4.250 |
0.7433 |
|
|
| Fisher Pivots for day following 19-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7585 |
0.7575 |
| PP |
0.7583 |
0.7572 |
| S1 |
0.7580 |
0.7569 |
|