CME Canadian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 20-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2017 |
20-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7576 |
0.7582 |
0.0006 |
0.1% |
0.7464 |
| High |
0.7601 |
0.7594 |
-0.0007 |
-0.1% |
0.7618 |
| Low |
0.7569 |
0.7550 |
-0.0019 |
-0.3% |
0.7453 |
| Close |
0.7578 |
0.7565 |
-0.0013 |
-0.2% |
0.7586 |
| Range |
0.0032 |
0.0044 |
0.0012 |
37.5% |
0.0165 |
| ATR |
0.0041 |
0.0041 |
0.0000 |
0.5% |
0.0000 |
| Volume |
89 |
438 |
349 |
392.1% |
2,368 |
|
| Daily Pivots for day following 20-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7702 |
0.7677 |
0.7589 |
|
| R3 |
0.7658 |
0.7633 |
0.7577 |
|
| R2 |
0.7614 |
0.7614 |
0.7573 |
|
| R1 |
0.7589 |
0.7589 |
0.7569 |
0.7580 |
| PP |
0.7570 |
0.7570 |
0.7570 |
0.7565 |
| S1 |
0.7545 |
0.7545 |
0.7561 |
0.7536 |
| S2 |
0.7526 |
0.7526 |
0.7557 |
|
| S3 |
0.7482 |
0.7501 |
0.7553 |
|
| S4 |
0.7438 |
0.7457 |
0.7541 |
|
|
| 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 |
0.7781 |
|
2.618 |
0.7709 |
|
1.618 |
0.7665 |
|
1.000 |
0.7638 |
|
0.618 |
0.7621 |
|
HIGH |
0.7594 |
|
0.618 |
0.7577 |
|
0.500 |
0.7572 |
|
0.382 |
0.7567 |
|
LOW |
0.7550 |
|
0.618 |
0.7523 |
|
1.000 |
0.7506 |
|
1.618 |
0.7479 |
|
2.618 |
0.7435 |
|
4.250 |
0.7363 |
|
|
| Fisher Pivots for day following 20-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7572 |
0.7576 |
| PP |
0.7570 |
0.7572 |
| S1 |
0.7567 |
0.7569 |
|