CME Canadian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 21-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2017 |
21-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7582 |
0.7545 |
-0.0037 |
-0.5% |
0.7464 |
| High |
0.7594 |
0.7555 |
-0.0040 |
-0.5% |
0.7618 |
| Low |
0.7550 |
0.7514 |
-0.0037 |
-0.5% |
0.7453 |
| Close |
0.7565 |
0.7536 |
-0.0030 |
-0.4% |
0.7586 |
| Range |
0.0044 |
0.0041 |
-0.0003 |
-6.8% |
0.0165 |
| ATR |
0.0041 |
0.0042 |
0.0001 |
1.7% |
0.0000 |
| Volume |
438 |
580 |
142 |
32.4% |
2,368 |
|
| Daily Pivots for day following 21-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7658 |
0.7638 |
0.7558 |
|
| R3 |
0.7617 |
0.7597 |
0.7547 |
|
| R2 |
0.7576 |
0.7576 |
0.7543 |
|
| R1 |
0.7556 |
0.7556 |
0.7539 |
0.7545 |
| PP |
0.7535 |
0.7535 |
0.7535 |
0.7529 |
| S1 |
0.7515 |
0.7515 |
0.7532 |
0.7504 |
| S2 |
0.7493 |
0.7493 |
0.7528 |
|
| S3 |
0.7452 |
0.7473 |
0.7524 |
|
| S4 |
0.7411 |
0.7432 |
0.7513 |
|
|
| 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 |
0.7729 |
|
2.618 |
0.7662 |
|
1.618 |
0.7621 |
|
1.000 |
0.7596 |
|
0.618 |
0.7580 |
|
HIGH |
0.7555 |
|
0.618 |
0.7539 |
|
0.500 |
0.7534 |
|
0.382 |
0.7529 |
|
LOW |
0.7514 |
|
0.618 |
0.7488 |
|
1.000 |
0.7472 |
|
1.618 |
0.7447 |
|
2.618 |
0.7406 |
|
4.250 |
0.7339 |
|
|
| Fisher Pivots for day following 21-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7535 |
0.7557 |
| PP |
0.7535 |
0.7550 |
| S1 |
0.7534 |
0.7543 |
|