CME Canadian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 22-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2017 |
22-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7545 |
0.7534 |
-0.0011 |
-0.1% |
0.7464 |
| High |
0.7555 |
0.7590 |
0.0036 |
0.5% |
0.7618 |
| Low |
0.7514 |
0.7521 |
0.0008 |
0.1% |
0.7453 |
| Close |
0.7536 |
0.7571 |
0.0035 |
0.5% |
0.7586 |
| Range |
0.0041 |
0.0069 |
0.0028 |
68.3% |
0.0165 |
| ATR |
0.0042 |
0.0044 |
0.0002 |
4.5% |
0.0000 |
| Volume |
580 |
492 |
-88 |
-15.2% |
2,368 |
|
| Daily Pivots for day following 22-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7768 |
0.7738 |
0.7609 |
|
| R3 |
0.7699 |
0.7669 |
0.7590 |
|
| R2 |
0.7630 |
0.7630 |
0.7584 |
|
| R1 |
0.7600 |
0.7600 |
0.7577 |
0.7615 |
| PP |
0.7561 |
0.7561 |
0.7561 |
0.7568 |
| S1 |
0.7531 |
0.7531 |
0.7565 |
0.7546 |
| S2 |
0.7492 |
0.7492 |
0.7558 |
|
| S3 |
0.7423 |
0.7462 |
0.7552 |
|
| S4 |
0.7354 |
0.7393 |
0.7533 |
|
|
| 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 |
0.7883 |
|
2.618 |
0.7771 |
|
1.618 |
0.7702 |
|
1.000 |
0.7659 |
|
0.618 |
0.7633 |
|
HIGH |
0.7590 |
|
0.618 |
0.7564 |
|
0.500 |
0.7556 |
|
0.382 |
0.7547 |
|
LOW |
0.7521 |
|
0.618 |
0.7478 |
|
1.000 |
0.7452 |
|
1.618 |
0.7409 |
|
2.618 |
0.7340 |
|
4.250 |
0.7228 |
|
|
| Fisher Pivots for day following 22-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7566 |
0.7565 |
| PP |
0.7561 |
0.7560 |
| S1 |
0.7556 |
0.7554 |
|