CME Canadian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 27-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2017 |
27-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7558 |
0.7581 |
0.0023 |
0.3% |
0.7576 |
| High |
0.7590 |
0.7627 |
0.0037 |
0.5% |
0.7601 |
| Low |
0.7558 |
0.7564 |
0.0006 |
0.1% |
0.7514 |
| Close |
0.7570 |
0.7624 |
0.0054 |
0.7% |
0.7564 |
| Range |
0.0032 |
0.0064 |
0.0032 |
101.6% |
0.0088 |
| ATR |
0.0044 |
0.0045 |
0.0001 |
3.2% |
0.0000 |
| Volume |
164 |
604 |
440 |
268.3% |
1,789 |
|
| Daily Pivots for day following 27-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7795 |
0.7773 |
0.7658 |
|
| R3 |
0.7732 |
0.7709 |
0.7641 |
|
| R2 |
0.7668 |
0.7668 |
0.7635 |
|
| R1 |
0.7646 |
0.7646 |
0.7629 |
0.7657 |
| PP |
0.7605 |
0.7605 |
0.7605 |
0.7610 |
| S1 |
0.7582 |
0.7582 |
0.7618 |
0.7594 |
| S2 |
0.7541 |
0.7541 |
0.7612 |
|
| S3 |
0.7478 |
0.7519 |
0.7606 |
|
| S4 |
0.7414 |
0.7455 |
0.7589 |
|
|
| Weekly Pivots for week ending 23-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7822 |
0.7780 |
0.7612 |
|
| R3 |
0.7734 |
0.7693 |
0.7588 |
|
| R2 |
0.7647 |
0.7647 |
0.7580 |
|
| R1 |
0.7605 |
0.7605 |
0.7572 |
0.7582 |
| PP |
0.7559 |
0.7559 |
0.7559 |
0.7548 |
| S1 |
0.7518 |
0.7518 |
0.7555 |
0.7495 |
| S2 |
0.7472 |
0.7472 |
0.7547 |
|
| S3 |
0.7384 |
0.7430 |
0.7539 |
|
| S4 |
0.7297 |
0.7343 |
0.7515 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7897 |
|
2.618 |
0.7793 |
|
1.618 |
0.7730 |
|
1.000 |
0.7691 |
|
0.618 |
0.7666 |
|
HIGH |
0.7627 |
|
0.618 |
0.7603 |
|
0.500 |
0.7595 |
|
0.382 |
0.7588 |
|
LOW |
0.7564 |
|
0.618 |
0.7524 |
|
1.000 |
0.7500 |
|
1.618 |
0.7461 |
|
2.618 |
0.7397 |
|
4.250 |
0.7294 |
|
|
| Fisher Pivots for day following 27-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7614 |
0.7610 |
| PP |
0.7605 |
0.7596 |
| S1 |
0.7595 |
0.7582 |
|