CME Canadian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 03-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2016 |
03-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7429 |
0.7451 |
0.0022 |
0.3% |
0.7413 |
| High |
0.7477 |
0.7477 |
0.0000 |
0.0% |
0.7477 |
| Low |
0.7420 |
0.7446 |
0.0026 |
0.4% |
0.7371 |
| Close |
0.7451 |
0.7461 |
0.0011 |
0.1% |
0.7451 |
| Range |
0.0057 |
0.0032 |
-0.0026 |
-44.7% |
0.0106 |
| ATR |
0.0047 |
0.0046 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
269 |
129 |
-140 |
-52.0% |
514 |
|
| Daily Pivots for day following 03-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7556 |
0.7540 |
0.7478 |
|
| R3 |
0.7524 |
0.7508 |
0.7470 |
|
| R2 |
0.7493 |
0.7493 |
0.7467 |
|
| R1 |
0.7477 |
0.7477 |
0.7464 |
0.7485 |
| PP |
0.7461 |
0.7461 |
0.7461 |
0.7465 |
| S1 |
0.7445 |
0.7445 |
0.7458 |
0.7453 |
| S2 |
0.7430 |
0.7430 |
0.7455 |
|
| S3 |
0.7398 |
0.7414 |
0.7452 |
|
| S4 |
0.7367 |
0.7382 |
0.7444 |
|
|
| Weekly Pivots for week ending 30-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7749 |
0.7705 |
0.7509 |
|
| R3 |
0.7644 |
0.7600 |
0.7480 |
|
| R2 |
0.7538 |
0.7538 |
0.7470 |
|
| R1 |
0.7494 |
0.7494 |
0.7460 |
0.7516 |
| PP |
0.7433 |
0.7433 |
0.7433 |
0.7444 |
| S1 |
0.7389 |
0.7389 |
0.7441 |
0.7411 |
| S2 |
0.7327 |
0.7327 |
0.7431 |
|
| S3 |
0.7222 |
0.7283 |
0.7421 |
|
| S4 |
0.7116 |
0.7178 |
0.7392 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7611 |
|
2.618 |
0.7559 |
|
1.618 |
0.7528 |
|
1.000 |
0.7509 |
|
0.618 |
0.7496 |
|
HIGH |
0.7477 |
|
0.618 |
0.7465 |
|
0.500 |
0.7461 |
|
0.382 |
0.7458 |
|
LOW |
0.7446 |
|
0.618 |
0.7426 |
|
1.000 |
0.7414 |
|
1.618 |
0.7395 |
|
2.618 |
0.7363 |
|
4.250 |
0.7312 |
|
|
| Fisher Pivots for day following 03-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7461 |
0.7452 |
| PP |
0.7461 |
0.7444 |
| S1 |
0.7461 |
0.7435 |
|