CME Canadian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 10-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2017 |
10-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7565 |
0.7559 |
-0.0007 |
-0.1% |
0.7451 |
| High |
0.7591 |
0.7593 |
0.0002 |
0.0% |
0.7602 |
| Low |
0.7547 |
0.7557 |
0.0011 |
0.1% |
0.7446 |
| Close |
0.7574 |
0.7572 |
-0.0001 |
0.0% |
0.7567 |
| Range |
0.0044 |
0.0035 |
-0.0009 |
-19.3% |
0.0156 |
| ATR |
0.0051 |
0.0050 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
199 |
44 |
-155 |
-77.9% |
603 |
|
| Daily Pivots for day following 10-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7680 |
0.7662 |
0.7592 |
|
| R3 |
0.7645 |
0.7626 |
0.7582 |
|
| R2 |
0.7609 |
0.7609 |
0.7579 |
|
| R1 |
0.7591 |
0.7591 |
0.7575 |
0.7600 |
| PP |
0.7574 |
0.7574 |
0.7574 |
0.7579 |
| S1 |
0.7555 |
0.7555 |
0.7569 |
0.7565 |
| S2 |
0.7538 |
0.7538 |
0.7565 |
|
| S3 |
0.7503 |
0.7520 |
0.7562 |
|
| S4 |
0.7467 |
0.7484 |
0.7552 |
|
|
| Weekly Pivots for week ending 06-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8006 |
0.7943 |
0.7653 |
|
| R3 |
0.7850 |
0.7787 |
0.7610 |
|
| R2 |
0.7694 |
0.7694 |
0.7596 |
|
| R1 |
0.7631 |
0.7631 |
0.7581 |
0.7662 |
| PP |
0.7538 |
0.7538 |
0.7538 |
0.7554 |
| S1 |
0.7474 |
0.7474 |
0.7553 |
0.7506 |
| S2 |
0.7382 |
0.7382 |
0.7538 |
|
| S3 |
0.7226 |
0.7318 |
0.7524 |
|
| S4 |
0.7070 |
0.7162 |
0.7481 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7743 |
|
2.618 |
0.7685 |
|
1.618 |
0.7650 |
|
1.000 |
0.7628 |
|
0.618 |
0.7614 |
|
HIGH |
0.7593 |
|
0.618 |
0.7579 |
|
0.500 |
0.7575 |
|
0.382 |
0.7571 |
|
LOW |
0.7557 |
|
0.618 |
0.7535 |
|
1.000 |
0.7522 |
|
1.618 |
0.7500 |
|
2.618 |
0.7464 |
|
4.250 |
0.7406 |
|
|
| Fisher Pivots for day following 10-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7575 |
0.7574 |
| PP |
0.7574 |
0.7573 |
| S1 |
0.7573 |
0.7573 |
|