CME Canadian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 13-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2017 |
13-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7602 |
0.7618 |
0.0016 |
0.2% |
0.7565 |
| High |
0.7687 |
0.7639 |
-0.0048 |
-0.6% |
0.7687 |
| Low |
0.7602 |
0.7609 |
0.0007 |
0.1% |
0.7535 |
| Close |
0.7631 |
0.7635 |
0.0005 |
0.1% |
0.7635 |
| Range |
0.0086 |
0.0031 |
-0.0055 |
-64.3% |
0.0152 |
| ATR |
0.0055 |
0.0054 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
457 |
53 |
-404 |
-88.4% |
940 |
|
| Daily Pivots for day following 13-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7719 |
0.7708 |
0.7652 |
|
| R3 |
0.7689 |
0.7677 |
0.7643 |
|
| R2 |
0.7658 |
0.7658 |
0.7641 |
|
| R1 |
0.7647 |
0.7647 |
0.7638 |
0.7652 |
| PP |
0.7628 |
0.7628 |
0.7628 |
0.7630 |
| S1 |
0.7616 |
0.7616 |
0.7632 |
0.7622 |
| S2 |
0.7597 |
0.7597 |
0.7629 |
|
| S3 |
0.7567 |
0.7586 |
0.7627 |
|
| S4 |
0.7536 |
0.7555 |
0.7618 |
|
|
| Weekly Pivots for week ending 13-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8075 |
0.8007 |
0.7719 |
|
| R3 |
0.7923 |
0.7855 |
0.7677 |
|
| R2 |
0.7771 |
0.7771 |
0.7663 |
|
| R1 |
0.7703 |
0.7703 |
0.7649 |
0.7737 |
| PP |
0.7619 |
0.7619 |
0.7619 |
0.7636 |
| S1 |
0.7551 |
0.7551 |
0.7621 |
0.7585 |
| S2 |
0.7467 |
0.7467 |
0.7607 |
|
| S3 |
0.7315 |
0.7399 |
0.7593 |
|
| S4 |
0.7163 |
0.7247 |
0.7551 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7769 |
|
2.618 |
0.7719 |
|
1.618 |
0.7688 |
|
1.000 |
0.7670 |
|
0.618 |
0.7658 |
|
HIGH |
0.7639 |
|
0.618 |
0.7627 |
|
0.500 |
0.7624 |
|
0.382 |
0.7620 |
|
LOW |
0.7609 |
|
0.618 |
0.7590 |
|
1.000 |
0.7578 |
|
1.618 |
0.7559 |
|
2.618 |
0.7529 |
|
4.250 |
0.7479 |
|
|
| Fisher Pivots for day following 13-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7631 |
0.7627 |
| PP |
0.7628 |
0.7619 |
| S1 |
0.7624 |
0.7611 |
|