CME Canadian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 18-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2017 |
18-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7618 |
0.7669 |
0.0051 |
0.7% |
0.7565 |
| High |
0.7693 |
0.7681 |
-0.0012 |
-0.2% |
0.7687 |
| Low |
0.7597 |
0.7546 |
-0.0051 |
-0.7% |
0.7535 |
| Close |
0.7675 |
0.7569 |
-0.0106 |
-1.4% |
0.7635 |
| Range |
0.0096 |
0.0135 |
0.0039 |
40.1% |
0.0152 |
| ATR |
0.0057 |
0.0062 |
0.0006 |
9.8% |
0.0000 |
| Volume |
228 |
618 |
390 |
171.1% |
940 |
|
| Daily Pivots for day following 18-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8002 |
0.7920 |
0.7643 |
|
| R3 |
0.7868 |
0.7786 |
0.7606 |
|
| R2 |
0.7733 |
0.7733 |
0.7594 |
|
| R1 |
0.7651 |
0.7651 |
0.7581 |
0.7625 |
| PP |
0.7599 |
0.7599 |
0.7599 |
0.7585 |
| S1 |
0.7517 |
0.7517 |
0.7557 |
0.7490 |
| S2 |
0.7464 |
0.7464 |
0.7544 |
|
| S3 |
0.7330 |
0.7382 |
0.7532 |
|
| S4 |
0.7195 |
0.7248 |
0.7495 |
|
|
| 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 |
0.8252 |
|
2.618 |
0.8033 |
|
1.618 |
0.7898 |
|
1.000 |
0.7815 |
|
0.618 |
0.7764 |
|
HIGH |
0.7681 |
|
0.618 |
0.7629 |
|
0.500 |
0.7613 |
|
0.382 |
0.7597 |
|
LOW |
0.7546 |
|
0.618 |
0.7463 |
|
1.000 |
0.7412 |
|
1.618 |
0.7328 |
|
2.618 |
0.7194 |
|
4.250 |
0.6974 |
|
|
| Fisher Pivots for day following 18-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7613 |
0.7619 |
| PP |
0.7599 |
0.7603 |
| S1 |
0.7584 |
0.7586 |
|