CME Canadian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 27-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2017 |
27-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7668 |
0.7650 |
-0.0018 |
-0.2% |
0.7514 |
| High |
0.7672 |
0.7652 |
-0.0020 |
-0.3% |
0.7672 |
| Low |
0.7629 |
0.7616 |
-0.0013 |
-0.2% |
0.7512 |
| Close |
0.7652 |
0.7628 |
-0.0024 |
-0.3% |
0.7628 |
| Range |
0.0042 |
0.0036 |
-0.0007 |
-16.5% |
0.0160 |
| ATR |
0.0063 |
0.0061 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
117 |
96 |
-21 |
-17.9% |
832 |
|
| Daily Pivots for day following 27-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7738 |
0.7719 |
0.7648 |
|
| R3 |
0.7703 |
0.7683 |
0.7638 |
|
| R2 |
0.7667 |
0.7667 |
0.7635 |
|
| R1 |
0.7648 |
0.7648 |
0.7631 |
0.7640 |
| PP |
0.7632 |
0.7632 |
0.7632 |
0.7628 |
| S1 |
0.7612 |
0.7612 |
0.7625 |
0.7604 |
| S2 |
0.7596 |
0.7596 |
0.7621 |
|
| S3 |
0.7561 |
0.7577 |
0.7618 |
|
| S4 |
0.7525 |
0.7541 |
0.7608 |
|
|
| Weekly Pivots for week ending 27-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8082 |
0.8015 |
0.7716 |
|
| R3 |
0.7923 |
0.7855 |
0.7672 |
|
| R2 |
0.7763 |
0.7763 |
0.7657 |
|
| R1 |
0.7696 |
0.7696 |
0.7643 |
0.7730 |
| PP |
0.7604 |
0.7604 |
0.7604 |
0.7621 |
| S1 |
0.7536 |
0.7536 |
0.7613 |
0.7570 |
| S2 |
0.7444 |
0.7444 |
0.7599 |
|
| S3 |
0.7285 |
0.7377 |
0.7584 |
|
| S4 |
0.7125 |
0.7217 |
0.7540 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7802 |
|
2.618 |
0.7744 |
|
1.618 |
0.7709 |
|
1.000 |
0.7687 |
|
0.618 |
0.7673 |
|
HIGH |
0.7652 |
|
0.618 |
0.7638 |
|
0.500 |
0.7634 |
|
0.382 |
0.7630 |
|
LOW |
0.7616 |
|
0.618 |
0.7594 |
|
1.000 |
0.7580 |
|
1.618 |
0.7559 |
|
2.618 |
0.7523 |
|
4.250 |
0.7465 |
|
|
| Fisher Pivots for day following 27-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7634 |
0.7641 |
| PP |
0.7632 |
0.7637 |
| S1 |
0.7630 |
0.7632 |
|