CME Canadian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 01-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2017 |
01-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7648 |
0.7683 |
0.0035 |
0.5% |
0.7514 |
| High |
0.7723 |
0.7683 |
-0.0040 |
-0.5% |
0.7672 |
| Low |
0.7634 |
0.7645 |
0.0011 |
0.1% |
0.7512 |
| Close |
0.7692 |
0.7677 |
-0.0015 |
-0.2% |
0.7628 |
| Range |
0.0089 |
0.0038 |
-0.0051 |
-56.7% |
0.0160 |
| ATR |
0.0063 |
0.0062 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
184 |
218 |
34 |
18.5% |
832 |
|
| Daily Pivots for day following 01-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7784 |
0.7769 |
0.7698 |
|
| R3 |
0.7745 |
0.7730 |
0.7688 |
|
| R2 |
0.7707 |
0.7707 |
0.7684 |
|
| R1 |
0.7692 |
0.7692 |
0.7681 |
0.7680 |
| PP |
0.7668 |
0.7668 |
0.7668 |
0.7662 |
| S1 |
0.7653 |
0.7653 |
0.7673 |
0.7642 |
| S2 |
0.7630 |
0.7630 |
0.7670 |
|
| S3 |
0.7591 |
0.7615 |
0.7666 |
|
| S4 |
0.7553 |
0.7576 |
0.7656 |
|
|
| 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 |
0.7847 |
|
2.618 |
0.7784 |
|
1.618 |
0.7745 |
|
1.000 |
0.7721 |
|
0.618 |
0.7707 |
|
HIGH |
0.7683 |
|
0.618 |
0.7668 |
|
0.500 |
0.7664 |
|
0.382 |
0.7659 |
|
LOW |
0.7645 |
|
0.618 |
0.7621 |
|
1.000 |
0.7606 |
|
1.618 |
0.7582 |
|
2.618 |
0.7544 |
|
4.250 |
0.7481 |
|
|
| Fisher Pivots for day following 01-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7673 |
0.7673 |
| PP |
0.7668 |
0.7669 |
| S1 |
0.7664 |
0.7665 |
|