CME Canadian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 10-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2017 |
10-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7619 |
0.7617 |
-0.0002 |
0.0% |
0.7688 |
| High |
0.7646 |
0.7688 |
0.0043 |
0.6% |
0.7697 |
| Low |
0.7604 |
0.7610 |
0.0006 |
0.1% |
0.7579 |
| Close |
0.7622 |
0.7649 |
0.0028 |
0.4% |
0.7649 |
| Range |
0.0041 |
0.0078 |
0.0037 |
88.0% |
0.0118 |
| ATR |
0.0058 |
0.0060 |
0.0001 |
2.4% |
0.0000 |
| Volume |
246 |
533 |
287 |
116.7% |
1,477 |
|
| Daily Pivots for day following 10-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7883 |
0.7844 |
0.7692 |
|
| R3 |
0.7805 |
0.7766 |
0.7670 |
|
| R2 |
0.7727 |
0.7727 |
0.7663 |
|
| R1 |
0.7688 |
0.7688 |
0.7656 |
0.7708 |
| PP |
0.7649 |
0.7649 |
0.7649 |
0.7659 |
| S1 |
0.7610 |
0.7610 |
0.7642 |
0.7630 |
| S2 |
0.7571 |
0.7571 |
0.7635 |
|
| S3 |
0.7493 |
0.7532 |
0.7628 |
|
| S4 |
0.7415 |
0.7454 |
0.7606 |
|
|
| Weekly Pivots for week ending 10-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7996 |
0.7940 |
0.7714 |
|
| R3 |
0.7878 |
0.7822 |
0.7681 |
|
| R2 |
0.7760 |
0.7760 |
0.7671 |
|
| R1 |
0.7704 |
0.7704 |
0.7660 |
0.7673 |
| PP |
0.7642 |
0.7642 |
0.7642 |
0.7626 |
| S1 |
0.7586 |
0.7586 |
0.7638 |
0.7555 |
| S2 |
0.7524 |
0.7524 |
0.7627 |
|
| S3 |
0.7406 |
0.7468 |
0.7617 |
|
| S4 |
0.7288 |
0.7350 |
0.7584 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8020 |
|
2.618 |
0.7892 |
|
1.618 |
0.7814 |
|
1.000 |
0.7766 |
|
0.618 |
0.7736 |
|
HIGH |
0.7688 |
|
0.618 |
0.7658 |
|
0.500 |
0.7649 |
|
0.382 |
0.7640 |
|
LOW |
0.7610 |
|
0.618 |
0.7562 |
|
1.000 |
0.7532 |
|
1.618 |
0.7484 |
|
2.618 |
0.7406 |
|
4.250 |
0.7279 |
|
|
| Fisher Pivots for day following 10-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7649 |
0.7645 |
| PP |
0.7649 |
0.7641 |
| S1 |
0.7649 |
0.7637 |
|