CME Canadian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 23-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2017 |
23-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7616 |
0.7607 |
-0.0009 |
-0.1% |
0.7646 |
| High |
0.7636 |
0.7651 |
0.0015 |
0.2% |
0.7695 |
| Low |
0.7572 |
0.7602 |
0.0030 |
0.4% |
0.7627 |
| Close |
0.7607 |
0.7634 |
0.0027 |
0.4% |
0.7640 |
| Range |
0.0063 |
0.0049 |
-0.0014 |
-22.8% |
0.0068 |
| ATR |
0.0054 |
0.0054 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
836 |
3,598 |
2,762 |
330.4% |
1,759 |
|
| Daily Pivots for day following 23-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7776 |
0.7754 |
0.7661 |
|
| R3 |
0.7727 |
0.7705 |
0.7647 |
|
| R2 |
0.7678 |
0.7678 |
0.7643 |
|
| R1 |
0.7656 |
0.7656 |
0.7638 |
0.7667 |
| PP |
0.7629 |
0.7629 |
0.7629 |
0.7634 |
| S1 |
0.7607 |
0.7607 |
0.7630 |
0.7618 |
| S2 |
0.7580 |
0.7580 |
0.7625 |
|
| S3 |
0.7531 |
0.7558 |
0.7621 |
|
| S4 |
0.7482 |
0.7509 |
0.7607 |
|
|
| Weekly Pivots for week ending 17-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7859 |
0.7818 |
0.7678 |
|
| R3 |
0.7791 |
0.7750 |
0.7659 |
|
| R2 |
0.7722 |
0.7722 |
0.7653 |
|
| R1 |
0.7681 |
0.7681 |
0.7646 |
0.7668 |
| PP |
0.7654 |
0.7654 |
0.7654 |
0.7647 |
| S1 |
0.7613 |
0.7613 |
0.7634 |
0.7599 |
| S2 |
0.7585 |
0.7585 |
0.7627 |
|
| S3 |
0.7517 |
0.7544 |
0.7621 |
|
| S4 |
0.7448 |
0.7476 |
0.7602 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7859 |
|
2.618 |
0.7779 |
|
1.618 |
0.7730 |
|
1.000 |
0.7700 |
|
0.618 |
0.7681 |
|
HIGH |
0.7651 |
|
0.618 |
0.7632 |
|
0.500 |
0.7626 |
|
0.382 |
0.7620 |
|
LOW |
0.7602 |
|
0.618 |
0.7571 |
|
1.000 |
0.7553 |
|
1.618 |
0.7522 |
|
2.618 |
0.7473 |
|
4.250 |
0.7393 |
|
|
| Fisher Pivots for day following 23-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7631 |
0.7627 |
| PP |
0.7629 |
0.7621 |
| S1 |
0.7626 |
0.7614 |
|