CME Canadian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 17-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2017 |
17-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7528 |
0.7518 |
-0.0010 |
-0.1% |
0.7441 |
| High |
0.7542 |
0.7526 |
-0.0016 |
-0.2% |
0.7542 |
| Low |
0.7499 |
0.7485 |
-0.0014 |
-0.2% |
0.7420 |
| Close |
0.7509 |
0.7506 |
-0.0003 |
0.0% |
0.7506 |
| Range |
0.0044 |
0.0042 |
-0.0002 |
-4.6% |
0.0122 |
| ATR |
0.0050 |
0.0049 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
72,381 |
54,982 |
-17,399 |
-24.0% |
338,891 |
|
| Daily Pivots for day following 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7630 |
0.7610 |
0.7529 |
|
| R3 |
0.7589 |
0.7568 |
0.7517 |
|
| R2 |
0.7547 |
0.7547 |
0.7514 |
|
| R1 |
0.7527 |
0.7527 |
0.7510 |
0.7516 |
| PP |
0.7506 |
0.7506 |
0.7506 |
0.7500 |
| S1 |
0.7485 |
0.7485 |
0.7502 |
0.7475 |
| S2 |
0.7464 |
0.7464 |
0.7498 |
|
| S3 |
0.7423 |
0.7444 |
0.7495 |
|
| S4 |
0.7381 |
0.7402 |
0.7483 |
|
|
| Weekly Pivots for week ending 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7855 |
0.7803 |
0.7573 |
|
| R3 |
0.7733 |
0.7681 |
0.7540 |
|
| R2 |
0.7611 |
0.7611 |
0.7528 |
|
| R1 |
0.7559 |
0.7559 |
0.7517 |
0.7585 |
| PP |
0.7489 |
0.7489 |
0.7489 |
0.7503 |
| S1 |
0.7437 |
0.7437 |
0.7495 |
0.7463 |
| S2 |
0.7367 |
0.7367 |
0.7484 |
|
| S3 |
0.7245 |
0.7315 |
0.7472 |
|
| S4 |
0.7123 |
0.7193 |
0.7439 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7542 |
0.7420 |
0.0122 |
1.6% |
0.0049 |
0.7% |
70% |
False |
False |
67,778 |
| 10 |
0.7542 |
0.7398 |
0.0144 |
1.9% |
0.0044 |
0.6% |
75% |
False |
False |
57,371 |
| 20 |
0.7672 |
0.7398 |
0.0274 |
3.7% |
0.0047 |
0.6% |
39% |
False |
False |
30,205 |
| 40 |
0.7723 |
0.7398 |
0.0325 |
4.3% |
0.0051 |
0.7% |
33% |
False |
False |
15,240 |
| 60 |
0.7723 |
0.7371 |
0.0352 |
4.7% |
0.0053 |
0.7% |
38% |
False |
False |
10,221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7702 |
|
2.618 |
0.7635 |
|
1.618 |
0.7593 |
|
1.000 |
0.7568 |
|
0.618 |
0.7552 |
|
HIGH |
0.7526 |
|
0.618 |
0.7510 |
|
0.500 |
0.7505 |
|
0.382 |
0.7500 |
|
LOW |
0.7485 |
|
0.618 |
0.7459 |
|
1.000 |
0.7443 |
|
1.618 |
0.7417 |
|
2.618 |
0.7376 |
|
4.250 |
0.7308 |
|
|
| Fisher Pivots for day following 17-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7506 |
0.7499 |
| PP |
0.7506 |
0.7491 |
| S1 |
0.7505 |
0.7484 |
|