CME Canadian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 21-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2017 |
21-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7502 |
0.7498 |
-0.0004 |
-0.1% |
0.7441 |
| High |
0.7527 |
0.7549 |
0.0022 |
0.3% |
0.7542 |
| Low |
0.7488 |
0.7491 |
0.0003 |
0.0% |
0.7420 |
| Close |
0.7494 |
0.7503 |
0.0010 |
0.1% |
0.7506 |
| Range |
0.0039 |
0.0058 |
0.0019 |
48.7% |
0.0122 |
| ATR |
0.0048 |
0.0049 |
0.0001 |
1.4% |
0.0000 |
| Volume |
44,242 |
71,924 |
27,682 |
62.6% |
338,891 |
|
| Daily Pivots for day following 21-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7688 |
0.7654 |
0.7535 |
|
| R3 |
0.7630 |
0.7596 |
0.7519 |
|
| R2 |
0.7572 |
0.7572 |
0.7514 |
|
| R1 |
0.7538 |
0.7538 |
0.7508 |
0.7555 |
| PP |
0.7514 |
0.7514 |
0.7514 |
0.7523 |
| S1 |
0.7480 |
0.7480 |
0.7498 |
0.7497 |
| S2 |
0.7456 |
0.7456 |
0.7492 |
|
| S3 |
0.7398 |
0.7422 |
0.7487 |
|
| S4 |
0.7340 |
0.7364 |
0.7471 |
|
|
| 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 |
0.7549 |
0.7426 |
0.0123 |
1.6% |
0.0058 |
0.8% |
63% |
True |
False |
67,749 |
| 10 |
0.7549 |
0.7398 |
0.0151 |
2.0% |
0.0048 |
0.6% |
70% |
True |
False |
66,375 |
| 20 |
0.7672 |
0.7398 |
0.0274 |
3.7% |
0.0048 |
0.6% |
38% |
False |
False |
35,980 |
| 40 |
0.7723 |
0.7398 |
0.0325 |
4.3% |
0.0050 |
0.7% |
32% |
False |
False |
18,129 |
| 60 |
0.7723 |
0.7371 |
0.0352 |
4.7% |
0.0054 |
0.7% |
38% |
False |
False |
12,156 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7795 |
|
2.618 |
0.7700 |
|
1.618 |
0.7642 |
|
1.000 |
0.7607 |
|
0.618 |
0.7584 |
|
HIGH |
0.7549 |
|
0.618 |
0.7526 |
|
0.500 |
0.7520 |
|
0.382 |
0.7513 |
|
LOW |
0.7491 |
|
0.618 |
0.7455 |
|
1.000 |
0.7433 |
|
1.618 |
0.7397 |
|
2.618 |
0.7339 |
|
4.250 |
0.7244 |
|
|
| Fisher Pivots for day following 21-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7520 |
0.7517 |
| PP |
0.7514 |
0.7512 |
| S1 |
0.7509 |
0.7508 |
|