CME Canadian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 24-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2017 |
24-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7510 |
0.7497 |
-0.0013 |
-0.2% |
0.7502 |
| High |
0.7520 |
0.7502 |
-0.0018 |
-0.2% |
0.7549 |
| Low |
0.7496 |
0.7479 |
-0.0016 |
-0.2% |
0.7466 |
| Close |
0.7505 |
0.7483 |
-0.0022 |
-0.3% |
0.7483 |
| Range |
0.0024 |
0.0023 |
-0.0002 |
-6.3% |
0.0083 |
| ATR |
0.0047 |
0.0046 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
44,112 |
44,760 |
648 |
1.5% |
266,747 |
|
| Daily Pivots for day following 24-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7555 |
0.7542 |
0.7495 |
|
| R3 |
0.7533 |
0.7519 |
0.7489 |
|
| R2 |
0.7510 |
0.7510 |
0.7487 |
|
| R1 |
0.7497 |
0.7497 |
0.7485 |
0.7492 |
| PP |
0.7488 |
0.7488 |
0.7488 |
0.7486 |
| S1 |
0.7474 |
0.7474 |
0.7481 |
0.7470 |
| S2 |
0.7465 |
0.7465 |
0.7479 |
|
| S3 |
0.7443 |
0.7452 |
0.7477 |
|
| S4 |
0.7420 |
0.7429 |
0.7471 |
|
|
| Weekly Pivots for week ending 24-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7747 |
0.7697 |
0.7528 |
|
| R3 |
0.7664 |
0.7615 |
0.7506 |
|
| R2 |
0.7582 |
0.7582 |
0.7498 |
|
| R1 |
0.7532 |
0.7532 |
0.7491 |
0.7516 |
| PP |
0.7499 |
0.7499 |
0.7499 |
0.7491 |
| S1 |
0.7450 |
0.7450 |
0.7475 |
0.7433 |
| S2 |
0.7417 |
0.7417 |
0.7468 |
|
| S3 |
0.7334 |
0.7367 |
0.7460 |
|
| S4 |
0.7252 |
0.7285 |
0.7438 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7549 |
0.7466 |
0.0083 |
1.1% |
0.0039 |
0.5% |
21% |
False |
False |
53,349 |
| 10 |
0.7549 |
0.7420 |
0.0129 |
1.7% |
0.0044 |
0.6% |
49% |
False |
False |
60,563 |
| 20 |
0.7651 |
0.7398 |
0.0253 |
3.4% |
0.0045 |
0.6% |
34% |
False |
False |
43,254 |
| 40 |
0.7723 |
0.7398 |
0.0325 |
4.3% |
0.0048 |
0.6% |
26% |
False |
False |
21,879 |
| 60 |
0.7723 |
0.7371 |
0.0352 |
4.7% |
0.0053 |
0.7% |
32% |
False |
False |
14,657 |
| 80 |
0.7723 |
0.7371 |
0.0352 |
4.7% |
0.0051 |
0.7% |
32% |
False |
False |
11,021 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7597 |
|
2.618 |
0.7560 |
|
1.618 |
0.7538 |
|
1.000 |
0.7524 |
|
0.618 |
0.7515 |
|
HIGH |
0.7502 |
|
0.618 |
0.7493 |
|
0.500 |
0.7490 |
|
0.382 |
0.7488 |
|
LOW |
0.7479 |
|
0.618 |
0.7465 |
|
1.000 |
0.7457 |
|
1.618 |
0.7443 |
|
2.618 |
0.7420 |
|
4.250 |
0.7383 |
|
|
| Fisher Pivots for day following 24-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7490 |
0.7493 |
| PP |
0.7488 |
0.7490 |
| S1 |
0.7485 |
0.7486 |
|