CME Canadian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 31-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2017 |
31-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7511 |
0.7505 |
-0.0006 |
-0.1% |
0.7494 |
| High |
0.7541 |
0.7536 |
-0.0005 |
-0.1% |
0.7541 |
| Low |
0.7498 |
0.7489 |
-0.0010 |
-0.1% |
0.7463 |
| Close |
0.7519 |
0.7533 |
0.0014 |
0.2% |
0.7533 |
| Range |
0.0043 |
0.0047 |
0.0005 |
10.6% |
0.0078 |
| ATR |
0.0045 |
0.0045 |
0.0000 |
0.3% |
0.0000 |
| Volume |
62,726 |
64,715 |
1,989 |
3.2% |
284,195 |
|
| Daily Pivots for day following 31-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7660 |
0.7644 |
0.7559 |
|
| R3 |
0.7613 |
0.7597 |
0.7546 |
|
| R2 |
0.7566 |
0.7566 |
0.7542 |
|
| R1 |
0.7550 |
0.7550 |
0.7537 |
0.7558 |
| PP |
0.7519 |
0.7519 |
0.7519 |
0.7523 |
| S1 |
0.7502 |
0.7502 |
0.7529 |
0.7511 |
| S2 |
0.7472 |
0.7472 |
0.7524 |
|
| S3 |
0.7425 |
0.7455 |
0.7520 |
|
| S4 |
0.7378 |
0.7408 |
0.7507 |
|
|
| Weekly Pivots for week ending 31-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7745 |
0.7716 |
0.7576 |
|
| R3 |
0.7667 |
0.7639 |
0.7554 |
|
| R2 |
0.7590 |
0.7590 |
0.7547 |
|
| R1 |
0.7561 |
0.7561 |
0.7540 |
0.7576 |
| PP |
0.7512 |
0.7512 |
0.7512 |
0.7519 |
| S1 |
0.7484 |
0.7484 |
0.7526 |
0.7498 |
| S2 |
0.7435 |
0.7435 |
0.7519 |
|
| S3 |
0.7357 |
0.7406 |
0.7512 |
|
| S4 |
0.7280 |
0.7329 |
0.7490 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7541 |
0.7463 |
0.0078 |
1.0% |
0.0043 |
0.6% |
90% |
False |
False |
56,839 |
| 10 |
0.7549 |
0.7463 |
0.0086 |
1.1% |
0.0041 |
0.5% |
82% |
False |
False |
55,094 |
| 20 |
0.7549 |
0.7398 |
0.0151 |
2.0% |
0.0043 |
0.6% |
90% |
False |
False |
56,233 |
| 40 |
0.7706 |
0.7398 |
0.0308 |
4.1% |
0.0047 |
0.6% |
44% |
False |
False |
28,957 |
| 60 |
0.7723 |
0.7398 |
0.0325 |
4.3% |
0.0052 |
0.7% |
42% |
False |
False |
19,381 |
| 80 |
0.7723 |
0.7371 |
0.0352 |
4.7% |
0.0051 |
0.7% |
46% |
False |
False |
14,571 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7735 |
|
2.618 |
0.7659 |
|
1.618 |
0.7612 |
|
1.000 |
0.7583 |
|
0.618 |
0.7565 |
|
HIGH |
0.7536 |
|
0.618 |
0.7518 |
|
0.500 |
0.7512 |
|
0.382 |
0.7506 |
|
LOW |
0.7489 |
|
0.618 |
0.7459 |
|
1.000 |
0.7441 |
|
1.618 |
0.7412 |
|
2.618 |
0.7365 |
|
4.250 |
0.7289 |
|
|
| Fisher Pivots for day following 31-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7526 |
0.7524 |
| PP |
0.7519 |
0.7515 |
| S1 |
0.7512 |
0.7506 |
|