CME Canadian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 05-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2017 |
05-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7484 |
0.7468 |
-0.0016 |
-0.2% |
0.7494 |
| High |
0.7485 |
0.7483 |
-0.0002 |
0.0% |
0.7541 |
| Low |
0.7439 |
0.7448 |
0.0009 |
0.1% |
0.7463 |
| Close |
0.7464 |
0.7465 |
0.0001 |
0.0% |
0.7533 |
| Range |
0.0046 |
0.0035 |
-0.0011 |
-23.9% |
0.0078 |
| ATR |
0.0046 |
0.0045 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
57,048 |
59,012 |
1,964 |
3.4% |
284,195 |
|
| Daily Pivots for day following 05-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7570 |
0.7552 |
0.7484 |
|
| R3 |
0.7535 |
0.7517 |
0.7474 |
|
| R2 |
0.7500 |
0.7500 |
0.7471 |
|
| R1 |
0.7482 |
0.7482 |
0.7468 |
0.7474 |
| PP |
0.7465 |
0.7465 |
0.7465 |
0.7461 |
| S1 |
0.7447 |
0.7447 |
0.7461 |
0.7439 |
| S2 |
0.7430 |
0.7430 |
0.7458 |
|
| S3 |
0.7395 |
0.7412 |
0.7455 |
|
| S4 |
0.7360 |
0.7377 |
0.7445 |
|
|
| 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 |
0.7439 |
0.0102 |
1.4% |
0.0044 |
0.6% |
25% |
False |
False |
62,041 |
| 10 |
0.7541 |
0.7439 |
0.0102 |
1.4% |
0.0039 |
0.5% |
25% |
False |
False |
55,583 |
| 20 |
0.7549 |
0.7398 |
0.0151 |
2.0% |
0.0043 |
0.6% |
44% |
False |
False |
61,334 |
| 40 |
0.7695 |
0.7398 |
0.0297 |
4.0% |
0.0045 |
0.6% |
22% |
False |
False |
33,505 |
| 60 |
0.7723 |
0.7398 |
0.0325 |
4.3% |
0.0052 |
0.7% |
20% |
False |
False |
22,418 |
| 80 |
0.7723 |
0.7371 |
0.0352 |
4.7% |
0.0051 |
0.7% |
27% |
False |
False |
16,848 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7631 |
|
2.618 |
0.7574 |
|
1.618 |
0.7539 |
|
1.000 |
0.7518 |
|
0.618 |
0.7504 |
|
HIGH |
0.7483 |
|
0.618 |
0.7469 |
|
0.500 |
0.7465 |
|
0.382 |
0.7461 |
|
LOW |
0.7448 |
|
0.618 |
0.7426 |
|
1.000 |
0.7413 |
|
1.618 |
0.7391 |
|
2.618 |
0.7356 |
|
4.250 |
0.7299 |
|
|
| Fisher Pivots for day following 05-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7465 |
0.7480 |
| PP |
0.7465 |
0.7475 |
| S1 |
0.7465 |
0.7470 |
|