CME Canadian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 18-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2017 |
18-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7512 |
0.7515 |
0.0003 |
0.0% |
0.7465 |
| High |
0.7546 |
0.7517 |
-0.0030 |
-0.4% |
0.7569 |
| Low |
0.7512 |
0.7469 |
-0.0044 |
-0.6% |
0.7454 |
| Close |
0.7521 |
0.7480 |
-0.0041 |
-0.5% |
0.7532 |
| Range |
0.0034 |
0.0048 |
0.0014 |
41.2% |
0.0114 |
| ATR |
0.0046 |
0.0046 |
0.0000 |
1.0% |
0.0000 |
| Volume |
27,464 |
71,710 |
44,246 |
161.1% |
264,902 |
|
| Daily Pivots for day following 18-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7632 |
0.7604 |
0.7506 |
|
| R3 |
0.7584 |
0.7556 |
0.7493 |
|
| R2 |
0.7536 |
0.7536 |
0.7489 |
|
| R1 |
0.7508 |
0.7508 |
0.7484 |
0.7498 |
| PP |
0.7488 |
0.7488 |
0.7488 |
0.7483 |
| S1 |
0.7460 |
0.7460 |
0.7476 |
0.7450 |
| S2 |
0.7440 |
0.7440 |
0.7471 |
|
| S3 |
0.7392 |
0.7412 |
0.7467 |
|
| S4 |
0.7344 |
0.7364 |
0.7454 |
|
|
| Weekly Pivots for week ending 14-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7862 |
0.7811 |
0.7595 |
|
| R3 |
0.7747 |
0.7697 |
0.7563 |
|
| R2 |
0.7633 |
0.7633 |
0.7553 |
|
| R1 |
0.7582 |
0.7582 |
0.7542 |
0.7608 |
| PP |
0.7518 |
0.7518 |
0.7518 |
0.7531 |
| S1 |
0.7468 |
0.7468 |
0.7522 |
0.7493 |
| S2 |
0.7404 |
0.7404 |
0.7511 |
|
| S3 |
0.7289 |
0.7353 |
0.7501 |
|
| S4 |
0.7175 |
0.7239 |
0.7469 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7569 |
0.7469 |
0.0100 |
1.3% |
0.0047 |
0.6% |
12% |
False |
True |
63,092 |
| 10 |
0.7569 |
0.7439 |
0.0130 |
1.7% |
0.0045 |
0.6% |
32% |
False |
False |
59,498 |
| 20 |
0.7569 |
0.7439 |
0.0130 |
1.7% |
0.0044 |
0.6% |
32% |
False |
False |
58,419 |
| 40 |
0.7672 |
0.7398 |
0.0274 |
3.7% |
0.0046 |
0.6% |
30% |
False |
False |
45,411 |
| 60 |
0.7723 |
0.7398 |
0.0325 |
4.3% |
0.0048 |
0.6% |
25% |
False |
False |
30,363 |
| 80 |
0.7723 |
0.7371 |
0.0352 |
4.7% |
0.0051 |
0.7% |
31% |
False |
False |
22,823 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7721 |
|
2.618 |
0.7642 |
|
1.618 |
0.7594 |
|
1.000 |
0.7565 |
|
0.618 |
0.7546 |
|
HIGH |
0.7517 |
|
0.618 |
0.7498 |
|
0.500 |
0.7493 |
|
0.382 |
0.7487 |
|
LOW |
0.7469 |
|
0.618 |
0.7439 |
|
1.000 |
0.7421 |
|
1.618 |
0.7391 |
|
2.618 |
0.7343 |
|
4.250 |
0.7265 |
|
|
| Fisher Pivots for day following 18-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7493 |
0.7519 |
| PP |
0.7488 |
0.7506 |
| S1 |
0.7484 |
0.7493 |
|