CME Canadian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 24-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2017 |
24-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7426 |
0.7422 |
-0.0004 |
-0.1% |
0.7512 |
| High |
0.7436 |
0.7464 |
0.0028 |
0.4% |
0.7546 |
| Low |
0.7399 |
0.7401 |
0.0002 |
0.0% |
0.7399 |
| Close |
0.7407 |
0.7406 |
-0.0001 |
0.0% |
0.7407 |
| Range |
0.0037 |
0.0063 |
0.0026 |
68.9% |
0.0147 |
| ATR |
0.0045 |
0.0047 |
0.0001 |
2.7% |
0.0000 |
| Volume |
61,524 |
63,051 |
1,527 |
2.5% |
289,775 |
|
| Daily Pivots for day following 24-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7611 |
0.7571 |
0.7440 |
|
| R3 |
0.7549 |
0.7509 |
0.7423 |
|
| R2 |
0.7486 |
0.7486 |
0.7417 |
|
| R1 |
0.7446 |
0.7446 |
0.7412 |
0.7435 |
| PP |
0.7424 |
0.7424 |
0.7424 |
0.7418 |
| S1 |
0.7384 |
0.7384 |
0.7400 |
0.7372 |
| S2 |
0.7361 |
0.7361 |
0.7395 |
|
| S3 |
0.7299 |
0.7321 |
0.7389 |
|
| S4 |
0.7236 |
0.7259 |
0.7372 |
|
|
| Weekly Pivots for week ending 21-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7892 |
0.7796 |
0.7488 |
|
| R3 |
0.7745 |
0.7649 |
0.7447 |
|
| R2 |
0.7598 |
0.7598 |
0.7434 |
|
| R1 |
0.7502 |
0.7502 |
0.7420 |
0.7477 |
| PP |
0.7451 |
0.7451 |
0.7451 |
0.7438 |
| S1 |
0.7355 |
0.7355 |
0.7394 |
0.7330 |
| S2 |
0.7304 |
0.7304 |
0.7380 |
|
| S3 |
0.7157 |
0.7208 |
0.7367 |
|
| S4 |
0.7010 |
0.7061 |
0.7326 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7517 |
0.7399 |
0.0117 |
1.6% |
0.0047 |
0.6% |
6% |
False |
False |
65,072 |
| 10 |
0.7569 |
0.7399 |
0.0169 |
2.3% |
0.0048 |
0.7% |
4% |
False |
False |
61,772 |
| 20 |
0.7569 |
0.7399 |
0.0169 |
2.3% |
0.0045 |
0.6% |
4% |
False |
False |
59,976 |
| 40 |
0.7651 |
0.7398 |
0.0253 |
3.4% |
0.0045 |
0.6% |
3% |
False |
False |
51,615 |
| 60 |
0.7723 |
0.7398 |
0.0325 |
4.4% |
0.0047 |
0.6% |
2% |
False |
False |
34,578 |
| 80 |
0.7723 |
0.7371 |
0.0352 |
4.7% |
0.0051 |
0.7% |
10% |
False |
False |
25,987 |
| 100 |
0.7723 |
0.7371 |
0.0352 |
4.7% |
0.0050 |
0.7% |
10% |
False |
False |
20,812 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7729 |
|
2.618 |
0.7627 |
|
1.618 |
0.7565 |
|
1.000 |
0.7526 |
|
0.618 |
0.7502 |
|
HIGH |
0.7464 |
|
0.618 |
0.7440 |
|
0.500 |
0.7432 |
|
0.382 |
0.7425 |
|
LOW |
0.7401 |
|
0.618 |
0.7362 |
|
1.000 |
0.7339 |
|
1.618 |
0.7300 |
|
2.618 |
0.7237 |
|
4.250 |
0.7135 |
|
|
| Fisher Pivots for day following 24-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7432 |
0.7431 |
| PP |
0.7424 |
0.7423 |
| S1 |
0.7415 |
0.7414 |
|