CME Canadian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 25-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2017 |
25-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7422 |
0.7407 |
-0.0016 |
-0.2% |
0.7512 |
| High |
0.7464 |
0.7411 |
-0.0053 |
-0.7% |
0.7546 |
| Low |
0.7401 |
0.7344 |
-0.0057 |
-0.8% |
0.7399 |
| Close |
0.7406 |
0.7371 |
-0.0036 |
-0.5% |
0.7407 |
| Range |
0.0063 |
0.0067 |
0.0004 |
6.4% |
0.0147 |
| ATR |
0.0047 |
0.0048 |
0.0001 |
3.0% |
0.0000 |
| Volume |
63,051 |
84,587 |
21,536 |
34.2% |
289,775 |
|
| Daily Pivots for day following 25-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7575 |
0.7539 |
0.7407 |
|
| R3 |
0.7508 |
0.7473 |
0.7389 |
|
| R2 |
0.7442 |
0.7442 |
0.7383 |
|
| R1 |
0.7406 |
0.7406 |
0.7377 |
0.7391 |
| PP |
0.7375 |
0.7375 |
0.7375 |
0.7367 |
| S1 |
0.7340 |
0.7340 |
0.7364 |
0.7324 |
| S2 |
0.7309 |
0.7309 |
0.7358 |
|
| S3 |
0.7242 |
0.7273 |
0.7352 |
|
| S4 |
0.7176 |
0.7207 |
0.7334 |
|
|
| 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 |
0.7483 |
0.7344 |
0.0139 |
1.9% |
0.0051 |
0.7% |
19% |
False |
True |
67,647 |
| 10 |
0.7569 |
0.7344 |
0.0225 |
3.0% |
0.0049 |
0.7% |
12% |
False |
True |
65,370 |
| 20 |
0.7569 |
0.7344 |
0.0225 |
3.0% |
0.0046 |
0.6% |
12% |
False |
True |
61,578 |
| 40 |
0.7604 |
0.7344 |
0.0260 |
3.5% |
0.0045 |
0.6% |
10% |
False |
True |
53,707 |
| 60 |
0.7723 |
0.7344 |
0.0379 |
5.1% |
0.0047 |
0.6% |
7% |
False |
True |
35,987 |
| 80 |
0.7723 |
0.7344 |
0.0379 |
5.1% |
0.0052 |
0.7% |
7% |
False |
True |
27,043 |
| 100 |
0.7723 |
0.7344 |
0.0379 |
5.1% |
0.0050 |
0.7% |
7% |
False |
True |
21,658 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7693 |
|
2.618 |
0.7585 |
|
1.618 |
0.7518 |
|
1.000 |
0.7477 |
|
0.618 |
0.7452 |
|
HIGH |
0.7411 |
|
0.618 |
0.7385 |
|
0.500 |
0.7377 |
|
0.382 |
0.7369 |
|
LOW |
0.7344 |
|
0.618 |
0.7303 |
|
1.000 |
0.7278 |
|
1.618 |
0.7236 |
|
2.618 |
0.7170 |
|
4.250 |
0.7061 |
|
|
| Fisher Pivots for day following 25-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7377 |
0.7404 |
| PP |
0.7375 |
0.7393 |
| S1 |
0.7373 |
0.7382 |
|