CME Canadian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 03-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2017 |
03-May-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7315 |
0.7298 |
-0.0017 |
-0.2% |
0.7422 |
| High |
0.7330 |
0.7320 |
-0.0010 |
-0.1% |
0.7464 |
| Low |
0.7273 |
0.7282 |
0.0010 |
0.1% |
0.7306 |
| Close |
0.7293 |
0.7299 |
0.0006 |
0.1% |
0.7320 |
| Range |
0.0058 |
0.0038 |
-0.0019 |
-33.9% |
0.0158 |
| ATR |
0.0048 |
0.0048 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
77,346 |
76,293 |
-1,053 |
-1.4% |
414,780 |
|
| Daily Pivots for day following 03-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7414 |
0.7395 |
0.7320 |
|
| R3 |
0.7376 |
0.7357 |
0.7309 |
|
| R2 |
0.7338 |
0.7338 |
0.7306 |
|
| R1 |
0.7319 |
0.7319 |
0.7302 |
0.7329 |
| PP |
0.7300 |
0.7300 |
0.7300 |
0.7305 |
| S1 |
0.7281 |
0.7281 |
0.7296 |
0.7291 |
| S2 |
0.7262 |
0.7262 |
0.7292 |
|
| S3 |
0.7224 |
0.7243 |
0.7289 |
|
| S4 |
0.7186 |
0.7205 |
0.7278 |
|
|
| Weekly Pivots for week ending 28-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7837 |
0.7736 |
0.7407 |
|
| R3 |
0.7679 |
0.7578 |
0.7363 |
|
| R2 |
0.7521 |
0.7521 |
0.7349 |
|
| R1 |
0.7421 |
0.7421 |
0.7334 |
0.7392 |
| PP |
0.7363 |
0.7363 |
0.7363 |
0.7349 |
| S1 |
0.7263 |
0.7263 |
0.7306 |
0.7234 |
| S2 |
0.7205 |
0.7205 |
0.7291 |
|
| S3 |
0.7047 |
0.7105 |
0.7277 |
|
| S4 |
0.6889 |
0.6947 |
0.7233 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7396 |
0.7273 |
0.0124 |
1.7% |
0.0047 |
0.6% |
21% |
False |
False |
72,271 |
| 10 |
0.7464 |
0.7273 |
0.0191 |
2.6% |
0.0047 |
0.6% |
14% |
False |
False |
72,934 |
| 20 |
0.7569 |
0.7273 |
0.0296 |
4.1% |
0.0047 |
0.6% |
9% |
False |
False |
66,822 |
| 40 |
0.7569 |
0.7273 |
0.0296 |
4.1% |
0.0046 |
0.6% |
9% |
False |
False |
63,968 |
| 60 |
0.7695 |
0.7273 |
0.0423 |
5.8% |
0.0046 |
0.6% |
6% |
False |
False |
43,633 |
| 80 |
0.7723 |
0.7273 |
0.0450 |
6.2% |
0.0051 |
0.7% |
6% |
False |
False |
32,784 |
| 100 |
0.7723 |
0.7273 |
0.0450 |
6.2% |
0.0050 |
0.7% |
6% |
False |
False |
26,256 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7482 |
|
2.618 |
0.7419 |
|
1.618 |
0.7381 |
|
1.000 |
0.7358 |
|
0.618 |
0.7343 |
|
HIGH |
0.7320 |
|
0.618 |
0.7305 |
|
0.500 |
0.7301 |
|
0.382 |
0.7297 |
|
LOW |
0.7282 |
|
0.618 |
0.7259 |
|
1.000 |
0.7244 |
|
1.618 |
0.7221 |
|
2.618 |
0.7183 |
|
4.250 |
0.7120 |
|
|
| Fisher Pivots for day following 03-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7301 |
0.7305 |
| PP |
0.7300 |
0.7303 |
| S1 |
0.7300 |
0.7301 |
|