CME Canadian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 08-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2017 |
08-May-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7279 |
0.7326 |
0.0047 |
0.6% |
0.7328 |
| High |
0.7334 |
0.7334 |
-0.0001 |
0.0% |
0.7338 |
| Low |
0.7254 |
0.7285 |
0.0032 |
0.4% |
0.7254 |
| Close |
0.7312 |
0.7307 |
-0.0004 |
-0.1% |
0.7312 |
| Range |
0.0081 |
0.0049 |
-0.0032 |
-39.8% |
0.0084 |
| ATR |
0.0049 |
0.0049 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
93,815 |
71,265 |
-22,550 |
-24.0% |
365,860 |
|
| Daily Pivots for day following 08-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7454 |
0.7429 |
0.7334 |
|
| R3 |
0.7406 |
0.7381 |
0.7320 |
|
| R2 |
0.7357 |
0.7357 |
0.7316 |
|
| R1 |
0.7332 |
0.7332 |
0.7311 |
0.7320 |
| PP |
0.7309 |
0.7309 |
0.7309 |
0.7303 |
| S1 |
0.7284 |
0.7284 |
0.7303 |
0.7272 |
| S2 |
0.7260 |
0.7260 |
0.7298 |
|
| S3 |
0.7212 |
0.7235 |
0.7294 |
|
| S4 |
0.7163 |
0.7187 |
0.7280 |
|
|
| Weekly Pivots for week ending 05-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7553 |
0.7516 |
0.7358 |
|
| R3 |
0.7469 |
0.7432 |
0.7335 |
|
| R2 |
0.7385 |
0.7385 |
0.7327 |
|
| R1 |
0.7348 |
0.7348 |
0.7319 |
0.7325 |
| PP |
0.7301 |
0.7301 |
0.7301 |
0.7289 |
| S1 |
0.7264 |
0.7264 |
0.7304 |
0.7241 |
| S2 |
0.7217 |
0.7217 |
0.7296 |
|
| S3 |
0.7133 |
0.7180 |
0.7288 |
|
| S4 |
0.7049 |
0.7096 |
0.7265 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7334 |
0.7254 |
0.0081 |
1.1% |
0.0053 |
0.7% |
66% |
False |
False |
79,527 |
| 10 |
0.7411 |
0.7254 |
0.0157 |
2.1% |
0.0052 |
0.7% |
34% |
False |
False |
78,885 |
| 20 |
0.7569 |
0.7254 |
0.0315 |
4.3% |
0.0050 |
0.7% |
17% |
False |
False |
70,329 |
| 40 |
0.7569 |
0.7254 |
0.0315 |
4.3% |
0.0047 |
0.6% |
17% |
False |
False |
64,850 |
| 60 |
0.7695 |
0.7254 |
0.0442 |
6.0% |
0.0047 |
0.6% |
12% |
False |
False |
47,687 |
| 80 |
0.7723 |
0.7254 |
0.0469 |
6.4% |
0.0051 |
0.7% |
11% |
False |
False |
35,829 |
| 100 |
0.7723 |
0.7254 |
0.0469 |
6.4% |
0.0051 |
0.7% |
11% |
False |
False |
28,691 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7540 |
|
2.618 |
0.7460 |
|
1.618 |
0.7412 |
|
1.000 |
0.7382 |
|
0.618 |
0.7363 |
|
HIGH |
0.7334 |
|
0.618 |
0.7315 |
|
0.500 |
0.7309 |
|
0.382 |
0.7304 |
|
LOW |
0.7285 |
|
0.618 |
0.7255 |
|
1.000 |
0.7237 |
|
1.618 |
0.7207 |
|
2.618 |
0.7158 |
|
4.250 |
0.7079 |
|
|
| Fisher Pivots for day following 08-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7309 |
0.7303 |
| PP |
0.7309 |
0.7298 |
| S1 |
0.7308 |
0.7294 |
|