CME Canadian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 11-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2017 |
11-May-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7294 |
0.7321 |
0.0027 |
0.4% |
0.7328 |
| High |
0.7331 |
0.7321 |
-0.0011 |
-0.1% |
0.7338 |
| Low |
0.7286 |
0.7266 |
-0.0020 |
-0.3% |
0.7254 |
| Close |
0.7317 |
0.7306 |
-0.0012 |
-0.2% |
0.7312 |
| Range |
0.0046 |
0.0055 |
0.0009 |
19.8% |
0.0084 |
| ATR |
0.0049 |
0.0049 |
0.0000 |
0.8% |
0.0000 |
| Volume |
70,619 |
77,307 |
6,688 |
9.5% |
365,860 |
|
| Daily Pivots for day following 11-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7461 |
0.7438 |
0.7335 |
|
| R3 |
0.7406 |
0.7383 |
0.7320 |
|
| R2 |
0.7352 |
0.7352 |
0.7315 |
|
| R1 |
0.7329 |
0.7329 |
0.7310 |
0.7313 |
| PP |
0.7297 |
0.7297 |
0.7297 |
0.7290 |
| S1 |
0.7274 |
0.7274 |
0.7301 |
0.7259 |
| S2 |
0.7243 |
0.7243 |
0.7296 |
|
| S3 |
0.7188 |
0.7220 |
0.7291 |
|
| S4 |
0.7134 |
0.7165 |
0.7276 |
|
|
| 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% |
0.0055 |
0.7% |
65% |
False |
False |
78,170 |
| 10 |
0.7344 |
0.7254 |
0.0091 |
1.2% |
0.0047 |
0.6% |
57% |
False |
False |
73,709 |
| 20 |
0.7569 |
0.7254 |
0.0315 |
4.3% |
0.0050 |
0.7% |
17% |
False |
False |
71,397 |
| 40 |
0.7569 |
0.7254 |
0.0315 |
4.3% |
0.0046 |
0.6% |
17% |
False |
False |
65,206 |
| 60 |
0.7695 |
0.7254 |
0.0442 |
6.0% |
0.0046 |
0.6% |
12% |
False |
False |
51,430 |
| 80 |
0.7723 |
0.7254 |
0.0469 |
6.4% |
0.0050 |
0.7% |
11% |
False |
False |
38,641 |
| 100 |
0.7723 |
0.7254 |
0.0469 |
6.4% |
0.0051 |
0.7% |
11% |
False |
False |
30,943 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7552 |
|
2.618 |
0.7463 |
|
1.618 |
0.7409 |
|
1.000 |
0.7375 |
|
0.618 |
0.7354 |
|
HIGH |
0.7321 |
|
0.618 |
0.7300 |
|
0.500 |
0.7293 |
|
0.382 |
0.7287 |
|
LOW |
0.7266 |
|
0.618 |
0.7232 |
|
1.000 |
0.7212 |
|
1.618 |
0.7178 |
|
2.618 |
0.7123 |
|
4.250 |
0.7034 |
|
|
| Fisher Pivots for day following 11-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7301 |
0.7303 |
| PP |
0.7297 |
0.7301 |
| S1 |
0.7293 |
0.7299 |
|