CME Canadian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 15-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2017 |
15-May-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7304 |
0.7299 |
-0.0006 |
-0.1% |
0.7326 |
| High |
0.7322 |
0.7356 |
0.0034 |
0.5% |
0.7334 |
| Low |
0.7281 |
0.7291 |
0.0010 |
0.1% |
0.7266 |
| Close |
0.7296 |
0.7332 |
0.0037 |
0.5% |
0.7296 |
| Range |
0.0041 |
0.0065 |
0.0024 |
58.5% |
0.0068 |
| ATR |
0.0049 |
0.0050 |
0.0001 |
2.4% |
0.0000 |
| Volume |
55,502 |
70,929 |
15,427 |
27.8% |
352,539 |
|
| Daily Pivots for day following 15-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7521 |
0.7492 |
0.7368 |
|
| R3 |
0.7456 |
0.7427 |
0.7350 |
|
| R2 |
0.7391 |
0.7391 |
0.7344 |
|
| R1 |
0.7362 |
0.7362 |
0.7338 |
0.7376 |
| PP |
0.7326 |
0.7326 |
0.7326 |
0.7333 |
| S1 |
0.7297 |
0.7297 |
0.7326 |
0.7311 |
| S2 |
0.7261 |
0.7261 |
0.7320 |
|
| S3 |
0.7196 |
0.7232 |
0.7314 |
|
| S4 |
0.7131 |
0.7167 |
0.7296 |
|
|
| Weekly Pivots for week ending 12-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7501 |
0.7466 |
0.7333 |
|
| R3 |
0.7433 |
0.7398 |
0.7314 |
|
| R2 |
0.7366 |
0.7366 |
0.7308 |
|
| R1 |
0.7331 |
0.7331 |
0.7302 |
0.7315 |
| PP |
0.7298 |
0.7298 |
0.7298 |
0.7290 |
| S1 |
0.7263 |
0.7263 |
0.7289 |
0.7247 |
| S2 |
0.7231 |
0.7231 |
0.7283 |
|
| S3 |
0.7163 |
0.7196 |
0.7277 |
|
| S4 |
0.7096 |
0.7128 |
0.7258 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7356 |
0.7266 |
0.0090 |
1.2% |
0.0050 |
0.7% |
74% |
True |
False |
70,440 |
| 10 |
0.7356 |
0.7254 |
0.0102 |
1.4% |
0.0052 |
0.7% |
77% |
True |
False |
74,983 |
| 20 |
0.7517 |
0.7254 |
0.0263 |
3.6% |
0.0050 |
0.7% |
30% |
False |
False |
73,320 |
| 40 |
0.7569 |
0.7254 |
0.0315 |
4.3% |
0.0047 |
0.6% |
25% |
False |
False |
65,183 |
| 60 |
0.7672 |
0.7254 |
0.0419 |
5.7% |
0.0047 |
0.6% |
19% |
False |
False |
53,524 |
| 80 |
0.7723 |
0.7254 |
0.0469 |
6.4% |
0.0049 |
0.7% |
17% |
False |
False |
40,211 |
| 100 |
0.7723 |
0.7254 |
0.0469 |
6.4% |
0.0051 |
0.7% |
17% |
False |
False |
32,206 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7632 |
|
2.618 |
0.7526 |
|
1.618 |
0.7461 |
|
1.000 |
0.7421 |
|
0.618 |
0.7396 |
|
HIGH |
0.7356 |
|
0.618 |
0.7331 |
|
0.500 |
0.7323 |
|
0.382 |
0.7315 |
|
LOW |
0.7291 |
|
0.618 |
0.7250 |
|
1.000 |
0.7226 |
|
1.618 |
0.7185 |
|
2.618 |
0.7120 |
|
4.250 |
0.7014 |
|
|
| Fisher Pivots for day following 15-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7329 |
0.7325 |
| PP |
0.7326 |
0.7318 |
| S1 |
0.7323 |
0.7311 |
|