CME Canadian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 17-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2017 |
17-May-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7340 |
0.7354 |
0.0014 |
0.2% |
0.7326 |
| High |
0.7371 |
0.7372 |
0.0002 |
0.0% |
0.7334 |
| Low |
0.7325 |
0.7334 |
0.0009 |
0.1% |
0.7266 |
| Close |
0.7367 |
0.7343 |
-0.0025 |
-0.3% |
0.7296 |
| Range |
0.0046 |
0.0038 |
-0.0008 |
-16.5% |
0.0068 |
| ATR |
0.0049 |
0.0049 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
72,575 |
78,936 |
6,361 |
8.8% |
352,539 |
|
| Daily Pivots for day following 17-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7464 |
0.7441 |
0.7363 |
|
| R3 |
0.7426 |
0.7403 |
0.7353 |
|
| R2 |
0.7388 |
0.7388 |
0.7349 |
|
| R1 |
0.7365 |
0.7365 |
0.7346 |
0.7357 |
| PP |
0.7350 |
0.7350 |
0.7350 |
0.7346 |
| S1 |
0.7327 |
0.7327 |
0.7339 |
0.7319 |
| S2 |
0.7312 |
0.7312 |
0.7336 |
|
| S3 |
0.7274 |
0.7289 |
0.7332 |
|
| S4 |
0.7236 |
0.7251 |
0.7322 |
|
|
| 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 |
0.7372 |
0.7266 |
0.0106 |
1.4% |
0.0049 |
0.7% |
72% |
True |
False |
71,049 |
| 10 |
0.7372 |
0.7254 |
0.0119 |
1.6% |
0.0050 |
0.7% |
75% |
True |
False |
74,771 |
| 20 |
0.7464 |
0.7254 |
0.0210 |
2.9% |
0.0049 |
0.7% |
42% |
False |
False |
73,852 |
| 40 |
0.7569 |
0.7254 |
0.0315 |
4.3% |
0.0046 |
0.6% |
28% |
False |
False |
66,067 |
| 60 |
0.7672 |
0.7254 |
0.0419 |
5.7% |
0.0047 |
0.6% |
21% |
False |
False |
56,038 |
| 80 |
0.7723 |
0.7254 |
0.0469 |
6.4% |
0.0048 |
0.7% |
19% |
False |
False |
42,098 |
| 100 |
0.7723 |
0.7254 |
0.0469 |
6.4% |
0.0051 |
0.7% |
19% |
False |
False |
33,720 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7534 |
|
2.618 |
0.7471 |
|
1.618 |
0.7433 |
|
1.000 |
0.7410 |
|
0.618 |
0.7395 |
|
HIGH |
0.7372 |
|
0.618 |
0.7357 |
|
0.500 |
0.7353 |
|
0.382 |
0.7349 |
|
LOW |
0.7334 |
|
0.618 |
0.7311 |
|
1.000 |
0.7296 |
|
1.618 |
0.7273 |
|
2.618 |
0.7235 |
|
4.250 |
0.7173 |
|
|
| Fisher Pivots for day following 17-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7353 |
0.7339 |
| PP |
0.7350 |
0.7335 |
| S1 |
0.7346 |
0.7331 |
|