CME Canadian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 30-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2017 |
30-May-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7416 |
0.7435 |
0.0020 |
0.3% |
0.7405 |
| High |
0.7447 |
0.7450 |
0.0003 |
0.0% |
0.7472 |
| Low |
0.7412 |
0.7406 |
-0.0006 |
-0.1% |
0.7388 |
| Close |
0.7429 |
0.7429 |
-0.0001 |
0.0% |
0.7429 |
| Range |
0.0035 |
0.0044 |
0.0009 |
24.3% |
0.0084 |
| ATR |
0.0049 |
0.0049 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
51,557 |
51,683 |
126 |
0.2% |
308,253 |
|
| Daily Pivots for day following 30-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7559 |
0.7537 |
0.7452 |
|
| R3 |
0.7515 |
0.7494 |
0.7440 |
|
| R2 |
0.7472 |
0.7472 |
0.7436 |
|
| R1 |
0.7450 |
0.7450 |
0.7432 |
0.7439 |
| PP |
0.7428 |
0.7428 |
0.7428 |
0.7423 |
| S1 |
0.7406 |
0.7406 |
0.7425 |
0.7395 |
| S2 |
0.7384 |
0.7384 |
0.7421 |
|
| S3 |
0.7341 |
0.7363 |
0.7417 |
|
| S4 |
0.7297 |
0.7319 |
0.7405 |
|
|
| Weekly Pivots for week ending 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7682 |
0.7639 |
0.7475 |
|
| R3 |
0.7598 |
0.7555 |
0.7452 |
|
| R2 |
0.7514 |
0.7514 |
0.7444 |
|
| R1 |
0.7471 |
0.7471 |
0.7437 |
0.7493 |
| PP |
0.7430 |
0.7430 |
0.7430 |
0.7440 |
| S1 |
0.7387 |
0.7387 |
0.7421 |
0.7409 |
| S2 |
0.7346 |
0.7346 |
0.7414 |
|
| S3 |
0.7262 |
0.7303 |
0.7406 |
|
| S4 |
0.7178 |
0.7219 |
0.7383 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7472 |
0.7388 |
0.0084 |
1.1% |
0.0050 |
0.7% |
48% |
False |
False |
62,803 |
| 10 |
0.7472 |
0.7319 |
0.0154 |
2.1% |
0.0047 |
0.6% |
72% |
False |
False |
67,066 |
| 20 |
0.7472 |
0.7254 |
0.0219 |
2.9% |
0.0049 |
0.7% |
80% |
False |
False |
71,024 |
| 40 |
0.7569 |
0.7254 |
0.0315 |
4.2% |
0.0048 |
0.6% |
56% |
False |
False |
68,176 |
| 60 |
0.7569 |
0.7254 |
0.0315 |
4.2% |
0.0046 |
0.6% |
56% |
False |
False |
64,195 |
| 80 |
0.7706 |
0.7254 |
0.0453 |
6.1% |
0.0047 |
0.6% |
39% |
False |
False |
48,566 |
| 100 |
0.7723 |
0.7254 |
0.0469 |
6.3% |
0.0051 |
0.7% |
37% |
False |
False |
38,899 |
| 120 |
0.7723 |
0.7254 |
0.0469 |
6.3% |
0.0050 |
0.7% |
37% |
False |
False |
32,440 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7634 |
|
2.618 |
0.7563 |
|
1.618 |
0.7520 |
|
1.000 |
0.7493 |
|
0.618 |
0.7476 |
|
HIGH |
0.7450 |
|
0.618 |
0.7433 |
|
0.500 |
0.7428 |
|
0.382 |
0.7423 |
|
LOW |
0.7406 |
|
0.618 |
0.7379 |
|
1.000 |
0.7362 |
|
1.618 |
0.7336 |
|
2.618 |
0.7292 |
|
4.250 |
0.7221 |
|
|
| Fisher Pivots for day following 30-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7428 |
0.7439 |
| PP |
0.7428 |
0.7436 |
| S1 |
0.7428 |
0.7432 |
|