CME Canadian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 09-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2017 |
09-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7406 |
0.7400 |
-0.0006 |
-0.1% |
0.7416 |
| High |
0.7418 |
0.7452 |
0.0034 |
0.5% |
0.7452 |
| Low |
0.7397 |
0.7393 |
-0.0004 |
-0.1% |
0.7393 |
| Close |
0.7408 |
0.7425 |
0.0017 |
0.2% |
0.7425 |
| Range |
0.0021 |
0.0059 |
0.0039 |
190.2% |
0.0059 |
| ATR |
0.0043 |
0.0044 |
0.0001 |
2.7% |
0.0000 |
| Volume |
55,193 |
89,593 |
34,400 |
62.3% |
312,967 |
|
| Daily Pivots for day following 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7601 |
0.7572 |
0.7457 |
|
| R3 |
0.7542 |
0.7513 |
0.7441 |
|
| R2 |
0.7482 |
0.7482 |
0.7435 |
|
| R1 |
0.7454 |
0.7454 |
0.7430 |
0.7468 |
| PP |
0.7423 |
0.7423 |
0.7423 |
0.7430 |
| S1 |
0.7394 |
0.7394 |
0.7419 |
0.7409 |
| S2 |
0.7364 |
0.7364 |
0.7414 |
|
| S3 |
0.7304 |
0.7335 |
0.7408 |
|
| S4 |
0.7245 |
0.7275 |
0.7392 |
|
|
| Weekly Pivots for week ending 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7601 |
0.7572 |
0.7457 |
|
| R3 |
0.7542 |
0.7513 |
0.7441 |
|
| R2 |
0.7482 |
0.7482 |
0.7435 |
|
| R1 |
0.7454 |
0.7454 |
0.7430 |
0.7468 |
| PP |
0.7423 |
0.7423 |
0.7423 |
0.7430 |
| S1 |
0.7394 |
0.7394 |
0.7419 |
0.7409 |
| S2 |
0.7364 |
0.7364 |
0.7414 |
|
| S3 |
0.7304 |
0.7335 |
0.7408 |
|
| S4 |
0.7245 |
0.7275 |
0.7392 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7452 |
0.7393 |
0.0059 |
0.8% |
0.0037 |
0.5% |
54% |
True |
True |
62,593 |
| 10 |
0.7452 |
0.7383 |
0.0069 |
0.9% |
0.0039 |
0.5% |
60% |
True |
False |
62,120 |
| 20 |
0.7472 |
0.7281 |
0.0192 |
2.6% |
0.0044 |
0.6% |
75% |
False |
False |
65,753 |
| 40 |
0.7569 |
0.7254 |
0.0315 |
4.2% |
0.0047 |
0.6% |
54% |
False |
False |
68,575 |
| 60 |
0.7569 |
0.7254 |
0.0315 |
4.2% |
0.0046 |
0.6% |
54% |
False |
False |
65,388 |
| 80 |
0.7695 |
0.7254 |
0.0442 |
5.9% |
0.0046 |
0.6% |
39% |
False |
False |
55,011 |
| 100 |
0.7723 |
0.7254 |
0.0469 |
6.3% |
0.0049 |
0.7% |
36% |
False |
False |
44,064 |
| 120 |
0.7723 |
0.7254 |
0.0469 |
6.3% |
0.0050 |
0.7% |
36% |
False |
False |
36,745 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7705 |
|
2.618 |
0.7608 |
|
1.618 |
0.7548 |
|
1.000 |
0.7511 |
|
0.618 |
0.7489 |
|
HIGH |
0.7452 |
|
0.618 |
0.7429 |
|
0.500 |
0.7422 |
|
0.382 |
0.7415 |
|
LOW |
0.7393 |
|
0.618 |
0.7356 |
|
1.000 |
0.7333 |
|
1.618 |
0.7296 |
|
2.618 |
0.7237 |
|
4.250 |
0.7140 |
|
|
| Fisher Pivots for day following 09-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7424 |
0.7424 |
| PP |
0.7423 |
0.7423 |
| S1 |
0.7422 |
0.7422 |
|