CME Canadian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 14-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2017 |
14-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7510 |
0.7554 |
0.0045 |
0.6% |
0.7416 |
| High |
0.7571 |
0.7597 |
0.0027 |
0.4% |
0.7452 |
| Low |
0.7507 |
0.7536 |
0.0029 |
0.4% |
0.7393 |
| Close |
0.7559 |
0.7549 |
-0.0011 |
-0.1% |
0.7425 |
| Range |
0.0063 |
0.0061 |
-0.0002 |
-3.9% |
0.0059 |
| ATR |
0.0048 |
0.0049 |
0.0001 |
1.8% |
0.0000 |
| Volume |
124,894 |
177,620 |
52,726 |
42.2% |
312,967 |
|
| Daily Pivots for day following 14-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7744 |
0.7707 |
0.7582 |
|
| R3 |
0.7683 |
0.7646 |
0.7565 |
|
| R2 |
0.7622 |
0.7622 |
0.7560 |
|
| R1 |
0.7585 |
0.7585 |
0.7554 |
0.7573 |
| PP |
0.7561 |
0.7561 |
0.7561 |
0.7554 |
| S1 |
0.7524 |
0.7524 |
0.7543 |
0.7512 |
| S2 |
0.7499 |
0.7499 |
0.7537 |
|
| S3 |
0.7438 |
0.7463 |
0.7532 |
|
| S4 |
0.7377 |
0.7402 |
0.7515 |
|
|
| 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 |
0.7597 |
0.7393 |
0.0205 |
2.7% |
0.0058 |
0.8% |
76% |
True |
False |
109,356 |
| 10 |
0.7597 |
0.7383 |
0.0214 |
2.8% |
0.0047 |
0.6% |
77% |
True |
False |
84,622 |
| 20 |
0.7597 |
0.7319 |
0.0279 |
3.7% |
0.0047 |
0.6% |
83% |
True |
False |
75,902 |
| 40 |
0.7597 |
0.7254 |
0.0344 |
4.6% |
0.0049 |
0.6% |
86% |
True |
False |
74,633 |
| 60 |
0.7597 |
0.7254 |
0.0344 |
4.6% |
0.0047 |
0.6% |
86% |
True |
False |
69,228 |
| 80 |
0.7672 |
0.7254 |
0.0419 |
5.5% |
0.0047 |
0.6% |
70% |
False |
False |
60,022 |
| 100 |
0.7723 |
0.7254 |
0.0469 |
6.2% |
0.0048 |
0.6% |
63% |
False |
False |
48,071 |
| 120 |
0.7723 |
0.7254 |
0.0469 |
6.2% |
0.0050 |
0.7% |
63% |
False |
False |
40,093 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7856 |
|
2.618 |
0.7757 |
|
1.618 |
0.7696 |
|
1.000 |
0.7658 |
|
0.618 |
0.7635 |
|
HIGH |
0.7597 |
|
0.618 |
0.7574 |
|
0.500 |
0.7567 |
|
0.382 |
0.7559 |
|
LOW |
0.7536 |
|
0.618 |
0.7498 |
|
1.000 |
0.7475 |
|
1.618 |
0.7437 |
|
2.618 |
0.7376 |
|
4.250 |
0.7277 |
|
|
| Fisher Pivots for day following 14-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7567 |
0.7536 |
| PP |
0.7561 |
0.7523 |
| S1 |
0.7555 |
0.7511 |
|