CME Canadian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 20-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2017 |
20-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7570 |
0.7563 |
-0.0008 |
-0.1% |
0.7430 |
| High |
0.7581 |
0.7573 |
-0.0008 |
-0.1% |
0.7597 |
| Low |
0.7543 |
0.7529 |
-0.0015 |
-0.2% |
0.7425 |
| Close |
0.7558 |
0.7536 |
-0.0022 |
-0.3% |
0.7565 |
| Range |
0.0038 |
0.0045 |
0.0007 |
17.1% |
0.0173 |
| ATR |
0.0048 |
0.0047 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
12,136 |
370 |
-11,766 |
-97.0% |
561,500 |
|
| Daily Pivots for day following 20-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7679 |
0.7652 |
0.7560 |
|
| R3 |
0.7635 |
0.7607 |
0.7548 |
|
| R2 |
0.7590 |
0.7590 |
0.7544 |
|
| R1 |
0.7563 |
0.7563 |
0.7540 |
0.7554 |
| PP |
0.7546 |
0.7546 |
0.7546 |
0.7541 |
| S1 |
0.7518 |
0.7518 |
0.7531 |
0.7510 |
| S2 |
0.7501 |
0.7501 |
0.7527 |
|
| S3 |
0.7457 |
0.7474 |
0.7523 |
|
| S4 |
0.7412 |
0.7429 |
0.7511 |
|
|
| Weekly Pivots for week ending 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8046 |
0.7978 |
0.7659 |
|
| R3 |
0.7874 |
0.7805 |
0.7612 |
|
| R2 |
0.7701 |
0.7701 |
0.7596 |
|
| R1 |
0.7633 |
0.7633 |
0.7580 |
0.7667 |
| PP |
0.7529 |
0.7529 |
0.7529 |
0.7546 |
| S1 |
0.7460 |
0.7460 |
0.7549 |
0.7495 |
| S2 |
0.7356 |
0.7356 |
0.7533 |
|
| S3 |
0.7184 |
0.7288 |
0.7517 |
|
| S4 |
0.7011 |
0.7115 |
0.7470 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7597 |
0.7515 |
0.0082 |
1.1% |
0.0046 |
0.6% |
25% |
False |
False |
69,926 |
| 10 |
0.7597 |
0.7393 |
0.0205 |
2.7% |
0.0051 |
0.7% |
70% |
False |
False |
78,310 |
| 20 |
0.7597 |
0.7383 |
0.0214 |
2.8% |
0.0047 |
0.6% |
71% |
False |
False |
70,299 |
| 40 |
0.7597 |
0.7254 |
0.0344 |
4.6% |
0.0048 |
0.6% |
82% |
False |
False |
72,592 |
| 60 |
0.7597 |
0.7254 |
0.0344 |
4.6% |
0.0047 |
0.6% |
82% |
False |
False |
68,387 |
| 80 |
0.7651 |
0.7254 |
0.0397 |
5.3% |
0.0047 |
0.6% |
71% |
False |
False |
62,104 |
| 100 |
0.7723 |
0.7254 |
0.0469 |
6.2% |
0.0047 |
0.6% |
60% |
False |
False |
49,784 |
| 120 |
0.7723 |
0.7254 |
0.0469 |
6.2% |
0.0050 |
0.7% |
60% |
False |
False |
41,522 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7762 |
|
2.618 |
0.7690 |
|
1.618 |
0.7645 |
|
1.000 |
0.7618 |
|
0.618 |
0.7601 |
|
HIGH |
0.7573 |
|
0.618 |
0.7556 |
|
0.500 |
0.7551 |
|
0.382 |
0.7545 |
|
LOW |
0.7529 |
|
0.618 |
0.7501 |
|
1.000 |
0.7484 |
|
1.618 |
0.7456 |
|
2.618 |
0.7412 |
|
4.250 |
0.7339 |
|
|
| Fisher Pivots for day following 20-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7551 |
0.7555 |
| PP |
0.7546 |
0.7548 |
| S1 |
0.7541 |
0.7542 |
|