CME Canadian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 01-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2017 |
01-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7438 |
0.7423 |
-0.0015 |
-0.2% |
0.7418 |
| High |
0.7457 |
0.7437 |
-0.0020 |
-0.3% |
0.7484 |
| Low |
0.7409 |
0.7408 |
-0.0002 |
0.0% |
0.7401 |
| Close |
0.7419 |
0.7414 |
-0.0004 |
-0.1% |
0.7441 |
| Range |
0.0048 |
0.0030 |
-0.0019 |
-38.5% |
0.0083 |
| ATR |
0.0047 |
0.0046 |
-0.0001 |
-2.7% |
0.0000 |
| Volume |
7,287 |
859 |
-6,428 |
-88.2% |
3,925 |
|
| Daily Pivots for day following 01-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7508 |
0.7491 |
0.7430 |
|
| R3 |
0.7479 |
0.7461 |
0.7422 |
|
| R2 |
0.7449 |
0.7449 |
0.7419 |
|
| R1 |
0.7432 |
0.7432 |
0.7417 |
0.7426 |
| PP |
0.7420 |
0.7420 |
0.7420 |
0.7417 |
| S1 |
0.7402 |
0.7402 |
0.7411 |
0.7396 |
| S2 |
0.7390 |
0.7390 |
0.7409 |
|
| S3 |
0.7361 |
0.7373 |
0.7406 |
|
| S4 |
0.7331 |
0.7343 |
0.7398 |
|
|
| Weekly Pivots for week ending 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7689 |
0.7648 |
0.7486 |
|
| R3 |
0.7607 |
0.7565 |
0.7464 |
|
| R2 |
0.7524 |
0.7524 |
0.7456 |
|
| R1 |
0.7483 |
0.7483 |
0.7449 |
0.7504 |
| PP |
0.7442 |
0.7442 |
0.7442 |
0.7452 |
| S1 |
0.7400 |
0.7400 |
0.7433 |
0.7421 |
| S2 |
0.7359 |
0.7359 |
0.7426 |
|
| S3 |
0.7277 |
0.7318 |
0.7418 |
|
| S4 |
0.7194 |
0.7235 |
0.7396 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7484 |
0.7408 |
0.0076 |
1.0% |
0.0042 |
0.6% |
9% |
False |
True |
2,114 |
| 10 |
0.7484 |
0.7332 |
0.0152 |
2.1% |
0.0045 |
0.6% |
54% |
False |
False |
1,415 |
| 20 |
0.7484 |
0.7267 |
0.0217 |
2.9% |
0.0047 |
0.6% |
68% |
False |
False |
946 |
| 40 |
0.7577 |
0.7267 |
0.0310 |
4.2% |
0.0046 |
0.6% |
48% |
False |
False |
621 |
| 60 |
0.7577 |
0.7267 |
0.0310 |
4.2% |
0.0044 |
0.6% |
48% |
False |
False |
450 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7562 |
|
2.618 |
0.7514 |
|
1.618 |
0.7485 |
|
1.000 |
0.7467 |
|
0.618 |
0.7455 |
|
HIGH |
0.7437 |
|
0.618 |
0.7426 |
|
0.500 |
0.7422 |
|
0.382 |
0.7419 |
|
LOW |
0.7408 |
|
0.618 |
0.7389 |
|
1.000 |
0.7378 |
|
1.618 |
0.7360 |
|
2.618 |
0.7330 |
|
4.250 |
0.7282 |
|
|
| Fisher Pivots for day following 01-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7422 |
0.7434 |
| PP |
0.7420 |
0.7428 |
| S1 |
0.7417 |
0.7421 |
|