CME Canadian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 06-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2017 |
06-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7428 |
0.7435 |
0.0007 |
0.1% |
0.7452 |
| High |
0.7444 |
0.7456 |
0.0012 |
0.2% |
0.7461 |
| Low |
0.7421 |
0.7430 |
0.0009 |
0.1% |
0.7396 |
| Close |
0.7436 |
0.7445 |
0.0009 |
0.1% |
0.7425 |
| Range |
0.0023 |
0.0027 |
0.0003 |
15.2% |
0.0065 |
| ATR |
0.0044 |
0.0043 |
-0.0001 |
-2.8% |
0.0000 |
| Volume |
1,265 |
15,952 |
14,687 |
1,161.0% |
10,170 |
|
| Daily Pivots for day following 06-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7523 |
0.7511 |
0.7460 |
|
| R3 |
0.7497 |
0.7484 |
0.7452 |
|
| R2 |
0.7470 |
0.7470 |
0.7450 |
|
| R1 |
0.7458 |
0.7458 |
0.7447 |
0.7464 |
| PP |
0.7444 |
0.7444 |
0.7444 |
0.7447 |
| S1 |
0.7431 |
0.7431 |
0.7443 |
0.7437 |
| S2 |
0.7417 |
0.7417 |
0.7440 |
|
| S3 |
0.7391 |
0.7405 |
0.7438 |
|
| S4 |
0.7364 |
0.7378 |
0.7430 |
|
|
| Weekly Pivots for week ending 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7622 |
0.7589 |
0.7461 |
|
| R3 |
0.7557 |
0.7524 |
0.7443 |
|
| R2 |
0.7492 |
0.7492 |
0.7437 |
|
| R1 |
0.7459 |
0.7459 |
0.7431 |
0.7443 |
| PP |
0.7427 |
0.7427 |
0.7427 |
0.7420 |
| S1 |
0.7394 |
0.7394 |
0.7419 |
0.7378 |
| S2 |
0.7362 |
0.7362 |
0.7413 |
|
| S3 |
0.7297 |
0.7329 |
0.7407 |
|
| S4 |
0.7232 |
0.7264 |
0.7389 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7457 |
0.7396 |
0.0061 |
0.8% |
0.0033 |
0.4% |
80% |
False |
False |
5,324 |
| 10 |
0.7484 |
0.7396 |
0.0088 |
1.2% |
0.0041 |
0.6% |
56% |
False |
False |
3,078 |
| 20 |
0.7484 |
0.7279 |
0.0204 |
2.7% |
0.0043 |
0.6% |
81% |
False |
False |
1,816 |
| 40 |
0.7577 |
0.7267 |
0.0310 |
4.2% |
0.0045 |
0.6% |
57% |
False |
False |
1,075 |
| 60 |
0.7577 |
0.7267 |
0.0310 |
4.2% |
0.0044 |
0.6% |
57% |
False |
False |
747 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7569 |
|
2.618 |
0.7525 |
|
1.618 |
0.7499 |
|
1.000 |
0.7483 |
|
0.618 |
0.7472 |
|
HIGH |
0.7456 |
|
0.618 |
0.7446 |
|
0.500 |
0.7443 |
|
0.382 |
0.7440 |
|
LOW |
0.7430 |
|
0.618 |
0.7413 |
|
1.000 |
0.7403 |
|
1.618 |
0.7387 |
|
2.618 |
0.7360 |
|
4.250 |
0.7317 |
|
|
| Fisher Pivots for day following 06-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7444 |
0.7439 |
| PP |
0.7444 |
0.7432 |
| S1 |
0.7443 |
0.7426 |
|