CME Canadian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 12-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2017 |
12-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7413 |
0.7445 |
0.0032 |
0.4% |
0.7428 |
| High |
0.7465 |
0.7523 |
0.0058 |
0.8% |
0.7465 |
| Low |
0.7407 |
0.7438 |
0.0031 |
0.4% |
0.7407 |
| Close |
0.7438 |
0.7519 |
0.0081 |
1.1% |
0.7438 |
| Range |
0.0058 |
0.0085 |
0.0027 |
46.6% |
0.0058 |
| ATR |
0.0043 |
0.0046 |
0.0003 |
7.0% |
0.0000 |
| Volume |
20,048 |
30,529 |
10,481 |
52.3% |
48,831 |
|
| Daily Pivots for day following 12-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7748 |
0.7719 |
0.7566 |
|
| R3 |
0.7663 |
0.7634 |
0.7542 |
|
| R2 |
0.7578 |
0.7578 |
0.7535 |
|
| R1 |
0.7549 |
0.7549 |
0.7527 |
0.7563 |
| PP |
0.7493 |
0.7493 |
0.7493 |
0.7500 |
| S1 |
0.7464 |
0.7464 |
0.7511 |
0.7478 |
| S2 |
0.7408 |
0.7408 |
0.7503 |
|
| S3 |
0.7323 |
0.7379 |
0.7496 |
|
| S4 |
0.7238 |
0.7294 |
0.7472 |
|
|
| Weekly Pivots for week ending 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7610 |
0.7582 |
0.7470 |
|
| R3 |
0.7552 |
0.7524 |
0.7454 |
|
| R2 |
0.7494 |
0.7494 |
0.7449 |
|
| R1 |
0.7466 |
0.7466 |
0.7443 |
0.7480 |
| PP |
0.7436 |
0.7436 |
0.7436 |
0.7443 |
| S1 |
0.7408 |
0.7408 |
0.7433 |
0.7422 |
| S2 |
0.7378 |
0.7378 |
0.7427 |
|
| S3 |
0.7320 |
0.7350 |
0.7422 |
|
| S4 |
0.7262 |
0.7292 |
0.7406 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7523 |
0.7407 |
0.0116 |
1.5% |
0.0049 |
0.6% |
97% |
True |
False |
15,619 |
| 10 |
0.7523 |
0.7396 |
0.0127 |
1.7% |
0.0043 |
0.6% |
97% |
True |
False |
8,953 |
| 20 |
0.7523 |
0.7304 |
0.0219 |
2.9% |
0.0045 |
0.6% |
98% |
True |
False |
4,831 |
| 40 |
0.7555 |
0.7267 |
0.0288 |
3.8% |
0.0046 |
0.6% |
88% |
False |
False |
2,598 |
| 60 |
0.7577 |
0.7267 |
0.0310 |
4.1% |
0.0044 |
0.6% |
81% |
False |
False |
1,772 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7884 |
|
2.618 |
0.7745 |
|
1.618 |
0.7660 |
|
1.000 |
0.7608 |
|
0.618 |
0.7575 |
|
HIGH |
0.7523 |
|
0.618 |
0.7490 |
|
0.500 |
0.7480 |
|
0.382 |
0.7470 |
|
LOW |
0.7438 |
|
0.618 |
0.7385 |
|
1.000 |
0.7353 |
|
1.618 |
0.7300 |
|
2.618 |
0.7215 |
|
4.250 |
0.7076 |
|
|
| Fisher Pivots for day following 12-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7506 |
0.7501 |
| PP |
0.7493 |
0.7483 |
| S1 |
0.7480 |
0.7465 |
|