CME Canadian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 13-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2017 |
13-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7445 |
0.7520 |
0.0075 |
1.0% |
0.7428 |
| High |
0.7523 |
0.7583 |
0.0060 |
0.8% |
0.7465 |
| Low |
0.7438 |
0.7520 |
0.0082 |
1.1% |
0.7407 |
| Close |
0.7519 |
0.7571 |
0.0052 |
0.7% |
0.7438 |
| Range |
0.0085 |
0.0063 |
-0.0022 |
-25.9% |
0.0058 |
| ATR |
0.0046 |
0.0047 |
0.0001 |
2.7% |
0.0000 |
| Volume |
30,529 |
33,932 |
3,403 |
11.1% |
48,831 |
|
| Daily Pivots for day following 13-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7747 |
0.7722 |
0.7606 |
|
| R3 |
0.7684 |
0.7659 |
0.7588 |
|
| R2 |
0.7621 |
0.7621 |
0.7583 |
|
| R1 |
0.7596 |
0.7596 |
0.7577 |
0.7608 |
| PP |
0.7558 |
0.7558 |
0.7558 |
0.7564 |
| S1 |
0.7533 |
0.7533 |
0.7565 |
0.7545 |
| S2 |
0.7495 |
0.7495 |
0.7559 |
|
| S3 |
0.7432 |
0.7470 |
0.7554 |
|
| S4 |
0.7369 |
0.7407 |
0.7536 |
|
|
| 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 |
0.7583 |
0.7407 |
0.0176 |
2.3% |
0.0056 |
0.7% |
93% |
True |
False |
19,215 |
| 10 |
0.7583 |
0.7396 |
0.0187 |
2.5% |
0.0045 |
0.6% |
94% |
True |
False |
12,269 |
| 20 |
0.7583 |
0.7332 |
0.0251 |
3.3% |
0.0045 |
0.6% |
95% |
True |
False |
6,490 |
| 40 |
0.7583 |
0.7267 |
0.0316 |
4.2% |
0.0047 |
0.6% |
96% |
True |
False |
3,446 |
| 60 |
0.7583 |
0.7267 |
0.0316 |
4.2% |
0.0045 |
0.6% |
96% |
True |
False |
2,337 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7850 |
|
2.618 |
0.7747 |
|
1.618 |
0.7684 |
|
1.000 |
0.7646 |
|
0.618 |
0.7621 |
|
HIGH |
0.7583 |
|
0.618 |
0.7558 |
|
0.500 |
0.7551 |
|
0.382 |
0.7544 |
|
LOW |
0.7520 |
|
0.618 |
0.7481 |
|
1.000 |
0.7456 |
|
1.618 |
0.7418 |
|
2.618 |
0.7355 |
|
4.250 |
0.7252 |
|
|
| Fisher Pivots for day following 13-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7564 |
0.7546 |
| PP |
0.7558 |
0.7520 |
| S1 |
0.7551 |
0.7495 |
|