CME Canadian Dollar Future September 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 |
0.7578 |
0.7577 |
-0.0001 |
0.0% |
0.7445 |
| High |
0.7593 |
0.7586 |
-0.0007 |
-0.1% |
0.7609 |
| Low |
0.7555 |
0.7539 |
-0.0016 |
-0.2% |
0.7438 |
| Close |
0.7569 |
0.7556 |
-0.0014 |
-0.2% |
0.7577 |
| Range |
0.0038 |
0.0046 |
0.0009 |
24.0% |
0.0172 |
| ATR |
0.0047 |
0.0047 |
0.0000 |
0.0% |
0.0000 |
| Volume |
61,717 |
62,108 |
391 |
0.6% |
303,611 |
|
| Daily Pivots for day following 20-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7699 |
0.7674 |
0.7581 |
|
| R3 |
0.7653 |
0.7627 |
0.7568 |
|
| R2 |
0.7606 |
0.7606 |
0.7564 |
|
| R1 |
0.7581 |
0.7581 |
0.7560 |
0.7571 |
| PP |
0.7560 |
0.7560 |
0.7560 |
0.7555 |
| S1 |
0.7535 |
0.7535 |
0.7551 |
0.7524 |
| S2 |
0.7514 |
0.7514 |
0.7547 |
|
| S3 |
0.7467 |
0.7488 |
0.7543 |
|
| S4 |
0.7421 |
0.7442 |
0.7530 |
|
|
| Weekly Pivots for week ending 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8056 |
0.7988 |
0.7671 |
|
| R3 |
0.7884 |
0.7816 |
0.7624 |
|
| R2 |
0.7713 |
0.7713 |
0.7608 |
|
| R1 |
0.7645 |
0.7645 |
0.7592 |
0.7679 |
| PP |
0.7541 |
0.7541 |
0.7541 |
0.7558 |
| S1 |
0.7473 |
0.7473 |
0.7561 |
0.7507 |
| S2 |
0.7369 |
0.7369 |
0.7545 |
|
| S3 |
0.7198 |
0.7301 |
0.7529 |
|
| S4 |
0.7026 |
0.7130 |
0.7482 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7609 |
0.7526 |
0.0083 |
1.1% |
0.0046 |
0.6% |
36% |
False |
False |
72,595 |
| 10 |
0.7609 |
0.7407 |
0.0203 |
2.7% |
0.0051 |
0.7% |
74% |
False |
False |
45,905 |
| 20 |
0.7609 |
0.7396 |
0.0213 |
2.8% |
0.0046 |
0.6% |
75% |
False |
False |
24,491 |
| 40 |
0.7609 |
0.7267 |
0.0343 |
4.5% |
0.0047 |
0.6% |
84% |
False |
False |
12,483 |
| 60 |
0.7609 |
0.7267 |
0.0343 |
4.5% |
0.0045 |
0.6% |
84% |
False |
False |
8,383 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7783 |
|
2.618 |
0.7707 |
|
1.618 |
0.7661 |
|
1.000 |
0.7632 |
|
0.618 |
0.7614 |
|
HIGH |
0.7586 |
|
0.618 |
0.7568 |
|
0.500 |
0.7562 |
|
0.382 |
0.7557 |
|
LOW |
0.7539 |
|
0.618 |
0.7510 |
|
1.000 |
0.7493 |
|
1.618 |
0.7464 |
|
2.618 |
0.7417 |
|
4.250 |
0.7341 |
|
|
| Fisher Pivots for day following 20-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7562 |
0.7566 |
| PP |
0.7560 |
0.7562 |
| S1 |
0.7558 |
0.7559 |
|