CME Canadian Dollar Future December 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 |
0.7429 |
0.7464 |
0.0035 |
0.5% |
0.7450 |
High |
0.7477 |
0.7533 |
0.0056 |
0.7% |
0.7477 |
Low |
0.7422 |
0.7453 |
0.0031 |
0.4% |
0.7422 |
Close |
0.7451 |
0.7532 |
0.0081 |
1.1% |
0.7451 |
Range |
0.0055 |
0.0080 |
0.0024 |
43.2% |
0.0055 |
ATR |
|
|
|
|
|
Volume |
172 |
254 |
82 |
47.7% |
984 |
|
Daily Pivots for day following 12-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7744 |
0.7717 |
0.7575 |
|
R3 |
0.7665 |
0.7638 |
0.7553 |
|
R2 |
0.7585 |
0.7585 |
0.7546 |
|
R1 |
0.7558 |
0.7558 |
0.7539 |
0.7572 |
PP |
0.7506 |
0.7506 |
0.7506 |
0.7512 |
S1 |
0.7479 |
0.7479 |
0.7524 |
0.7492 |
S2 |
0.7426 |
0.7426 |
0.7517 |
|
S3 |
0.7347 |
0.7399 |
0.7510 |
|
S4 |
0.7267 |
0.7320 |
0.7488 |
|
|
Weekly Pivots for week ending 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7616 |
0.7589 |
0.7482 |
|
R3 |
0.7561 |
0.7534 |
0.7466 |
|
R2 |
0.7505 |
0.7505 |
0.7461 |
|
R1 |
0.7478 |
0.7478 |
0.7456 |
0.7492 |
PP |
0.7450 |
0.7450 |
0.7450 |
0.7457 |
S1 |
0.7423 |
0.7423 |
0.7446 |
0.7436 |
S2 |
0.7394 |
0.7394 |
0.7441 |
|
S3 |
0.7339 |
0.7367 |
0.7436 |
|
S4 |
0.7283 |
0.7312 |
0.7420 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7870 |
2.618 |
0.7741 |
1.618 |
0.7661 |
1.000 |
0.7612 |
0.618 |
0.7582 |
HIGH |
0.7533 |
0.618 |
0.7502 |
0.500 |
0.7493 |
0.382 |
0.7483 |
LOW |
0.7453 |
0.618 |
0.7404 |
1.000 |
0.7373 |
1.618 |
0.7324 |
2.618 |
0.7245 |
4.250 |
0.7115 |
|
|
Fisher Pivots for day following 12-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7519 |
0.7513 |
PP |
0.7506 |
0.7495 |
S1 |
0.7493 |
0.7477 |
|