CME Canadian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 21-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2017 |
21-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7512 |
0.7509 |
-0.0004 |
0.0% |
0.7454 |
| High |
0.7534 |
0.7559 |
0.0025 |
0.3% |
0.7551 |
| Low |
0.7499 |
0.7504 |
0.0006 |
0.1% |
0.7434 |
| Close |
0.7505 |
0.7514 |
0.0010 |
0.1% |
0.7517 |
| Range |
0.0036 |
0.0055 |
0.0019 |
54.9% |
0.0117 |
| ATR |
|
|
|
|
|
| Volume |
13 |
46 |
33 |
253.8% |
680 |
|
| Daily Pivots for day following 21-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7691 |
0.7657 |
0.7544 |
|
| R3 |
0.7636 |
0.7602 |
0.7529 |
|
| R2 |
0.7581 |
0.7581 |
0.7524 |
|
| R1 |
0.7547 |
0.7547 |
0.7519 |
0.7564 |
| PP |
0.7526 |
0.7526 |
0.7526 |
0.7534 |
| S1 |
0.7492 |
0.7492 |
0.7509 |
0.7509 |
| S2 |
0.7471 |
0.7471 |
0.7504 |
|
| S3 |
0.7416 |
0.7437 |
0.7499 |
|
| S4 |
0.7361 |
0.7382 |
0.7484 |
|
|
| Weekly Pivots for week ending 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7852 |
0.7801 |
0.7581 |
|
| R3 |
0.7735 |
0.7684 |
0.7549 |
|
| R2 |
0.7618 |
0.7618 |
0.7538 |
|
| R1 |
0.7567 |
0.7567 |
0.7528 |
0.7593 |
| PP |
0.7501 |
0.7501 |
0.7501 |
0.7513 |
| S1 |
0.7450 |
0.7450 |
0.7506 |
0.7476 |
| S2 |
0.7384 |
0.7384 |
0.7496 |
|
| S3 |
0.7267 |
0.7333 |
0.7485 |
|
| S4 |
0.7150 |
0.7216 |
0.7453 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7793 |
|
2.618 |
0.7703 |
|
1.618 |
0.7648 |
|
1.000 |
0.7614 |
|
0.618 |
0.7593 |
|
HIGH |
0.7559 |
|
0.618 |
0.7538 |
|
0.500 |
0.7532 |
|
0.382 |
0.7525 |
|
LOW |
0.7504 |
|
0.618 |
0.7470 |
|
1.000 |
0.7449 |
|
1.618 |
0.7415 |
|
2.618 |
0.7360 |
|
4.250 |
0.7270 |
|
|
| Fisher Pivots for day following 21-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7532 |
0.7528 |
| PP |
0.7526 |
0.7523 |
| S1 |
0.7520 |
0.7519 |
|