CME Canadian Dollar Future September 2017
Trading Metrics calculated at close of trading on 23-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2017 |
23-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
0.7505 |
0.7525 |
0.0020 |
0.3% |
0.7454 |
High |
0.7527 |
0.7529 |
0.0003 |
0.0% |
0.7551 |
Low |
0.7479 |
0.7507 |
0.0028 |
0.4% |
0.7434 |
Close |
0.7515 |
0.7515 |
0.0000 |
0.0% |
0.7517 |
Range |
0.0048 |
0.0022 |
-0.0026 |
-53.7% |
0.0117 |
ATR |
0.0042 |
0.0040 |
-0.0001 |
-3.4% |
0.0000 |
Volume |
88 |
34 |
-54 |
-61.4% |
680 |
|
Daily Pivots for day following 23-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7583 |
0.7571 |
0.7527 |
|
R3 |
0.7561 |
0.7549 |
0.7521 |
|
R2 |
0.7539 |
0.7539 |
0.7519 |
|
R1 |
0.7527 |
0.7527 |
0.7517 |
0.7522 |
PP |
0.7517 |
0.7517 |
0.7517 |
0.7515 |
S1 |
0.7505 |
0.7505 |
0.7513 |
0.7500 |
S2 |
0.7495 |
0.7495 |
0.7511 |
|
S3 |
0.7473 |
0.7483 |
0.7509 |
|
S4 |
0.7451 |
0.7461 |
0.7503 |
|
|
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 |
0.7623 |
2.618 |
0.7587 |
1.618 |
0.7565 |
1.000 |
0.7551 |
0.618 |
0.7543 |
HIGH |
0.7529 |
0.618 |
0.7521 |
0.500 |
0.7518 |
0.382 |
0.7515 |
LOW |
0.7507 |
0.618 |
0.7493 |
1.000 |
0.7485 |
1.618 |
0.7471 |
2.618 |
0.7449 |
4.250 |
0.7414 |
|
|
Fisher Pivots for day following 23-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7518 |
0.7519 |
PP |
0.7517 |
0.7518 |
S1 |
0.7516 |
0.7516 |
|