CME Canadian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 27-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2017 |
27-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7506 |
0.7507 |
0.0001 |
0.0% |
0.7512 |
| High |
0.7513 |
0.7524 |
0.0011 |
0.1% |
0.7559 |
| Low |
0.7492 |
0.7480 |
-0.0012 |
-0.2% |
0.7479 |
| Close |
0.7494 |
0.7496 |
0.0003 |
0.0% |
0.7494 |
| Range |
0.0021 |
0.0044 |
0.0023 |
107.1% |
0.0080 |
| ATR |
0.0039 |
0.0039 |
0.0000 |
0.8% |
0.0000 |
| Volume |
18 |
58 |
40 |
222.2% |
199 |
|
| Daily Pivots for day following 27-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7630 |
0.7607 |
0.7520 |
|
| R3 |
0.7587 |
0.7563 |
0.7508 |
|
| R2 |
0.7543 |
0.7543 |
0.7504 |
|
| R1 |
0.7520 |
0.7520 |
0.7500 |
0.7510 |
| PP |
0.7500 |
0.7500 |
0.7500 |
0.7495 |
| S1 |
0.7476 |
0.7476 |
0.7492 |
0.7466 |
| S2 |
0.7456 |
0.7456 |
0.7488 |
|
| S3 |
0.7413 |
0.7433 |
0.7484 |
|
| S4 |
0.7369 |
0.7389 |
0.7472 |
|
|
| Weekly Pivots for week ending 24-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7751 |
0.7702 |
0.7538 |
|
| R3 |
0.7671 |
0.7622 |
0.7516 |
|
| R2 |
0.7591 |
0.7591 |
0.7508 |
|
| R1 |
0.7542 |
0.7542 |
0.7501 |
0.7526 |
| PP |
0.7511 |
0.7511 |
0.7511 |
0.7503 |
| S1 |
0.7462 |
0.7462 |
0.7486 |
0.7446 |
| S2 |
0.7431 |
0.7431 |
0.7479 |
|
| S3 |
0.7351 |
0.7382 |
0.7472 |
|
| S4 |
0.7271 |
0.7302 |
0.7450 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7708 |
|
2.618 |
0.7637 |
|
1.618 |
0.7594 |
|
1.000 |
0.7567 |
|
0.618 |
0.7550 |
|
HIGH |
0.7524 |
|
0.618 |
0.7507 |
|
0.500 |
0.7502 |
|
0.382 |
0.7497 |
|
LOW |
0.7480 |
|
0.618 |
0.7453 |
|
1.000 |
0.7437 |
|
1.618 |
0.7410 |
|
2.618 |
0.7366 |
|
4.250 |
0.7295 |
|
|
| Fisher Pivots for day following 27-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7502 |
0.7505 |
| PP |
0.7500 |
0.7502 |
| S1 |
0.7498 |
0.7499 |
|