CME Canadian Dollar Future September 2017
Trading Metrics calculated at close of trading on 30-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2017 |
30-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
0.7490 |
0.7527 |
0.0037 |
0.5% |
0.7512 |
High |
0.7525 |
0.7551 |
0.0026 |
0.3% |
0.7559 |
Low |
0.7482 |
0.7510 |
0.0028 |
0.4% |
0.7479 |
Close |
0.7521 |
0.7530 |
0.0009 |
0.1% |
0.7494 |
Range |
0.0044 |
0.0042 |
-0.0002 |
-4.6% |
0.0080 |
ATR |
0.0039 |
0.0039 |
0.0000 |
0.4% |
0.0000 |
Volume |
48 |
78 |
30 |
62.5% |
199 |
|
Daily Pivots for day following 30-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7655 |
0.7634 |
0.7552 |
|
R3 |
0.7613 |
0.7592 |
0.7541 |
|
R2 |
0.7572 |
0.7572 |
0.7537 |
|
R1 |
0.7551 |
0.7551 |
0.7533 |
0.7561 |
PP |
0.7530 |
0.7530 |
0.7530 |
0.7535 |
S1 |
0.7509 |
0.7509 |
0.7526 |
0.7520 |
S2 |
0.7489 |
0.7489 |
0.7522 |
|
S3 |
0.7447 |
0.7468 |
0.7518 |
|
S4 |
0.7406 |
0.7426 |
0.7507 |
|
|
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 |
0.7727 |
2.618 |
0.7660 |
1.618 |
0.7618 |
1.000 |
0.7593 |
0.618 |
0.7577 |
HIGH |
0.7551 |
0.618 |
0.7535 |
0.500 |
0.7530 |
0.382 |
0.7525 |
LOW |
0.7510 |
0.618 |
0.7484 |
1.000 |
0.7468 |
1.618 |
0.7442 |
2.618 |
0.7401 |
4.250 |
0.7333 |
|
|
Fisher Pivots for day following 30-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7530 |
0.7524 |
PP |
0.7530 |
0.7519 |
S1 |
0.7530 |
0.7513 |
|