CME Canadian Dollar Future September 2017
Trading Metrics calculated at close of trading on 03-Apr-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2017 |
03-Apr-2017 |
Change |
Change % |
Previous Week |
Open |
0.7519 |
0.7517 |
-0.0002 |
0.0% |
0.7507 |
High |
0.7546 |
0.7517 |
-0.0029 |
-0.4% |
0.7551 |
Low |
0.7501 |
0.7482 |
-0.0019 |
-0.3% |
0.7475 |
Close |
0.7544 |
0.7489 |
-0.0055 |
-0.7% |
0.7544 |
Range |
0.0045 |
0.0035 |
-0.0010 |
-21.1% |
0.0076 |
ATR |
0.0040 |
0.0041 |
0.0002 |
4.0% |
0.0000 |
Volume |
112 |
76 |
-36 |
-32.1% |
467 |
|
Daily Pivots for day following 03-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7602 |
0.7581 |
0.7508 |
|
R3 |
0.7567 |
0.7545 |
0.7498 |
|
R2 |
0.7531 |
0.7531 |
0.7495 |
|
R1 |
0.7510 |
0.7510 |
0.7492 |
0.7503 |
PP |
0.7496 |
0.7496 |
0.7496 |
0.7492 |
S1 |
0.7474 |
0.7474 |
0.7485 |
0.7467 |
S2 |
0.7460 |
0.7460 |
0.7482 |
|
S3 |
0.7425 |
0.7439 |
0.7479 |
|
S4 |
0.7389 |
0.7403 |
0.7469 |
|
|
Weekly Pivots for week ending 31-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7751 |
0.7723 |
0.7585 |
|
R3 |
0.7675 |
0.7647 |
0.7564 |
|
R2 |
0.7599 |
0.7599 |
0.7557 |
|
R1 |
0.7571 |
0.7571 |
0.7550 |
0.7585 |
PP |
0.7523 |
0.7523 |
0.7523 |
0.7530 |
S1 |
0.7495 |
0.7495 |
0.7537 |
0.7509 |
S2 |
0.7447 |
0.7447 |
0.7530 |
|
S3 |
0.7371 |
0.7419 |
0.7523 |
|
S4 |
0.7295 |
0.7343 |
0.7502 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7668 |
2.618 |
0.7610 |
1.618 |
0.7574 |
1.000 |
0.7552 |
0.618 |
0.7539 |
HIGH |
0.7517 |
0.618 |
0.7503 |
0.500 |
0.7499 |
0.382 |
0.7495 |
LOW |
0.7482 |
0.618 |
0.7460 |
1.000 |
0.7446 |
1.618 |
0.7424 |
2.618 |
0.7389 |
4.250 |
0.7331 |
|
|
Fisher Pivots for day following 03-Apr-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7499 |
0.7516 |
PP |
0.7496 |
0.7507 |
S1 |
0.7492 |
0.7498 |
|