CME Canadian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 04-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2017 |
04-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7517 |
0.7493 |
-0.0024 |
-0.3% |
0.7507 |
| High |
0.7517 |
0.7494 |
-0.0024 |
-0.3% |
0.7551 |
| Low |
0.7482 |
0.7450 |
-0.0032 |
-0.4% |
0.7475 |
| Close |
0.7489 |
0.7474 |
-0.0015 |
-0.2% |
0.7544 |
| Range |
0.0035 |
0.0043 |
0.0008 |
22.5% |
0.0076 |
| ATR |
0.0041 |
0.0041 |
0.0000 |
0.4% |
0.0000 |
| Volume |
76 |
66 |
-10 |
-13.2% |
467 |
|
| Daily Pivots for day following 04-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7603 |
0.7582 |
0.7498 |
|
| R3 |
0.7559 |
0.7538 |
0.7486 |
|
| R2 |
0.7516 |
0.7516 |
0.7482 |
|
| R1 |
0.7495 |
0.7495 |
0.7478 |
0.7484 |
| PP |
0.7473 |
0.7473 |
0.7473 |
0.7467 |
| S1 |
0.7452 |
0.7452 |
0.7470 |
0.7440 |
| S2 |
0.7429 |
0.7429 |
0.7466 |
|
| S3 |
0.7386 |
0.7408 |
0.7462 |
|
| S4 |
0.7342 |
0.7365 |
0.7450 |
|
|
| 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 |
0.7678 |
|
2.618 |
0.7607 |
|
1.618 |
0.7564 |
|
1.000 |
0.7537 |
|
0.618 |
0.7520 |
|
HIGH |
0.7494 |
|
0.618 |
0.7477 |
|
0.500 |
0.7472 |
|
0.382 |
0.7467 |
|
LOW |
0.7450 |
|
0.618 |
0.7423 |
|
1.000 |
0.7407 |
|
1.618 |
0.7380 |
|
2.618 |
0.7336 |
|
4.250 |
0.7265 |
|
|
| Fisher Pivots for day following 04-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7473 |
0.7498 |
| PP |
0.7473 |
0.7490 |
| S1 |
0.7472 |
0.7482 |
|