CME Canadian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 12-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2017 |
12-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7525 |
0.7518 |
-0.0007 |
-0.1% |
0.7517 |
| High |
0.7530 |
0.7571 |
0.0041 |
0.5% |
0.7517 |
| Low |
0.7505 |
0.7516 |
0.0011 |
0.1% |
0.7450 |
| Close |
0.7519 |
0.7525 |
0.0005 |
0.1% |
0.7472 |
| Range |
0.0025 |
0.0055 |
0.0030 |
118.0% |
0.0067 |
| ATR |
0.0041 |
0.0042 |
0.0001 |
2.4% |
0.0000 |
| Volume |
115 |
410 |
295 |
256.5% |
445 |
|
| Daily Pivots for day following 12-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7701 |
0.7667 |
0.7554 |
|
| R3 |
0.7646 |
0.7613 |
0.7539 |
|
| R2 |
0.7592 |
0.7592 |
0.7534 |
|
| R1 |
0.7558 |
0.7558 |
0.7529 |
0.7575 |
| PP |
0.7537 |
0.7537 |
0.7537 |
0.7545 |
| S1 |
0.7504 |
0.7504 |
0.7520 |
0.7520 |
| S2 |
0.7483 |
0.7483 |
0.7515 |
|
| S3 |
0.7428 |
0.7449 |
0.7510 |
|
| S4 |
0.7374 |
0.7395 |
0.7495 |
|
|
| Weekly Pivots for week ending 07-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7681 |
0.7643 |
0.7509 |
|
| R3 |
0.7614 |
0.7576 |
0.7490 |
|
| R2 |
0.7547 |
0.7547 |
0.7484 |
|
| R1 |
0.7509 |
0.7509 |
0.7478 |
0.7495 |
| PP |
0.7480 |
0.7480 |
0.7480 |
0.7472 |
| S1 |
0.7442 |
0.7442 |
0.7466 |
0.7428 |
| S2 |
0.7413 |
0.7413 |
0.7460 |
|
| S3 |
0.7346 |
0.7375 |
0.7454 |
|
| S4 |
0.7279 |
0.7308 |
0.7435 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7802 |
|
2.618 |
0.7713 |
|
1.618 |
0.7659 |
|
1.000 |
0.7625 |
|
0.618 |
0.7604 |
|
HIGH |
0.7571 |
|
0.618 |
0.7550 |
|
0.500 |
0.7543 |
|
0.382 |
0.7537 |
|
LOW |
0.7516 |
|
0.618 |
0.7482 |
|
1.000 |
0.7462 |
|
1.618 |
0.7428 |
|
2.618 |
0.7373 |
|
4.250 |
0.7284 |
|
|
| Fisher Pivots for day following 12-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7543 |
0.7522 |
| PP |
0.7537 |
0.7520 |
| S1 |
0.7531 |
0.7518 |
|