CME Canadian Dollar Future September 2017
Trading Metrics calculated at close of trading on 13-Apr-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2017 |
13-Apr-2017 |
Change |
Change % |
Previous Week |
Open |
0.7518 |
0.7573 |
0.0055 |
0.7% |
0.7517 |
High |
0.7571 |
0.7577 |
0.0007 |
0.1% |
0.7517 |
Low |
0.7516 |
0.7514 |
-0.0002 |
0.0% |
0.7450 |
Close |
0.7525 |
0.7543 |
0.0019 |
0.2% |
0.7472 |
Range |
0.0055 |
0.0063 |
0.0008 |
15.6% |
0.0067 |
ATR |
0.0042 |
0.0043 |
0.0002 |
3.6% |
0.0000 |
Volume |
410 |
490 |
80 |
19.5% |
445 |
|
Daily Pivots for day following 13-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7734 |
0.7701 |
0.7578 |
|
R3 |
0.7671 |
0.7638 |
0.7560 |
|
R2 |
0.7608 |
0.7608 |
0.7555 |
|
R1 |
0.7575 |
0.7575 |
0.7549 |
0.7560 |
PP |
0.7545 |
0.7545 |
0.7545 |
0.7537 |
S1 |
0.7512 |
0.7512 |
0.7537 |
0.7497 |
S2 |
0.7482 |
0.7482 |
0.7531 |
|
S3 |
0.7419 |
0.7449 |
0.7526 |
|
S4 |
0.7356 |
0.7386 |
0.7508 |
|
|
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 |
0.7845 |
2.618 |
0.7742 |
1.618 |
0.7679 |
1.000 |
0.7640 |
0.618 |
0.7616 |
HIGH |
0.7577 |
0.618 |
0.7553 |
0.500 |
0.7546 |
0.382 |
0.7538 |
LOW |
0.7514 |
0.618 |
0.7475 |
1.000 |
0.7451 |
1.618 |
0.7412 |
2.618 |
0.7349 |
4.250 |
0.7246 |
|
|
Fisher Pivots for day following 13-Apr-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7546 |
0.7542 |
PP |
0.7545 |
0.7542 |
S1 |
0.7544 |
0.7541 |
|