CME Canadian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 19-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2017 |
19-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7513 |
0.7482 |
-0.0030 |
-0.4% |
0.7476 |
| High |
0.7514 |
0.7492 |
-0.0022 |
-0.3% |
0.7577 |
| Low |
0.7480 |
0.7430 |
-0.0050 |
-0.7% |
0.7465 |
| Close |
0.7491 |
0.7430 |
-0.0061 |
-0.8% |
0.7543 |
| Range |
0.0035 |
0.0063 |
0.0028 |
81.2% |
0.0112 |
| ATR |
0.0043 |
0.0044 |
0.0001 |
3.2% |
0.0000 |
| Volume |
259 |
268 |
9 |
3.5% |
1,231 |
|
| Daily Pivots for day following 19-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7638 |
0.7597 |
0.7464 |
|
| R3 |
0.7576 |
0.7534 |
0.7447 |
|
| R2 |
0.7513 |
0.7513 |
0.7441 |
|
| R1 |
0.7472 |
0.7472 |
0.7436 |
0.7461 |
| PP |
0.7451 |
0.7451 |
0.7451 |
0.7445 |
| S1 |
0.7409 |
0.7409 |
0.7424 |
0.7399 |
| S2 |
0.7388 |
0.7388 |
0.7419 |
|
| S3 |
0.7326 |
0.7347 |
0.7413 |
|
| S4 |
0.7263 |
0.7284 |
0.7396 |
|
|
| Weekly Pivots for week ending 14-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7864 |
0.7816 |
0.7605 |
|
| R3 |
0.7752 |
0.7704 |
0.7574 |
|
| R2 |
0.7640 |
0.7640 |
0.7564 |
|
| R1 |
0.7592 |
0.7592 |
0.7553 |
0.7616 |
| PP |
0.7528 |
0.7528 |
0.7528 |
0.7541 |
| S1 |
0.7480 |
0.7480 |
0.7533 |
0.7504 |
| S2 |
0.7416 |
0.7416 |
0.7522 |
|
| S3 |
0.7304 |
0.7368 |
0.7512 |
|
| S4 |
0.7192 |
0.7256 |
0.7481 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7758 |
|
2.618 |
0.7656 |
|
1.618 |
0.7593 |
|
1.000 |
0.7555 |
|
0.618 |
0.7531 |
|
HIGH |
0.7492 |
|
0.618 |
0.7468 |
|
0.500 |
0.7461 |
|
0.382 |
0.7453 |
|
LOW |
0.7430 |
|
0.618 |
0.7391 |
|
1.000 |
0.7367 |
|
1.618 |
0.7328 |
|
2.618 |
0.7266 |
|
4.250 |
0.7164 |
|
|
| Fisher Pivots for day following 19-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7461 |
0.7492 |
| PP |
0.7451 |
0.7472 |
| S1 |
0.7440 |
0.7451 |
|