CME Canadian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 24-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2017 |
24-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7438 |
0.7429 |
-0.0009 |
-0.1% |
0.7551 |
| High |
0.7447 |
0.7474 |
0.0027 |
0.4% |
0.7555 |
| Low |
0.7411 |
0.7414 |
0.0003 |
0.0% |
0.7411 |
| Close |
0.7418 |
0.7418 |
0.0000 |
0.0% |
0.7418 |
| Range |
0.0036 |
0.0060 |
0.0024 |
66.7% |
0.0145 |
| ATR |
0.0042 |
0.0044 |
0.0001 |
3.0% |
0.0000 |
| Volume |
415 |
149 |
-266 |
-64.1% |
1,364 |
|
| Daily Pivots for day following 24-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7615 |
0.7576 |
0.7451 |
|
| R3 |
0.7555 |
0.7516 |
0.7434 |
|
| R2 |
0.7495 |
0.7495 |
0.7429 |
|
| R1 |
0.7456 |
0.7456 |
0.7423 |
0.7446 |
| PP |
0.7435 |
0.7435 |
0.7435 |
0.7430 |
| S1 |
0.7396 |
0.7396 |
0.7412 |
0.7386 |
| S2 |
0.7375 |
0.7375 |
0.7407 |
|
| S3 |
0.7315 |
0.7336 |
0.7401 |
|
| S4 |
0.7255 |
0.7276 |
0.7385 |
|
|
| Weekly Pivots for week ending 21-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7895 |
0.7801 |
0.7497 |
|
| R3 |
0.7750 |
0.7656 |
0.7458 |
|
| R2 |
0.7606 |
0.7606 |
0.7444 |
|
| R1 |
0.7512 |
0.7512 |
0.7431 |
0.7487 |
| PP |
0.7461 |
0.7461 |
0.7461 |
0.7449 |
| S1 |
0.7367 |
0.7367 |
0.7405 |
0.7342 |
| S2 |
0.7317 |
0.7317 |
0.7392 |
|
| S3 |
0.7172 |
0.7223 |
0.7378 |
|
| S4 |
0.7028 |
0.7078 |
0.7339 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7729 |
|
2.618 |
0.7631 |
|
1.618 |
0.7571 |
|
1.000 |
0.7534 |
|
0.618 |
0.7511 |
|
HIGH |
0.7474 |
|
0.618 |
0.7451 |
|
0.500 |
0.7444 |
|
0.382 |
0.7436 |
|
LOW |
0.7414 |
|
0.618 |
0.7376 |
|
1.000 |
0.7354 |
|
1.618 |
0.7316 |
|
2.618 |
0.7256 |
|
4.250 |
0.7159 |
|
|
| Fisher Pivots for day following 24-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7444 |
0.7442 |
| PP |
0.7435 |
0.7434 |
| S1 |
0.7426 |
0.7426 |
|