CME Canadian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 27-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2017 |
27-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7382 |
0.7358 |
-0.0024 |
-0.3% |
0.7551 |
| High |
0.7400 |
0.7407 |
0.0008 |
0.1% |
0.7555 |
| Low |
0.7358 |
0.7332 |
-0.0026 |
-0.4% |
0.7411 |
| Close |
0.7361 |
0.7359 |
-0.0002 |
0.0% |
0.7418 |
| Range |
0.0042 |
0.0076 |
0.0034 |
81.9% |
0.0145 |
| ATR |
0.0045 |
0.0047 |
0.0002 |
4.9% |
0.0000 |
| Volume |
67 |
1,035 |
968 |
1,444.8% |
1,364 |
|
| Daily Pivots for day following 27-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7592 |
0.7551 |
0.7401 |
|
| R3 |
0.7517 |
0.7476 |
0.7380 |
|
| R2 |
0.7441 |
0.7441 |
0.7373 |
|
| R1 |
0.7400 |
0.7400 |
0.7366 |
0.7421 |
| PP |
0.7366 |
0.7366 |
0.7366 |
0.7376 |
| S1 |
0.7325 |
0.7325 |
0.7352 |
0.7345 |
| S2 |
0.7290 |
0.7290 |
0.7345 |
|
| S3 |
0.7215 |
0.7249 |
0.7338 |
|
| S4 |
0.7139 |
0.7174 |
0.7317 |
|
|
| 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 |
0.7728 |
|
2.618 |
0.7605 |
|
1.618 |
0.7529 |
|
1.000 |
0.7483 |
|
0.618 |
0.7454 |
|
HIGH |
0.7407 |
|
0.618 |
0.7378 |
|
0.500 |
0.7369 |
|
0.382 |
0.7360 |
|
LOW |
0.7332 |
|
0.618 |
0.7285 |
|
1.000 |
0.7256 |
|
1.618 |
0.7209 |
|
2.618 |
0.7134 |
|
4.250 |
0.7011 |
|
|
| Fisher Pivots for day following 27-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7369 |
0.7377 |
| PP |
0.7366 |
0.7371 |
| S1 |
0.7362 |
0.7365 |
|