CME Canadian Dollar Future September 2017
Trading Metrics calculated at close of trading on 09-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2017 |
09-May-2017 |
Change |
Change % |
Previous Week |
Open |
0.7340 |
0.7319 |
-0.0022 |
-0.3% |
0.7339 |
High |
0.7345 |
0.7330 |
-0.0015 |
-0.2% |
0.7348 |
Low |
0.7299 |
0.7286 |
-0.0013 |
-0.2% |
0.7267 |
Close |
0.7319 |
0.7305 |
-0.0014 |
-0.2% |
0.7324 |
Range |
0.0046 |
0.0044 |
-0.0002 |
-4.3% |
0.0081 |
ATR |
0.0047 |
0.0047 |
0.0000 |
-0.5% |
0.0000 |
Volume |
290 |
440 |
150 |
51.7% |
1,585 |
|
Daily Pivots for day following 09-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7439 |
0.7416 |
0.7329 |
|
R3 |
0.7395 |
0.7372 |
0.7317 |
|
R2 |
0.7351 |
0.7351 |
0.7313 |
|
R1 |
0.7328 |
0.7328 |
0.7309 |
0.7318 |
PP |
0.7307 |
0.7307 |
0.7307 |
0.7302 |
S1 |
0.7284 |
0.7284 |
0.7301 |
0.7274 |
S2 |
0.7263 |
0.7263 |
0.7297 |
|
S3 |
0.7219 |
0.7240 |
0.7293 |
|
S4 |
0.7175 |
0.7196 |
0.7281 |
|
|
Weekly Pivots for week ending 05-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7557 |
0.7522 |
0.7368 |
|
R3 |
0.7476 |
0.7440 |
0.7346 |
|
R2 |
0.7394 |
0.7394 |
0.7338 |
|
R1 |
0.7359 |
0.7359 |
0.7331 |
0.7336 |
PP |
0.7313 |
0.7313 |
0.7313 |
0.7301 |
S1 |
0.7277 |
0.7277 |
0.7316 |
0.7254 |
S2 |
0.7231 |
0.7231 |
0.7309 |
|
S3 |
0.7150 |
0.7196 |
0.7301 |
|
S4 |
0.7068 |
0.7114 |
0.7279 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7517 |
2.618 |
0.7445 |
1.618 |
0.7401 |
1.000 |
0.7374 |
0.618 |
0.7357 |
HIGH |
0.7330 |
0.618 |
0.7313 |
0.500 |
0.7308 |
0.382 |
0.7303 |
LOW |
0.7286 |
0.618 |
0.7259 |
1.000 |
0.7242 |
1.618 |
0.7215 |
2.618 |
0.7171 |
4.250 |
0.7099 |
|
|
Fisher Pivots for day following 09-May-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7308 |
0.7306 |
PP |
0.7307 |
0.7306 |
S1 |
0.7306 |
0.7305 |
|