CME Canadian Dollar Future September 2017
Trading Metrics calculated at close of trading on 15-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2017 |
15-May-2017 |
Change |
Change % |
Previous Week |
Open |
0.7316 |
0.7312 |
-0.0004 |
-0.1% |
0.7340 |
High |
0.7334 |
0.7369 |
0.0035 |
0.5% |
0.7345 |
Low |
0.7293 |
0.7304 |
0.0011 |
0.2% |
0.7279 |
Close |
0.7308 |
0.7344 |
0.0037 |
0.5% |
0.7308 |
Range |
0.0041 |
0.0065 |
0.0024 |
58.5% |
0.0065 |
ATR |
0.0047 |
0.0048 |
0.0001 |
2.8% |
0.0000 |
Volume |
318 |
742 |
424 |
133.3% |
2,136 |
|
Daily Pivots for day following 15-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7534 |
0.7504 |
0.7380 |
|
R3 |
0.7469 |
0.7439 |
0.7362 |
|
R2 |
0.7404 |
0.7404 |
0.7356 |
|
R1 |
0.7374 |
0.7374 |
0.7350 |
0.7389 |
PP |
0.7339 |
0.7339 |
0.7339 |
0.7346 |
S1 |
0.7309 |
0.7309 |
0.7338 |
0.7324 |
S2 |
0.7274 |
0.7274 |
0.7332 |
|
S3 |
0.7209 |
0.7244 |
0.7326 |
|
S4 |
0.7144 |
0.7179 |
0.7308 |
|
|
Weekly Pivots for week ending 12-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7507 |
0.7473 |
0.7344 |
|
R3 |
0.7441 |
0.7407 |
0.7326 |
|
R2 |
0.7376 |
0.7376 |
0.7320 |
|
R1 |
0.7342 |
0.7342 |
0.7314 |
0.7326 |
PP |
0.7310 |
0.7310 |
0.7310 |
0.7303 |
S1 |
0.7276 |
0.7276 |
0.7301 |
0.7261 |
S2 |
0.7245 |
0.7245 |
0.7295 |
|
S3 |
0.7179 |
0.7211 |
0.7289 |
|
S4 |
0.7114 |
0.7145 |
0.7271 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7645 |
2.618 |
0.7539 |
1.618 |
0.7474 |
1.000 |
0.7434 |
0.618 |
0.7409 |
HIGH |
0.7369 |
0.618 |
0.7344 |
0.500 |
0.7336 |
0.382 |
0.7328 |
LOW |
0.7304 |
0.618 |
0.7263 |
1.000 |
0.7239 |
1.618 |
0.7198 |
2.618 |
0.7133 |
4.250 |
0.7027 |
|
|
Fisher Pivots for day following 15-May-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7341 |
0.7337 |
PP |
0.7339 |
0.7331 |
S1 |
0.7336 |
0.7324 |
|