CME Canadian Dollar Future September 2017
Trading Metrics calculated at close of trading on 16-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2017 |
16-May-2017 |
Change |
Change % |
Previous Week |
Open |
0.7312 |
0.7356 |
0.0045 |
0.6% |
0.7340 |
High |
0.7369 |
0.7382 |
0.0013 |
0.2% |
0.7345 |
Low |
0.7304 |
0.7337 |
0.0034 |
0.5% |
0.7279 |
Close |
0.7344 |
0.7379 |
0.0035 |
0.5% |
0.7308 |
Range |
0.0065 |
0.0045 |
-0.0020 |
-31.5% |
0.0065 |
ATR |
0.0048 |
0.0048 |
0.0000 |
-0.5% |
0.0000 |
Volume |
742 |
804 |
62 |
8.4% |
2,136 |
|
Daily Pivots for day following 16-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7499 |
0.7484 |
0.7403 |
|
R3 |
0.7455 |
0.7439 |
0.7391 |
|
R2 |
0.7410 |
0.7410 |
0.7387 |
|
R1 |
0.7395 |
0.7395 |
0.7383 |
0.7403 |
PP |
0.7366 |
0.7366 |
0.7366 |
0.7370 |
S1 |
0.7350 |
0.7350 |
0.7375 |
0.7358 |
S2 |
0.7321 |
0.7321 |
0.7371 |
|
S3 |
0.7277 |
0.7306 |
0.7367 |
|
S4 |
0.7232 |
0.7261 |
0.7355 |
|
|
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 |
0.7571 |
2.618 |
0.7498 |
1.618 |
0.7454 |
1.000 |
0.7426 |
0.618 |
0.7409 |
HIGH |
0.7382 |
0.618 |
0.7365 |
0.500 |
0.7359 |
0.382 |
0.7354 |
LOW |
0.7337 |
0.618 |
0.7309 |
1.000 |
0.7292 |
1.618 |
0.7265 |
2.618 |
0.7220 |
4.250 |
0.7148 |
|
|
Fisher Pivots for day following 16-May-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7372 |
0.7365 |
PP |
0.7366 |
0.7351 |
S1 |
0.7359 |
0.7337 |
|