CME Canadian Dollar Future September 2017
Trading Metrics calculated at close of trading on 17-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2017 |
17-May-2017 |
Change |
Change % |
Previous Week |
Open |
0.7356 |
0.7366 |
0.0010 |
0.1% |
0.7340 |
High |
0.7382 |
0.7384 |
0.0002 |
0.0% |
0.7345 |
Low |
0.7337 |
0.7346 |
0.0009 |
0.1% |
0.7279 |
Close |
0.7379 |
0.7354 |
-0.0025 |
-0.3% |
0.7308 |
Range |
0.0045 |
0.0038 |
-0.0007 |
-15.7% |
0.0065 |
ATR |
0.0048 |
0.0047 |
-0.0001 |
-1.5% |
0.0000 |
Volume |
804 |
305 |
-499 |
-62.1% |
2,136 |
|
Daily Pivots for day following 17-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7474 |
0.7451 |
0.7375 |
|
R3 |
0.7436 |
0.7414 |
0.7364 |
|
R2 |
0.7399 |
0.7399 |
0.7361 |
|
R1 |
0.7376 |
0.7376 |
0.7357 |
0.7369 |
PP |
0.7361 |
0.7361 |
0.7361 |
0.7357 |
S1 |
0.7339 |
0.7339 |
0.7351 |
0.7331 |
S2 |
0.7324 |
0.7324 |
0.7347 |
|
S3 |
0.7286 |
0.7301 |
0.7344 |
|
S4 |
0.7249 |
0.7264 |
0.7333 |
|
|
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 |
0.7543 |
2.618 |
0.7482 |
1.618 |
0.7444 |
1.000 |
0.7421 |
0.618 |
0.7407 |
HIGH |
0.7384 |
0.618 |
0.7369 |
0.500 |
0.7365 |
0.382 |
0.7360 |
LOW |
0.7346 |
0.618 |
0.7323 |
1.000 |
0.7309 |
1.618 |
0.7285 |
2.618 |
0.7248 |
4.250 |
0.7187 |
|
|
Fisher Pivots for day following 17-May-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7365 |
0.7351 |
PP |
0.7361 |
0.7347 |
S1 |
0.7358 |
0.7344 |
|