CME Canadian Dollar Future September 2017
Trading Metrics calculated at close of trading on 19-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2017 |
19-May-2017 |
Change |
Change % |
Previous Week |
Open |
0.7363 |
0.7365 |
0.0002 |
0.0% |
0.7312 |
High |
0.7377 |
0.7417 |
0.0040 |
0.5% |
0.7417 |
Low |
0.7332 |
0.7363 |
0.0032 |
0.4% |
0.7304 |
Close |
0.7358 |
0.7416 |
0.0058 |
0.8% |
0.7416 |
Range |
0.0045 |
0.0054 |
0.0009 |
18.7% |
0.0114 |
ATR |
0.0047 |
0.0048 |
0.0001 |
1.9% |
0.0000 |
Volume |
495 |
825 |
330 |
66.7% |
3,171 |
|
Daily Pivots for day following 19-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7561 |
0.7542 |
0.7445 |
|
R3 |
0.7507 |
0.7488 |
0.7430 |
|
R2 |
0.7453 |
0.7453 |
0.7425 |
|
R1 |
0.7434 |
0.7434 |
0.7420 |
0.7443 |
PP |
0.7399 |
0.7399 |
0.7399 |
0.7403 |
S1 |
0.7380 |
0.7380 |
0.7411 |
0.7389 |
S2 |
0.7345 |
0.7345 |
0.7406 |
|
S3 |
0.7291 |
0.7326 |
0.7401 |
|
S4 |
0.7237 |
0.7272 |
0.7386 |
|
|
Weekly Pivots for week ending 19-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7719 |
0.7681 |
0.7478 |
|
R3 |
0.7606 |
0.7567 |
0.7447 |
|
R2 |
0.7492 |
0.7492 |
0.7436 |
|
R1 |
0.7454 |
0.7454 |
0.7426 |
0.7473 |
PP |
0.7379 |
0.7379 |
0.7379 |
0.7388 |
S1 |
0.7340 |
0.7340 |
0.7405 |
0.7360 |
S2 |
0.7265 |
0.7265 |
0.7395 |
|
S3 |
0.7152 |
0.7227 |
0.7384 |
|
S4 |
0.7038 |
0.7113 |
0.7353 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7647 |
2.618 |
0.7558 |
1.618 |
0.7504 |
1.000 |
0.7471 |
0.618 |
0.7450 |
HIGH |
0.7417 |
0.618 |
0.7396 |
0.500 |
0.7390 |
0.382 |
0.7384 |
LOW |
0.7363 |
0.618 |
0.7330 |
1.000 |
0.7309 |
1.618 |
0.7276 |
2.618 |
0.7222 |
4.250 |
0.7134 |
|
|
Fisher Pivots for day following 19-May-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7407 |
0.7402 |
PP |
0.7399 |
0.7388 |
S1 |
0.7390 |
0.7374 |
|