CME Canadian Dollar Future September 2017
Trading Metrics calculated at close of trading on 22-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2017 |
22-May-2017 |
Change |
Change % |
Previous Week |
Open |
0.7365 |
0.7418 |
0.0053 |
0.7% |
0.7312 |
High |
0.7417 |
0.7431 |
0.0013 |
0.2% |
0.7417 |
Low |
0.7363 |
0.7402 |
0.0038 |
0.5% |
0.7304 |
Close |
0.7416 |
0.7419 |
0.0003 |
0.0% |
0.7416 |
Range |
0.0054 |
0.0029 |
-0.0025 |
-46.3% |
0.0114 |
ATR |
0.0048 |
0.0046 |
-0.0001 |
-2.8% |
0.0000 |
Volume |
825 |
526 |
-299 |
-36.2% |
3,171 |
|
Daily Pivots for day following 22-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7504 |
0.7490 |
0.7434 |
|
R3 |
0.7475 |
0.7461 |
0.7426 |
|
R2 |
0.7446 |
0.7446 |
0.7424 |
|
R1 |
0.7432 |
0.7432 |
0.7421 |
0.7439 |
PP |
0.7417 |
0.7417 |
0.7417 |
0.7420 |
S1 |
0.7403 |
0.7403 |
0.7416 |
0.7410 |
S2 |
0.7388 |
0.7388 |
0.7413 |
|
S3 |
0.7359 |
0.7374 |
0.7411 |
|
S4 |
0.7330 |
0.7345 |
0.7403 |
|
|
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 |
0.7554 |
2.618 |
0.7506 |
1.618 |
0.7477 |
1.000 |
0.7460 |
0.618 |
0.7448 |
HIGH |
0.7431 |
0.618 |
0.7419 |
0.500 |
0.7416 |
0.382 |
0.7413 |
LOW |
0.7402 |
0.618 |
0.7384 |
1.000 |
0.7373 |
1.618 |
0.7355 |
2.618 |
0.7326 |
4.250 |
0.7278 |
|
|
Fisher Pivots for day following 22-May-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7418 |
0.7406 |
PP |
0.7417 |
0.7394 |
S1 |
0.7416 |
0.7381 |
|