CME Canadian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 23-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2017 |
23-May-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7418 |
0.7420 |
0.0002 |
0.0% |
0.7312 |
| High |
0.7431 |
0.7447 |
0.0017 |
0.2% |
0.7417 |
| Low |
0.7402 |
0.7409 |
0.0007 |
0.1% |
0.7304 |
| Close |
0.7419 |
0.7412 |
-0.0007 |
-0.1% |
0.7416 |
| Range |
0.0029 |
0.0039 |
0.0010 |
32.8% |
0.0114 |
| ATR |
0.0046 |
0.0046 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
526 |
539 |
13 |
2.5% |
3,171 |
|
| Daily Pivots for day following 23-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7538 |
0.7513 |
0.7433 |
|
| R3 |
0.7499 |
0.7475 |
0.7422 |
|
| R2 |
0.7461 |
0.7461 |
0.7419 |
|
| R1 |
0.7436 |
0.7436 |
0.7415 |
0.7429 |
| PP |
0.7422 |
0.7422 |
0.7422 |
0.7419 |
| S1 |
0.7398 |
0.7398 |
0.7408 |
0.7391 |
| S2 |
0.7384 |
0.7384 |
0.7404 |
|
| S3 |
0.7345 |
0.7359 |
0.7401 |
|
| S4 |
0.7307 |
0.7321 |
0.7390 |
|
|
| 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 |
0.7611 |
|
2.618 |
0.7548 |
|
1.618 |
0.7509 |
|
1.000 |
0.7486 |
|
0.618 |
0.7471 |
|
HIGH |
0.7447 |
|
0.618 |
0.7432 |
|
0.500 |
0.7428 |
|
0.382 |
0.7423 |
|
LOW |
0.7409 |
|
0.618 |
0.7385 |
|
1.000 |
0.7370 |
|
1.618 |
0.7346 |
|
2.618 |
0.7308 |
|
4.250 |
0.7245 |
|
|
| Fisher Pivots for day following 23-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7428 |
0.7409 |
| PP |
0.7422 |
0.7407 |
| S1 |
0.7417 |
0.7405 |
|