CME Canadian Dollar Future September 2017
Trading Metrics calculated at close of trading on 25-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2017 |
25-May-2017 |
Change |
Change % |
Previous Week |
Open |
0.7416 |
0.7472 |
0.0056 |
0.8% |
0.7312 |
High |
0.7475 |
0.7484 |
0.0008 |
0.1% |
0.7417 |
Low |
0.7401 |
0.7427 |
0.0026 |
0.3% |
0.7304 |
Close |
0.7459 |
0.7428 |
-0.0031 |
-0.4% |
0.7416 |
Range |
0.0074 |
0.0057 |
-0.0017 |
-23.0% |
0.0114 |
ATR |
0.0048 |
0.0049 |
0.0001 |
1.4% |
0.0000 |
Volume |
1,199 |
1,291 |
92 |
7.7% |
3,171 |
|
Daily Pivots for day following 25-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7617 |
0.7580 |
0.7459 |
|
R3 |
0.7560 |
0.7523 |
0.7444 |
|
R2 |
0.7503 |
0.7503 |
0.7438 |
|
R1 |
0.7466 |
0.7466 |
0.7433 |
0.7456 |
PP |
0.7446 |
0.7446 |
0.7446 |
0.7441 |
S1 |
0.7409 |
0.7409 |
0.7423 |
0.7399 |
S2 |
0.7389 |
0.7389 |
0.7418 |
|
S3 |
0.7332 |
0.7352 |
0.7412 |
|
S4 |
0.7275 |
0.7295 |
0.7397 |
|
|
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 |
0.7726 |
2.618 |
0.7633 |
1.618 |
0.7576 |
1.000 |
0.7541 |
0.618 |
0.7519 |
HIGH |
0.7484 |
0.618 |
0.7462 |
0.500 |
0.7455 |
0.382 |
0.7448 |
LOW |
0.7427 |
0.618 |
0.7391 |
1.000 |
0.7370 |
1.618 |
0.7334 |
2.618 |
0.7277 |
4.250 |
0.7184 |
|
|
Fisher Pivots for day following 25-May-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7455 |
0.7442 |
PP |
0.7446 |
0.7438 |
S1 |
0.7437 |
0.7433 |
|