CME Canadian Dollar Future September 2017
Trading Metrics calculated at close of trading on 26-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2017 |
26-May-2017 |
Change |
Change % |
Previous Week |
Open |
0.7472 |
0.7430 |
-0.0042 |
-0.6% |
0.7418 |
High |
0.7484 |
0.7458 |
-0.0026 |
-0.3% |
0.7484 |
Low |
0.7427 |
0.7424 |
-0.0002 |
0.0% |
0.7401 |
Close |
0.7428 |
0.7441 |
0.0013 |
0.2% |
0.7441 |
Range |
0.0057 |
0.0033 |
-0.0024 |
-41.2% |
0.0083 |
ATR |
0.0049 |
0.0047 |
-0.0001 |
-2.2% |
0.0000 |
Volume |
1,291 |
370 |
-921 |
-71.3% |
3,925 |
|
Daily Pivots for day following 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7541 |
0.7525 |
0.7459 |
|
R3 |
0.7508 |
0.7491 |
0.7450 |
|
R2 |
0.7474 |
0.7474 |
0.7447 |
|
R1 |
0.7458 |
0.7458 |
0.7444 |
0.7466 |
PP |
0.7441 |
0.7441 |
0.7441 |
0.7445 |
S1 |
0.7424 |
0.7424 |
0.7438 |
0.7433 |
S2 |
0.7407 |
0.7407 |
0.7435 |
|
S3 |
0.7374 |
0.7391 |
0.7432 |
|
S4 |
0.7340 |
0.7357 |
0.7423 |
|
|
Weekly Pivots for week ending 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7689 |
0.7648 |
0.7486 |
|
R3 |
0.7607 |
0.7565 |
0.7464 |
|
R2 |
0.7524 |
0.7524 |
0.7456 |
|
R1 |
0.7483 |
0.7483 |
0.7449 |
0.7504 |
PP |
0.7442 |
0.7442 |
0.7442 |
0.7452 |
S1 |
0.7400 |
0.7400 |
0.7433 |
0.7421 |
S2 |
0.7359 |
0.7359 |
0.7426 |
|
S3 |
0.7277 |
0.7318 |
0.7418 |
|
S4 |
0.7194 |
0.7235 |
0.7396 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7600 |
2.618 |
0.7545 |
1.618 |
0.7512 |
1.000 |
0.7491 |
0.618 |
0.7478 |
HIGH |
0.7458 |
0.618 |
0.7445 |
0.500 |
0.7441 |
0.382 |
0.7437 |
LOW |
0.7424 |
0.618 |
0.7403 |
1.000 |
0.7391 |
1.618 |
0.7370 |
2.618 |
0.7336 |
4.250 |
0.7282 |
|
|
Fisher Pivots for day following 26-May-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7441 |
0.7442 |
PP |
0.7441 |
0.7442 |
S1 |
0.7441 |
0.7441 |
|