CME Canadian Dollar Future September 2017
Trading Metrics calculated at close of trading on 07-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2017 |
07-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
0.7725 |
0.7715 |
-0.0011 |
-0.1% |
0.7720 |
High |
0.7747 |
0.7785 |
0.0038 |
0.5% |
0.7785 |
Low |
0.7711 |
0.7705 |
-0.0006 |
-0.1% |
0.7693 |
Close |
0.7725 |
0.7773 |
0.0048 |
0.6% |
0.7773 |
Range |
0.0036 |
0.0080 |
0.0044 |
123.6% |
0.0092 |
ATR |
0.0049 |
0.0052 |
0.0002 |
4.5% |
0.0000 |
Volume |
72,120 |
86,727 |
14,607 |
20.3% |
315,185 |
|
Daily Pivots for day following 07-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7995 |
0.7964 |
0.7817 |
|
R3 |
0.7915 |
0.7884 |
0.7795 |
|
R2 |
0.7834 |
0.7834 |
0.7787 |
|
R1 |
0.7804 |
0.7804 |
0.7780 |
0.7819 |
PP |
0.7754 |
0.7754 |
0.7754 |
0.7762 |
S1 |
0.7723 |
0.7723 |
0.7765 |
0.7739 |
S2 |
0.7674 |
0.7674 |
0.7758 |
|
S3 |
0.7593 |
0.7643 |
0.7750 |
|
S4 |
0.7513 |
0.7562 |
0.7728 |
|
|
Weekly Pivots for week ending 07-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8026 |
0.7991 |
0.7823 |
|
R3 |
0.7934 |
0.7899 |
0.7798 |
|
R2 |
0.7842 |
0.7842 |
0.7789 |
|
R1 |
0.7807 |
0.7807 |
0.7781 |
0.7825 |
PP |
0.7750 |
0.7750 |
0.7750 |
0.7759 |
S1 |
0.7715 |
0.7715 |
0.7764 |
0.7733 |
S2 |
0.7658 |
0.7658 |
0.7756 |
|
S3 |
0.7566 |
0.7623 |
0.7747 |
|
S4 |
0.7474 |
0.7531 |
0.7722 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7785 |
0.7693 |
0.0092 |
1.2% |
0.0048 |
0.6% |
86% |
True |
False |
78,985 |
10 |
0.7785 |
0.7526 |
0.0259 |
3.3% |
0.0054 |
0.7% |
95% |
True |
False |
80,083 |
20 |
0.7785 |
0.7407 |
0.0378 |
4.9% |
0.0055 |
0.7% |
97% |
True |
False |
69,420 |
40 |
0.7785 |
0.7279 |
0.0506 |
6.5% |
0.0049 |
0.6% |
98% |
True |
False |
35,885 |
60 |
0.7785 |
0.7267 |
0.0518 |
6.7% |
0.0048 |
0.6% |
98% |
True |
False |
24,044 |
80 |
0.7785 |
0.7267 |
0.0518 |
6.7% |
0.0047 |
0.6% |
98% |
True |
False |
18,054 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8127 |
2.618 |
0.7996 |
1.618 |
0.7915 |
1.000 |
0.7865 |
0.618 |
0.7835 |
HIGH |
0.7785 |
0.618 |
0.7754 |
0.500 |
0.7745 |
0.382 |
0.7735 |
LOW |
0.7705 |
0.618 |
0.7655 |
1.000 |
0.7624 |
1.618 |
0.7574 |
2.618 |
0.7494 |
4.250 |
0.7362 |
|
|
Fisher Pivots for day following 07-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7763 |
0.7761 |
PP |
0.7754 |
0.7750 |
S1 |
0.7745 |
0.7739 |
|