CME Canadian Dollar Future December 2017
Trading Metrics calculated at close of trading on 26-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2017 |
26-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
0.7574 |
0.7558 |
-0.0016 |
-0.2% |
0.7576 |
High |
0.7591 |
0.7590 |
-0.0001 |
0.0% |
0.7601 |
Low |
0.7536 |
0.7558 |
0.0022 |
0.3% |
0.7514 |
Close |
0.7564 |
0.7570 |
0.0007 |
0.1% |
0.7564 |
Range |
0.0055 |
0.0032 |
-0.0023 |
-42.2% |
0.0088 |
ATR |
0.0045 |
0.0044 |
-0.0001 |
-2.1% |
0.0000 |
Volume |
190 |
164 |
-26 |
-13.7% |
1,789 |
|
Daily Pivots for day following 26-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7667 |
0.7650 |
0.7587 |
|
R3 |
0.7636 |
0.7619 |
0.7579 |
|
R2 |
0.7604 |
0.7604 |
0.7576 |
|
R1 |
0.7587 |
0.7587 |
0.7573 |
0.7596 |
PP |
0.7573 |
0.7573 |
0.7573 |
0.7577 |
S1 |
0.7555 |
0.7555 |
0.7567 |
0.7564 |
S2 |
0.7541 |
0.7541 |
0.7564 |
|
S3 |
0.7509 |
0.7524 |
0.7561 |
|
S4 |
0.7478 |
0.7492 |
0.7553 |
|
|
Weekly Pivots for week ending 23-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7822 |
0.7780 |
0.7612 |
|
R3 |
0.7734 |
0.7693 |
0.7588 |
|
R2 |
0.7647 |
0.7647 |
0.7580 |
|
R1 |
0.7605 |
0.7605 |
0.7572 |
0.7582 |
PP |
0.7559 |
0.7559 |
0.7559 |
0.7548 |
S1 |
0.7518 |
0.7518 |
0.7555 |
0.7495 |
S2 |
0.7472 |
0.7472 |
0.7547 |
|
S3 |
0.7384 |
0.7430 |
0.7539 |
|
S4 |
0.7297 |
0.7343 |
0.7515 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7723 |
2.618 |
0.7672 |
1.618 |
0.7640 |
1.000 |
0.7621 |
0.618 |
0.7609 |
HIGH |
0.7590 |
0.618 |
0.7577 |
0.500 |
0.7574 |
0.382 |
0.7570 |
LOW |
0.7558 |
0.618 |
0.7539 |
1.000 |
0.7526 |
1.618 |
0.7507 |
2.618 |
0.7476 |
4.250 |
0.7424 |
|
|
Fisher Pivots for day following 26-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7574 |
0.7565 |
PP |
0.7573 |
0.7561 |
S1 |
0.7571 |
0.7556 |
|