CME Canadian Dollar Future December 2017
Trading Metrics calculated at close of trading on 29-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2017 |
29-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
0.7611 |
0.7692 |
0.0081 |
1.1% |
0.7576 |
High |
0.7702 |
0.7719 |
0.0017 |
0.2% |
0.7601 |
Low |
0.7599 |
0.7687 |
0.0088 |
1.2% |
0.7514 |
Close |
0.7695 |
0.7706 |
0.0011 |
0.1% |
0.7564 |
Range |
0.0104 |
0.0033 |
-0.0071 |
-68.6% |
0.0088 |
ATR |
0.0049 |
0.0048 |
-0.0001 |
-2.4% |
0.0000 |
Volume |
610 |
63 |
-547 |
-89.7% |
1,789 |
|
Daily Pivots for day following 29-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7801 |
0.7786 |
0.7724 |
|
R3 |
0.7769 |
0.7754 |
0.7715 |
|
R2 |
0.7736 |
0.7736 |
0.7712 |
|
R1 |
0.7721 |
0.7721 |
0.7709 |
0.7729 |
PP |
0.7704 |
0.7704 |
0.7704 |
0.7708 |
S1 |
0.7689 |
0.7689 |
0.7703 |
0.7696 |
S2 |
0.7671 |
0.7671 |
0.7700 |
|
S3 |
0.7639 |
0.7656 |
0.7697 |
|
S4 |
0.7606 |
0.7624 |
0.7688 |
|
|
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 |
0.7857 |
2.618 |
0.7804 |
1.618 |
0.7772 |
1.000 |
0.7752 |
0.618 |
0.7739 |
HIGH |
0.7719 |
0.618 |
0.7707 |
0.500 |
0.7703 |
0.382 |
0.7699 |
LOW |
0.7687 |
0.618 |
0.7666 |
1.000 |
0.7654 |
1.618 |
0.7634 |
2.618 |
0.7601 |
4.250 |
0.7548 |
|
|
Fisher Pivots for day following 29-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7705 |
0.7684 |
PP |
0.7704 |
0.7663 |
S1 |
0.7703 |
0.7641 |
|