CME Canadian Dollar Future December 2017
Trading Metrics calculated at close of trading on 30-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2017 |
30-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
0.7692 |
0.7725 |
0.0033 |
0.4% |
0.7558 |
High |
0.7719 |
0.7742 |
0.0023 |
0.3% |
0.7742 |
Low |
0.7687 |
0.7711 |
0.0024 |
0.3% |
0.7558 |
Close |
0.7706 |
0.7732 |
0.0026 |
0.3% |
0.7732 |
Range |
0.0033 |
0.0031 |
-0.0001 |
-4.6% |
0.0184 |
ATR |
0.0048 |
0.0047 |
-0.0001 |
-1.9% |
0.0000 |
Volume |
63 |
320 |
257 |
407.9% |
1,761 |
|
Daily Pivots for day following 30-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7821 |
0.7807 |
0.7749 |
|
R3 |
0.7790 |
0.7776 |
0.7740 |
|
R2 |
0.7759 |
0.7759 |
0.7737 |
|
R1 |
0.7745 |
0.7745 |
0.7734 |
0.7752 |
PP |
0.7728 |
0.7728 |
0.7728 |
0.7731 |
S1 |
0.7714 |
0.7714 |
0.7729 |
0.7721 |
S2 |
0.7697 |
0.7697 |
0.7726 |
|
S3 |
0.7666 |
0.7683 |
0.7723 |
|
S4 |
0.7635 |
0.7652 |
0.7714 |
|
|
Weekly Pivots for week ending 30-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8228 |
0.8163 |
0.7832 |
|
R3 |
0.8044 |
0.7980 |
0.7782 |
|
R2 |
0.7861 |
0.7861 |
0.7765 |
|
R1 |
0.7796 |
0.7796 |
0.7748 |
0.7828 |
PP |
0.7677 |
0.7677 |
0.7677 |
0.7693 |
S1 |
0.7613 |
0.7613 |
0.7715 |
0.7645 |
S2 |
0.7493 |
0.7493 |
0.7698 |
|
S3 |
0.7310 |
0.7429 |
0.7681 |
|
S4 |
0.7126 |
0.7245 |
0.7631 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7873 |
2.618 |
0.7823 |
1.618 |
0.7792 |
1.000 |
0.7773 |
0.618 |
0.7761 |
HIGH |
0.7742 |
0.618 |
0.7730 |
0.500 |
0.7726 |
0.382 |
0.7722 |
LOW |
0.7711 |
0.618 |
0.7691 |
1.000 |
0.7679 |
1.618 |
0.7660 |
2.618 |
0.7629 |
4.250 |
0.7579 |
|
|
Fisher Pivots for day following 30-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7730 |
0.7711 |
PP |
0.7728 |
0.7691 |
S1 |
0.7726 |
0.7670 |
|