CME Canadian Dollar Future December 2017
Trading Metrics calculated at close of trading on 06-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2017 |
06-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
0.7709 |
0.7732 |
0.0023 |
0.3% |
0.7558 |
High |
0.7760 |
0.7753 |
-0.0007 |
-0.1% |
0.7742 |
Low |
0.7701 |
0.7719 |
0.0018 |
0.2% |
0.7558 |
Close |
0.7725 |
0.7732 |
0.0007 |
0.1% |
0.7732 |
Range |
0.0059 |
0.0035 |
-0.0024 |
-41.0% |
0.0184 |
ATR |
0.0047 |
0.0046 |
-0.0001 |
-1.9% |
0.0000 |
Volume |
1,089 |
95 |
-994 |
-91.3% |
1,761 |
|
Daily Pivots for day following 06-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7838 |
0.7819 |
0.7750 |
|
R3 |
0.7803 |
0.7785 |
0.7741 |
|
R2 |
0.7769 |
0.7769 |
0.7738 |
|
R1 |
0.7750 |
0.7750 |
0.7735 |
0.7742 |
PP |
0.7734 |
0.7734 |
0.7734 |
0.7730 |
S1 |
0.7716 |
0.7716 |
0.7728 |
0.7708 |
S2 |
0.7700 |
0.7700 |
0.7725 |
|
S3 |
0.7665 |
0.7681 |
0.7722 |
|
S4 |
0.7631 |
0.7647 |
0.7713 |
|
|
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 |
0.7900 |
2.618 |
0.7843 |
1.618 |
0.7809 |
1.000 |
0.7788 |
0.618 |
0.7774 |
HIGH |
0.7753 |
0.618 |
0.7740 |
0.500 |
0.7736 |
0.382 |
0.7732 |
LOW |
0.7719 |
0.618 |
0.7697 |
1.000 |
0.7684 |
1.618 |
0.7663 |
2.618 |
0.7628 |
4.250 |
0.7572 |
|
|
Fisher Pivots for day following 06-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7736 |
0.7731 |
PP |
0.7734 |
0.7731 |
S1 |
0.7733 |
0.7730 |
|