CME Canadian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 12-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2017 |
12-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7772 |
0.7767 |
-0.0005 |
-0.1% |
0.7730 |
| High |
0.7776 |
0.7900 |
0.0124 |
1.6% |
0.7792 |
| Low |
0.7742 |
0.7744 |
0.0002 |
0.0% |
0.7701 |
| Close |
0.7760 |
0.7876 |
0.0116 |
1.5% |
0.7779 |
| Range |
0.0034 |
0.0156 |
0.0122 |
364.2% |
0.0091 |
| ATR |
0.0047 |
0.0054 |
0.0008 |
16.6% |
0.0000 |
| Volume |
303 |
635 |
332 |
109.6% |
1,615 |
|
| Daily Pivots for day following 12-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8306 |
0.8246 |
0.7961 |
|
| R3 |
0.8151 |
0.8091 |
0.7918 |
|
| R2 |
0.7995 |
0.7995 |
0.7904 |
|
| R1 |
0.7935 |
0.7935 |
0.7890 |
0.7965 |
| PP |
0.7840 |
0.7840 |
0.7840 |
0.7855 |
| S1 |
0.7780 |
0.7780 |
0.7861 |
0.7810 |
| S2 |
0.7684 |
0.7684 |
0.7847 |
|
| S3 |
0.7529 |
0.7624 |
0.7833 |
|
| S4 |
0.7373 |
0.7469 |
0.7790 |
|
|
| Weekly Pivots for week ending 07-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8030 |
0.7996 |
0.7829 |
|
| R3 |
0.7939 |
0.7905 |
0.7804 |
|
| R2 |
0.7848 |
0.7848 |
0.7796 |
|
| R1 |
0.7814 |
0.7814 |
0.7787 |
0.7831 |
| PP |
0.7757 |
0.7757 |
0.7757 |
0.7766 |
| S1 |
0.7723 |
0.7723 |
0.7771 |
0.7740 |
| S2 |
0.7666 |
0.7666 |
0.7762 |
|
| S3 |
0.7575 |
0.7632 |
0.7754 |
|
| S4 |
0.7484 |
0.7541 |
0.7729 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8560 |
|
2.618 |
0.8307 |
|
1.618 |
0.8151 |
|
1.000 |
0.8055 |
|
0.618 |
0.7996 |
|
HIGH |
0.7900 |
|
0.618 |
0.7840 |
|
0.500 |
0.7822 |
|
0.382 |
0.7803 |
|
LOW |
0.7744 |
|
0.618 |
0.7648 |
|
1.000 |
0.7589 |
|
1.618 |
0.7492 |
|
2.618 |
0.7337 |
|
4.250 |
0.7083 |
|
|
| Fisher Pivots for day following 12-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7858 |
0.7857 |
| PP |
0.7840 |
0.7839 |
| S1 |
0.7822 |
0.7821 |
|