CME Canadian Dollar Future December 2017
Trading Metrics calculated at close of trading on 13-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2017 |
13-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
0.7767 |
0.7852 |
0.0085 |
1.1% |
0.7730 |
High |
0.7900 |
0.7875 |
-0.0025 |
-0.3% |
0.7792 |
Low |
0.7744 |
0.7846 |
0.0101 |
1.3% |
0.7701 |
Close |
0.7876 |
0.7872 |
-0.0004 |
0.0% |
0.7779 |
Range |
0.0156 |
0.0029 |
-0.0126 |
-81.3% |
0.0091 |
ATR |
0.0054 |
0.0053 |
-0.0002 |
-3.2% |
0.0000 |
Volume |
635 |
111 |
-524 |
-82.5% |
1,615 |
|
Daily Pivots for day following 13-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7951 |
0.7941 |
0.7888 |
|
R3 |
0.7922 |
0.7912 |
0.7880 |
|
R2 |
0.7893 |
0.7893 |
0.7877 |
|
R1 |
0.7883 |
0.7883 |
0.7875 |
0.7888 |
PP |
0.7864 |
0.7864 |
0.7864 |
0.7867 |
S1 |
0.7853 |
0.7853 |
0.7869 |
0.7859 |
S2 |
0.7835 |
0.7835 |
0.7867 |
|
S3 |
0.7806 |
0.7824 |
0.7864 |
|
S4 |
0.7777 |
0.7795 |
0.7856 |
|
|
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 |
0.7998 |
2.618 |
0.7950 |
1.618 |
0.7921 |
1.000 |
0.7904 |
0.618 |
0.7892 |
HIGH |
0.7875 |
0.618 |
0.7863 |
0.500 |
0.7860 |
0.382 |
0.7857 |
LOW |
0.7846 |
0.618 |
0.7828 |
1.000 |
0.7816 |
1.618 |
0.7799 |
2.618 |
0.7770 |
4.250 |
0.7722 |
|
|
Fisher Pivots for day following 13-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7868 |
0.7855 |
PP |
0.7864 |
0.7838 |
S1 |
0.7860 |
0.7821 |
|