CME Canadian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 14-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2017 |
14-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7852 |
0.7871 |
0.0018 |
0.2% |
0.7778 |
| High |
0.7875 |
0.7923 |
0.0048 |
0.6% |
0.7923 |
| Low |
0.7846 |
0.7860 |
0.0014 |
0.2% |
0.7742 |
| Close |
0.7872 |
0.7919 |
0.0047 |
0.6% |
0.7919 |
| Range |
0.0029 |
0.0063 |
0.0034 |
119.0% |
0.0181 |
| ATR |
0.0053 |
0.0054 |
0.0001 |
1.5% |
0.0000 |
| Volume |
111 |
325 |
214 |
192.8% |
2,033 |
|
| Daily Pivots for day following 14-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8091 |
0.8068 |
0.7953 |
|
| R3 |
0.8027 |
0.8005 |
0.7936 |
|
| R2 |
0.7964 |
0.7964 |
0.7930 |
|
| R1 |
0.7941 |
0.7941 |
0.7924 |
0.7952 |
| PP |
0.7900 |
0.7900 |
0.7900 |
0.7906 |
| S1 |
0.7878 |
0.7878 |
0.7913 |
0.7889 |
| S2 |
0.7837 |
0.7837 |
0.7907 |
|
| S3 |
0.7773 |
0.7814 |
0.7901 |
|
| S4 |
0.7710 |
0.7751 |
0.7884 |
|
|
| Weekly Pivots for week ending 14-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8404 |
0.8342 |
0.8018 |
|
| R3 |
0.8223 |
0.8161 |
0.7968 |
|
| R2 |
0.8042 |
0.8042 |
0.7952 |
|
| R1 |
0.7980 |
0.7980 |
0.7935 |
0.8011 |
| PP |
0.7861 |
0.7861 |
0.7861 |
0.7877 |
| S1 |
0.7799 |
0.7799 |
0.7902 |
0.7830 |
| S2 |
0.7680 |
0.7680 |
0.7885 |
|
| S3 |
0.7499 |
0.7618 |
0.7869 |
|
| S4 |
0.7318 |
0.7437 |
0.7819 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8193 |
|
2.618 |
0.8089 |
|
1.618 |
0.8026 |
|
1.000 |
0.7986 |
|
0.618 |
0.7962 |
|
HIGH |
0.7923 |
|
0.618 |
0.7899 |
|
0.500 |
0.7891 |
|
0.382 |
0.7884 |
|
LOW |
0.7860 |
|
0.618 |
0.7820 |
|
1.000 |
0.7796 |
|
1.618 |
0.7757 |
|
2.618 |
0.7693 |
|
4.250 |
0.7590 |
|
|
| Fisher Pivots for day following 14-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7909 |
0.7890 |
| PP |
0.7900 |
0.7862 |
| S1 |
0.7891 |
0.7834 |
|