CME Canadian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 18-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2017 |
18-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7925 |
0.7904 |
-0.0021 |
-0.3% |
0.7778 |
| High |
0.7933 |
0.7962 |
0.0029 |
0.4% |
0.7923 |
| Low |
0.7890 |
0.7889 |
-0.0001 |
0.0% |
0.7742 |
| Close |
0.7895 |
0.7939 |
0.0043 |
0.6% |
0.7919 |
| Range |
0.0043 |
0.0073 |
0.0030 |
69.8% |
0.0181 |
| ATR |
0.0053 |
0.0054 |
0.0001 |
2.7% |
0.0000 |
| Volume |
136 |
128 |
-8 |
-5.9% |
2,033 |
|
| Daily Pivots for day following 18-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8149 |
0.8117 |
0.7979 |
|
| R3 |
0.8076 |
0.8044 |
0.7959 |
|
| R2 |
0.8003 |
0.8003 |
0.7952 |
|
| R1 |
0.7971 |
0.7971 |
0.7945 |
0.7987 |
| PP |
0.7930 |
0.7930 |
0.7930 |
0.7938 |
| S1 |
0.7897 |
0.7897 |
0.7932 |
0.7914 |
| S2 |
0.7856 |
0.7856 |
0.7925 |
|
| S3 |
0.7783 |
0.7824 |
0.7918 |
|
| S4 |
0.7710 |
0.7751 |
0.7898 |
|
|
| 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 |
0.8272 |
|
2.618 |
0.8153 |
|
1.618 |
0.8080 |
|
1.000 |
0.8035 |
|
0.618 |
0.8007 |
|
HIGH |
0.7962 |
|
0.618 |
0.7934 |
|
0.500 |
0.7925 |
|
0.382 |
0.7916 |
|
LOW |
0.7889 |
|
0.618 |
0.7843 |
|
1.000 |
0.7815 |
|
1.618 |
0.7770 |
|
2.618 |
0.7697 |
|
4.250 |
0.7578 |
|
|
| Fisher Pivots for day following 18-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7934 |
0.7929 |
| PP |
0.7930 |
0.7920 |
| S1 |
0.7925 |
0.7911 |
|