CME Canadian Dollar Future December 2017
Trading Metrics calculated at close of trading on 19-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2017 |
19-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
0.7904 |
0.7926 |
0.0022 |
0.3% |
0.7778 |
High |
0.7962 |
0.7963 |
0.0002 |
0.0% |
0.7923 |
Low |
0.7889 |
0.7919 |
0.0030 |
0.4% |
0.7742 |
Close |
0.7939 |
0.7956 |
0.0018 |
0.2% |
0.7919 |
Range |
0.0073 |
0.0045 |
-0.0029 |
-39.0% |
0.0181 |
ATR |
0.0054 |
0.0054 |
-0.0001 |
-1.3% |
0.0000 |
Volume |
128 |
152 |
24 |
18.8% |
2,033 |
|
Daily Pivots for day following 19-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8079 |
0.8062 |
0.7980 |
|
R3 |
0.8035 |
0.8018 |
0.7968 |
|
R2 |
0.7990 |
0.7990 |
0.7964 |
|
R1 |
0.7973 |
0.7973 |
0.7960 |
0.7982 |
PP |
0.7946 |
0.7946 |
0.7946 |
0.7950 |
S1 |
0.7929 |
0.7929 |
0.7952 |
0.7937 |
S2 |
0.7901 |
0.7901 |
0.7948 |
|
S3 |
0.7857 |
0.7884 |
0.7944 |
|
S4 |
0.7812 |
0.7840 |
0.7932 |
|
|
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 |
0.8152 |
2.618 |
0.8080 |
1.618 |
0.8035 |
1.000 |
0.8008 |
0.618 |
0.7991 |
HIGH |
0.7963 |
0.618 |
0.7946 |
0.500 |
0.7941 |
0.382 |
0.7935 |
LOW |
0.7919 |
0.618 |
0.7891 |
1.000 |
0.7874 |
1.618 |
0.7846 |
2.618 |
0.7802 |
4.250 |
0.7729 |
|
|
Fisher Pivots for day following 19-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7951 |
0.7946 |
PP |
0.7946 |
0.7936 |
S1 |
0.7941 |
0.7926 |
|