CME Canadian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 20-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2017 |
20-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7926 |
0.7944 |
0.0018 |
0.2% |
0.7778 |
| High |
0.7963 |
0.7987 |
0.0024 |
0.3% |
0.7923 |
| Low |
0.7919 |
0.7925 |
0.0007 |
0.1% |
0.7742 |
| Close |
0.7956 |
0.7960 |
0.0004 |
0.1% |
0.7919 |
| Range |
0.0045 |
0.0062 |
0.0017 |
39.3% |
0.0181 |
| ATR |
0.0054 |
0.0054 |
0.0001 |
1.1% |
0.0000 |
| Volume |
152 |
278 |
126 |
82.9% |
2,033 |
|
| Daily Pivots for day following 20-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8143 |
0.8114 |
0.7994 |
|
| R3 |
0.8081 |
0.8052 |
0.7977 |
|
| R2 |
0.8019 |
0.8019 |
0.7971 |
|
| R1 |
0.7990 |
0.7990 |
0.7966 |
0.8005 |
| PP |
0.7957 |
0.7957 |
0.7957 |
0.7965 |
| S1 |
0.7928 |
0.7928 |
0.7954 |
0.7943 |
| S2 |
0.7895 |
0.7895 |
0.7949 |
|
| S3 |
0.7833 |
0.7866 |
0.7943 |
|
| S4 |
0.7771 |
0.7804 |
0.7926 |
|
|
| 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 |
0.8251 |
|
2.618 |
0.8149 |
|
1.618 |
0.8087 |
|
1.000 |
0.8049 |
|
0.618 |
0.8025 |
|
HIGH |
0.7987 |
|
0.618 |
0.7963 |
|
0.500 |
0.7956 |
|
0.382 |
0.7949 |
|
LOW |
0.7925 |
|
0.618 |
0.7887 |
|
1.000 |
0.7863 |
|
1.618 |
0.7825 |
|
2.618 |
0.7763 |
|
4.250 |
0.7662 |
|
|
| Fisher Pivots for day following 20-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7959 |
0.7953 |
| PP |
0.7957 |
0.7945 |
| S1 |
0.7956 |
0.7938 |
|