CME Canadian Dollar Future December 2017
Trading Metrics calculated at close of trading on 21-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2017 |
21-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
0.7944 |
0.7952 |
0.0008 |
0.1% |
0.7925 |
High |
0.7987 |
0.7999 |
0.0012 |
0.1% |
0.7999 |
Low |
0.7925 |
0.7946 |
0.0021 |
0.3% |
0.7889 |
Close |
0.7960 |
0.7993 |
0.0033 |
0.4% |
0.7993 |
Range |
0.0062 |
0.0053 |
-0.0009 |
-14.5% |
0.0110 |
ATR |
0.0054 |
0.0054 |
0.0000 |
-0.1% |
0.0000 |
Volume |
278 |
248 |
-30 |
-10.8% |
942 |
|
Daily Pivots for day following 21-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8138 |
0.8119 |
0.8022 |
|
R3 |
0.8085 |
0.8066 |
0.8008 |
|
R2 |
0.8032 |
0.8032 |
0.8003 |
|
R1 |
0.8013 |
0.8013 |
0.7998 |
0.8022 |
PP |
0.7979 |
0.7979 |
0.7979 |
0.7984 |
S1 |
0.7960 |
0.7960 |
0.7988 |
0.7969 |
S2 |
0.7926 |
0.7926 |
0.7983 |
|
S3 |
0.7873 |
0.7907 |
0.7978 |
|
S4 |
0.7820 |
0.7854 |
0.7964 |
|
|
Weekly Pivots for week ending 21-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8290 |
0.8252 |
0.8054 |
|
R3 |
0.8180 |
0.8142 |
0.8023 |
|
R2 |
0.8070 |
0.8070 |
0.8013 |
|
R1 |
0.8032 |
0.8032 |
0.8003 |
0.8051 |
PP |
0.7960 |
0.7960 |
0.7960 |
0.7970 |
S1 |
0.7922 |
0.7922 |
0.7983 |
0.7941 |
S2 |
0.7850 |
0.7850 |
0.7973 |
|
S3 |
0.7740 |
0.7812 |
0.7963 |
|
S4 |
0.7630 |
0.7702 |
0.7933 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8224 |
2.618 |
0.8137 |
1.618 |
0.8084 |
1.000 |
0.8052 |
0.618 |
0.8031 |
HIGH |
0.7999 |
0.618 |
0.7978 |
0.500 |
0.7972 |
0.382 |
0.7966 |
LOW |
0.7946 |
0.618 |
0.7913 |
1.000 |
0.7893 |
1.618 |
0.7860 |
2.618 |
0.7807 |
4.250 |
0.7720 |
|
|
Fisher Pivots for day following 21-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7986 |
0.7982 |
PP |
0.7979 |
0.7970 |
S1 |
0.7972 |
0.7959 |
|