CME Canadian Dollar Future December 2017
Trading Metrics calculated at close of trading on 25-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2017 |
25-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
0.7990 |
0.8009 |
0.0019 |
0.2% |
0.7925 |
High |
0.8023 |
0.8025 |
0.0002 |
0.0% |
0.7999 |
Low |
0.7981 |
0.7993 |
0.0012 |
0.2% |
0.7889 |
Close |
0.8015 |
0.8007 |
-0.0008 |
-0.1% |
0.7993 |
Range |
0.0043 |
0.0032 |
-0.0011 |
-24.7% |
0.0110 |
ATR |
0.0053 |
0.0052 |
-0.0002 |
-2.8% |
0.0000 |
Volume |
255 |
369 |
114 |
44.7% |
942 |
|
Daily Pivots for day following 25-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8104 |
0.8087 |
0.8024 |
|
R3 |
0.8072 |
0.8055 |
0.8015 |
|
R2 |
0.8040 |
0.8040 |
0.8012 |
|
R1 |
0.8023 |
0.8023 |
0.8009 |
0.8016 |
PP |
0.8008 |
0.8008 |
0.8008 |
0.8004 |
S1 |
0.7991 |
0.7991 |
0.8004 |
0.7984 |
S2 |
0.7976 |
0.7976 |
0.8001 |
|
S3 |
0.7944 |
0.7959 |
0.7998 |
|
S4 |
0.7912 |
0.7927 |
0.7989 |
|
|
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 |
0.8161 |
2.618 |
0.8108 |
1.618 |
0.8076 |
1.000 |
0.8057 |
0.618 |
0.8044 |
HIGH |
0.8025 |
0.618 |
0.8012 |
0.500 |
0.8009 |
0.382 |
0.8005 |
LOW |
0.7993 |
0.618 |
0.7973 |
1.000 |
0.7961 |
1.618 |
0.7941 |
2.618 |
0.7909 |
4.250 |
0.7857 |
|
|
Fisher Pivots for day following 25-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
0.8009 |
0.7999 |
PP |
0.8008 |
0.7992 |
S1 |
0.8007 |
0.7985 |
|