CME Canadian Dollar Future December 2017
Trading Metrics calculated at close of trading on 28-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2017 |
28-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
0.8047 |
0.7983 |
-0.0065 |
-0.8% |
0.7990 |
High |
0.8066 |
0.8063 |
-0.0003 |
0.0% |
0.8067 |
Low |
0.7965 |
0.7970 |
0.0006 |
0.1% |
0.7965 |
Close |
0.7976 |
0.8056 |
0.0080 |
1.0% |
0.8056 |
Range |
0.0101 |
0.0093 |
-0.0009 |
-8.4% |
0.0103 |
ATR |
0.0057 |
0.0060 |
0.0003 |
4.5% |
0.0000 |
Volume |
798 |
564 |
-234 |
-29.3% |
2,539 |
|
Daily Pivots for day following 28-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8308 |
0.8275 |
0.8107 |
|
R3 |
0.8215 |
0.8182 |
0.8081 |
|
R2 |
0.8122 |
0.8122 |
0.8073 |
|
R1 |
0.8089 |
0.8089 |
0.8064 |
0.8106 |
PP |
0.8030 |
0.8030 |
0.8030 |
0.8038 |
S1 |
0.7996 |
0.7996 |
0.8047 |
0.8013 |
S2 |
0.7937 |
0.7937 |
0.8038 |
|
S3 |
0.7844 |
0.7903 |
0.8030 |
|
S4 |
0.7751 |
0.7810 |
0.8004 |
|
|
Weekly Pivots for week ending 28-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8337 |
0.8299 |
0.8112 |
|
R3 |
0.8234 |
0.8196 |
0.8084 |
|
R2 |
0.8132 |
0.8132 |
0.8074 |
|
R1 |
0.8094 |
0.8094 |
0.8065 |
0.8113 |
PP |
0.8029 |
0.8029 |
0.8029 |
0.8039 |
S1 |
0.7991 |
0.7991 |
0.8046 |
0.8010 |
S2 |
0.7927 |
0.7927 |
0.8037 |
|
S3 |
0.7824 |
0.7889 |
0.8027 |
|
S4 |
0.7722 |
0.7786 |
0.7999 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8458 |
2.618 |
0.8306 |
1.618 |
0.8213 |
1.000 |
0.8156 |
0.618 |
0.8120 |
HIGH |
0.8063 |
0.618 |
0.8027 |
0.500 |
0.8017 |
0.382 |
0.8006 |
LOW |
0.7970 |
0.618 |
0.7913 |
1.000 |
0.7877 |
1.618 |
0.7820 |
2.618 |
0.7727 |
4.250 |
0.7575 |
|
|
Fisher Pivots for day following 28-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
0.8043 |
0.8042 |
PP |
0.8030 |
0.8029 |
S1 |
0.8017 |
0.8016 |
|