CME Canadian Dollar Future December 2017
Trading Metrics calculated at close of trading on 31-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2017 |
31-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
0.7983 |
0.8055 |
0.0072 |
0.9% |
0.7990 |
High |
0.8063 |
0.8055 |
-0.0008 |
-0.1% |
0.8067 |
Low |
0.7970 |
0.7994 |
0.0024 |
0.3% |
0.7965 |
Close |
0.8056 |
0.8042 |
-0.0013 |
-0.2% |
0.8056 |
Range |
0.0093 |
0.0061 |
-0.0032 |
-34.4% |
0.0103 |
ATR |
0.0060 |
0.0060 |
0.0000 |
0.2% |
0.0000 |
Volume |
564 |
268 |
-296 |
-52.5% |
2,539 |
|
Daily Pivots for day following 31-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8213 |
0.8189 |
0.8076 |
|
R3 |
0.8152 |
0.8128 |
0.8059 |
|
R2 |
0.8091 |
0.8091 |
0.8053 |
|
R1 |
0.8067 |
0.8067 |
0.8048 |
0.8049 |
PP |
0.8030 |
0.8030 |
0.8030 |
0.8021 |
S1 |
0.8006 |
0.8006 |
0.8036 |
0.7988 |
S2 |
0.7969 |
0.7969 |
0.8031 |
|
S3 |
0.7908 |
0.7945 |
0.8025 |
|
S4 |
0.7847 |
0.7884 |
0.8008 |
|
|
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 |
0.8314 |
2.618 |
0.8215 |
1.618 |
0.8154 |
1.000 |
0.8116 |
0.618 |
0.8093 |
HIGH |
0.8055 |
0.618 |
0.8032 |
0.500 |
0.8025 |
0.382 |
0.8017 |
LOW |
0.7994 |
0.618 |
0.7956 |
1.000 |
0.7933 |
1.618 |
0.7895 |
2.618 |
0.7834 |
4.250 |
0.7735 |
|
|
Fisher Pivots for day following 31-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
0.8036 |
0.8033 |
PP |
0.8030 |
0.8024 |
S1 |
0.8025 |
0.8015 |
|