CME Canadian Dollar Future December 2017
Trading Metrics calculated at close of trading on 02-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2017 |
02-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
0.8017 |
0.7982 |
-0.0035 |
-0.4% |
0.7990 |
High |
0.8043 |
0.7987 |
-0.0056 |
-0.7% |
0.8067 |
Low |
0.7979 |
0.7954 |
-0.0024 |
-0.3% |
0.7965 |
Close |
0.7997 |
0.7975 |
-0.0022 |
-0.3% |
0.8056 |
Range |
0.0064 |
0.0033 |
-0.0031 |
-48.4% |
0.0103 |
ATR |
0.0060 |
0.0059 |
-0.0001 |
-2.0% |
0.0000 |
Volume |
366 |
434 |
68 |
18.6% |
2,539 |
|
Daily Pivots for day following 02-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8071 |
0.8056 |
0.7993 |
|
R3 |
0.8038 |
0.8023 |
0.7984 |
|
R2 |
0.8005 |
0.8005 |
0.7981 |
|
R1 |
0.7990 |
0.7990 |
0.7978 |
0.7981 |
PP |
0.7972 |
0.7972 |
0.7972 |
0.7968 |
S1 |
0.7957 |
0.7957 |
0.7972 |
0.7948 |
S2 |
0.7939 |
0.7939 |
0.7969 |
|
S3 |
0.7906 |
0.7924 |
0.7966 |
|
S4 |
0.7873 |
0.7891 |
0.7957 |
|
|
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 |
0.8127 |
2.618 |
0.8073 |
1.618 |
0.8040 |
1.000 |
0.8020 |
0.618 |
0.8007 |
HIGH |
0.7987 |
0.618 |
0.7974 |
0.500 |
0.7971 |
0.382 |
0.7967 |
LOW |
0.7954 |
0.618 |
0.7934 |
1.000 |
0.7921 |
1.618 |
0.7901 |
2.618 |
0.7868 |
4.250 |
0.7814 |
|
|
Fisher Pivots for day following 02-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7974 |
0.8005 |
PP |
0.7972 |
0.7995 |
S1 |
0.7971 |
0.7985 |
|