CME Canadian Dollar Future December 2017
Trading Metrics calculated at close of trading on 08-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2017 |
08-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
0.7916 |
0.7899 |
-0.0017 |
-0.2% |
0.8055 |
High |
0.7929 |
0.7916 |
-0.0014 |
-0.2% |
0.8055 |
Low |
0.7879 |
0.7884 |
0.0006 |
0.1% |
0.7907 |
Close |
0.7899 |
0.7907 |
0.0009 |
0.1% |
0.7917 |
Range |
0.0051 |
0.0031 |
-0.0019 |
-37.6% |
0.0148 |
ATR |
0.0058 |
0.0056 |
-0.0002 |
-3.3% |
0.0000 |
Volume |
343 |
432 |
89 |
25.9% |
2,227 |
|
Daily Pivots for day following 08-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7997 |
0.7983 |
0.7924 |
|
R3 |
0.7965 |
0.7952 |
0.7916 |
|
R2 |
0.7934 |
0.7934 |
0.7913 |
|
R1 |
0.7920 |
0.7920 |
0.7910 |
0.7927 |
PP |
0.7902 |
0.7902 |
0.7902 |
0.7906 |
S1 |
0.7889 |
0.7889 |
0.7904 |
0.7896 |
S2 |
0.7871 |
0.7871 |
0.7901 |
|
S3 |
0.7839 |
0.7857 |
0.7898 |
|
S4 |
0.7808 |
0.7826 |
0.7890 |
|
|
Weekly Pivots for week ending 04-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8403 |
0.8308 |
0.7998 |
|
R3 |
0.8255 |
0.8160 |
0.7957 |
|
R2 |
0.8107 |
0.8107 |
0.7944 |
|
R1 |
0.8012 |
0.8012 |
0.7930 |
0.7986 |
PP |
0.7960 |
0.7960 |
0.7960 |
0.7946 |
S1 |
0.7864 |
0.7864 |
0.7903 |
0.7838 |
S2 |
0.7812 |
0.7812 |
0.7889 |
|
S3 |
0.7664 |
0.7716 |
0.7876 |
|
S4 |
0.7516 |
0.7568 |
0.7835 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8049 |
2.618 |
0.7998 |
1.618 |
0.7966 |
1.000 |
0.7947 |
0.618 |
0.7935 |
HIGH |
0.7916 |
0.618 |
0.7903 |
0.500 |
0.7900 |
0.382 |
0.7896 |
LOW |
0.7884 |
0.618 |
0.7865 |
1.000 |
0.7853 |
1.618 |
0.7833 |
2.618 |
0.7802 |
4.250 |
0.7750 |
|
|
Fisher Pivots for day following 08-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7905 |
0.7929 |
PP |
0.7902 |
0.7922 |
S1 |
0.7900 |
0.7914 |
|