CME Canadian Dollar Future December 2017
Trading Metrics calculated at close of trading on 14-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2017 |
14-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
0.7860 |
0.7893 |
0.0033 |
0.4% |
0.7916 |
High |
0.7913 |
0.7900 |
-0.0013 |
-0.2% |
0.7929 |
Low |
0.7852 |
0.7865 |
0.0013 |
0.2% |
0.7852 |
Close |
0.7895 |
0.7875 |
-0.0021 |
-0.3% |
0.7895 |
Range |
0.0061 |
0.0035 |
-0.0026 |
-42.6% |
0.0077 |
ATR |
0.0054 |
0.0053 |
-0.0001 |
-2.6% |
0.0000 |
Volume |
429 |
189 |
-240 |
-55.9% |
2,017 |
|
Daily Pivots for day following 14-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7985 |
0.7965 |
0.7894 |
|
R3 |
0.7950 |
0.7930 |
0.7884 |
|
R2 |
0.7915 |
0.7915 |
0.7881 |
|
R1 |
0.7895 |
0.7895 |
0.7878 |
0.7887 |
PP |
0.7880 |
0.7880 |
0.7880 |
0.7876 |
S1 |
0.7860 |
0.7860 |
0.7871 |
0.7852 |
S2 |
0.7845 |
0.7845 |
0.7868 |
|
S3 |
0.7810 |
0.7825 |
0.7865 |
|
S4 |
0.7775 |
0.7790 |
0.7855 |
|
|
Weekly Pivots for week ending 11-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8123 |
0.8086 |
0.7937 |
|
R3 |
0.8046 |
0.8009 |
0.7916 |
|
R2 |
0.7969 |
0.7969 |
0.7909 |
|
R1 |
0.7932 |
0.7932 |
0.7902 |
0.7912 |
PP |
0.7892 |
0.7892 |
0.7892 |
0.7882 |
S1 |
0.7855 |
0.7855 |
0.7888 |
0.7835 |
S2 |
0.7815 |
0.7815 |
0.7881 |
|
S3 |
0.7738 |
0.7778 |
0.7874 |
|
S4 |
0.7661 |
0.7701 |
0.7853 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8049 |
2.618 |
0.7992 |
1.618 |
0.7957 |
1.000 |
0.7935 |
0.618 |
0.7922 |
HIGH |
0.7900 |
0.618 |
0.7887 |
0.500 |
0.7883 |
0.382 |
0.7878 |
LOW |
0.7865 |
0.618 |
0.7843 |
1.000 |
0.7830 |
1.618 |
0.7808 |
2.618 |
0.7773 |
4.250 |
0.7716 |
|
|
Fisher Pivots for day following 14-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7883 |
0.7883 |
PP |
0.7880 |
0.7880 |
S1 |
0.7877 |
0.7877 |
|