CME Canadian Dollar Future December 2017
Trading Metrics calculated at close of trading on 17-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2017 |
17-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
0.7849 |
0.7936 |
0.0087 |
1.1% |
0.7916 |
High |
0.7938 |
0.7954 |
0.0016 |
0.2% |
0.7929 |
Low |
0.7842 |
0.7895 |
0.0054 |
0.7% |
0.7852 |
Close |
0.7906 |
0.7913 |
0.0007 |
0.1% |
0.7895 |
Range |
0.0096 |
0.0058 |
-0.0038 |
-39.1% |
0.0077 |
ATR |
0.0055 |
0.0055 |
0.0000 |
0.4% |
0.0000 |
Volume |
513 |
338 |
-175 |
-34.1% |
2,017 |
|
Daily Pivots for day following 17-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8096 |
0.8063 |
0.7945 |
|
R3 |
0.8037 |
0.8004 |
0.7929 |
|
R2 |
0.7979 |
0.7979 |
0.7924 |
|
R1 |
0.7946 |
0.7946 |
0.7918 |
0.7933 |
PP |
0.7921 |
0.7921 |
0.7921 |
0.7914 |
S1 |
0.7888 |
0.7888 |
0.7908 |
0.7875 |
S2 |
0.7862 |
0.7862 |
0.7902 |
|
S3 |
0.7804 |
0.7829 |
0.7897 |
|
S4 |
0.7745 |
0.7771 |
0.7881 |
|
|
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 |
0.8202 |
2.618 |
0.8107 |
1.618 |
0.8048 |
1.000 |
0.8012 |
0.618 |
0.7990 |
HIGH |
0.7954 |
0.618 |
0.7931 |
0.500 |
0.7924 |
0.382 |
0.7917 |
LOW |
0.7895 |
0.618 |
0.7859 |
1.000 |
0.7837 |
1.618 |
0.7800 |
2.618 |
0.7742 |
4.250 |
0.7646 |
|
|
Fisher Pivots for day following 17-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7924 |
0.7907 |
PP |
0.7921 |
0.7901 |
S1 |
0.7917 |
0.7895 |
|