CME Canadian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 24-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2017 |
24-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7525 |
0.7506 |
-0.0019 |
-0.3% |
0.7512 |
| High |
0.7529 |
0.7513 |
-0.0017 |
-0.2% |
0.7559 |
| Low |
0.7507 |
0.7492 |
-0.0016 |
-0.2% |
0.7479 |
| Close |
0.7515 |
0.7494 |
-0.0022 |
-0.3% |
0.7494 |
| Range |
0.0022 |
0.0021 |
-0.0001 |
-4.5% |
0.0080 |
| ATR |
0.0040 |
0.0039 |
-0.0001 |
-3.0% |
0.0000 |
| Volume |
34 |
18 |
-16 |
-47.1% |
199 |
|
| Daily Pivots for day following 24-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7562 |
0.7549 |
0.7505 |
|
| R3 |
0.7541 |
0.7528 |
0.7499 |
|
| R2 |
0.7520 |
0.7520 |
0.7497 |
|
| R1 |
0.7507 |
0.7507 |
0.7495 |
0.7503 |
| PP |
0.7499 |
0.7499 |
0.7499 |
0.7497 |
| S1 |
0.7486 |
0.7486 |
0.7492 |
0.7482 |
| S2 |
0.7478 |
0.7478 |
0.7490 |
|
| S3 |
0.7457 |
0.7465 |
0.7488 |
|
| S4 |
0.7436 |
0.7444 |
0.7482 |
|
|
| Weekly Pivots for week ending 24-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7751 |
0.7702 |
0.7538 |
|
| R3 |
0.7671 |
0.7622 |
0.7516 |
|
| R2 |
0.7591 |
0.7591 |
0.7508 |
|
| R1 |
0.7542 |
0.7542 |
0.7501 |
0.7526 |
| PP |
0.7511 |
0.7511 |
0.7511 |
0.7503 |
| S1 |
0.7462 |
0.7462 |
0.7486 |
0.7446 |
| S2 |
0.7431 |
0.7431 |
0.7479 |
|
| S3 |
0.7351 |
0.7382 |
0.7472 |
|
| S4 |
0.7271 |
0.7302 |
0.7450 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7602 |
|
2.618 |
0.7567 |
|
1.618 |
0.7546 |
|
1.000 |
0.7534 |
|
0.618 |
0.7525 |
|
HIGH |
0.7513 |
|
0.618 |
0.7504 |
|
0.500 |
0.7502 |
|
0.382 |
0.7500 |
|
LOW |
0.7492 |
|
0.618 |
0.7479 |
|
1.000 |
0.7471 |
|
1.618 |
0.7458 |
|
2.618 |
0.7437 |
|
4.250 |
0.7402 |
|
|
| Fisher Pivots for day following 24-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7502 |
0.7504 |
| PP |
0.7499 |
0.7501 |
| S1 |
0.7496 |
0.7497 |
|