CME Canadian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 29-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2017 |
29-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7492 |
0.7490 |
-0.0002 |
0.0% |
0.7512 |
| High |
0.7507 |
0.7525 |
0.0019 |
0.2% |
0.7559 |
| Low |
0.7475 |
0.7482 |
0.0007 |
0.1% |
0.7479 |
| Close |
0.7494 |
0.7521 |
0.0028 |
0.4% |
0.7494 |
| Range |
0.0031 |
0.0044 |
0.0012 |
38.1% |
0.0080 |
| ATR |
0.0039 |
0.0039 |
0.0000 |
0.9% |
0.0000 |
| Volume |
171 |
48 |
-123 |
-71.9% |
199 |
|
| Daily Pivots for day following 29-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7640 |
0.7624 |
0.7545 |
|
| R3 |
0.7596 |
0.7580 |
0.7533 |
|
| R2 |
0.7553 |
0.7553 |
0.7529 |
|
| R1 |
0.7537 |
0.7537 |
0.7525 |
0.7545 |
| PP |
0.7509 |
0.7509 |
0.7509 |
0.7513 |
| S1 |
0.7493 |
0.7493 |
0.7517 |
0.7501 |
| S2 |
0.7466 |
0.7466 |
0.7513 |
|
| S3 |
0.7422 |
0.7450 |
0.7509 |
|
| S4 |
0.7379 |
0.7406 |
0.7497 |
|
|
| 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 |
0.7710 |
|
2.618 |
0.7639 |
|
1.618 |
0.7595 |
|
1.000 |
0.7569 |
|
0.618 |
0.7552 |
|
HIGH |
0.7525 |
|
0.618 |
0.7508 |
|
0.500 |
0.7503 |
|
0.382 |
0.7498 |
|
LOW |
0.7482 |
|
0.618 |
0.7455 |
|
1.000 |
0.7438 |
|
1.618 |
0.7411 |
|
2.618 |
0.7368 |
|
4.250 |
0.7297 |
|
|
| Fisher Pivots for day following 29-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7515 |
0.7514 |
| PP |
0.7509 |
0.7507 |
| S1 |
0.7503 |
0.7500 |
|