CME Canadian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 28-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2017 |
28-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7358 |
0.7351 |
-0.0008 |
-0.1% |
0.7429 |
| High |
0.7407 |
0.7355 |
-0.0053 |
-0.7% |
0.7474 |
| Low |
0.7332 |
0.7318 |
-0.0014 |
-0.2% |
0.7318 |
| Close |
0.7359 |
0.7332 |
-0.0027 |
-0.4% |
0.7332 |
| Range |
0.0076 |
0.0037 |
-0.0039 |
-51.7% |
0.0156 |
| ATR |
0.0047 |
0.0047 |
0.0000 |
-0.9% |
0.0000 |
| Volume |
1,035 |
297 |
-738 |
-71.3% |
2,237 |
|
| Daily Pivots for day following 28-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7444 |
0.7424 |
0.7352 |
|
| R3 |
0.7408 |
0.7388 |
0.7342 |
|
| R2 |
0.7371 |
0.7371 |
0.7338 |
|
| R1 |
0.7351 |
0.7351 |
0.7335 |
0.7343 |
| PP |
0.7335 |
0.7335 |
0.7335 |
0.7331 |
| S1 |
0.7315 |
0.7315 |
0.7328 |
0.7307 |
| S2 |
0.7298 |
0.7298 |
0.7325 |
|
| S3 |
0.7262 |
0.7278 |
0.7321 |
|
| S4 |
0.7225 |
0.7242 |
0.7311 |
|
|
| Weekly Pivots for week ending 28-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7841 |
0.7742 |
0.7417 |
|
| R3 |
0.7685 |
0.7586 |
0.7374 |
|
| R2 |
0.7530 |
0.7530 |
0.7360 |
|
| R1 |
0.7431 |
0.7431 |
0.7346 |
0.7403 |
| PP |
0.7374 |
0.7374 |
0.7374 |
0.7360 |
| S1 |
0.7275 |
0.7275 |
0.7317 |
0.7247 |
| S2 |
0.7219 |
0.7219 |
0.7303 |
|
| S3 |
0.7063 |
0.7120 |
0.7289 |
|
| S4 |
0.6908 |
0.6964 |
0.7246 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7510 |
|
2.618 |
0.7450 |
|
1.618 |
0.7414 |
|
1.000 |
0.7391 |
|
0.618 |
0.7377 |
|
HIGH |
0.7355 |
|
0.618 |
0.7341 |
|
0.500 |
0.7336 |
|
0.382 |
0.7332 |
|
LOW |
0.7318 |
|
0.618 |
0.7295 |
|
1.000 |
0.7282 |
|
1.618 |
0.7259 |
|
2.618 |
0.7222 |
|
4.250 |
0.7163 |
|
|
| Fisher Pivots for day following 28-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7336 |
0.7363 |
| PP |
0.7335 |
0.7352 |
| S1 |
0.7333 |
0.7342 |
|