CME Canadian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 03-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2017 |
03-May-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7338 |
0.7303 |
-0.0035 |
-0.5% |
0.7429 |
| High |
0.7342 |
0.7330 |
-0.0012 |
-0.2% |
0.7474 |
| Low |
0.7285 |
0.7295 |
0.0010 |
0.1% |
0.7318 |
| Close |
0.7305 |
0.7311 |
0.0006 |
0.1% |
0.7332 |
| Range |
0.0057 |
0.0036 |
-0.0022 |
-37.7% |
0.0156 |
| ATR |
0.0046 |
0.0045 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
473 |
208 |
-265 |
-56.0% |
2,237 |
|
| Daily Pivots for day following 03-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7418 |
0.7400 |
0.7330 |
|
| R3 |
0.7383 |
0.7364 |
0.7320 |
|
| R2 |
0.7347 |
0.7347 |
0.7317 |
|
| R1 |
0.7329 |
0.7329 |
0.7314 |
0.7338 |
| PP |
0.7312 |
0.7312 |
0.7312 |
0.7316 |
| S1 |
0.7293 |
0.7293 |
0.7307 |
0.7303 |
| S2 |
0.7276 |
0.7276 |
0.7304 |
|
| S3 |
0.7241 |
0.7258 |
0.7301 |
|
| S4 |
0.7205 |
0.7222 |
0.7291 |
|
|
| 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 |
0.7481 |
|
2.618 |
0.7423 |
|
1.618 |
0.7387 |
|
1.000 |
0.7366 |
|
0.618 |
0.7352 |
|
HIGH |
0.7330 |
|
0.618 |
0.7316 |
|
0.500 |
0.7312 |
|
0.382 |
0.7308 |
|
LOW |
0.7295 |
|
0.618 |
0.7273 |
|
1.000 |
0.7259 |
|
1.618 |
0.7237 |
|
2.618 |
0.7202 |
|
4.250 |
0.7144 |
|
|
| Fisher Pivots for day following 03-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7312 |
0.7316 |
| PP |
0.7312 |
0.7314 |
| S1 |
0.7311 |
0.7312 |
|