CME Canadian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 12-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2017 |
12-May-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7329 |
0.7316 |
-0.0014 |
-0.2% |
0.7340 |
| High |
0.7332 |
0.7334 |
0.0002 |
0.0% |
0.7345 |
| Low |
0.7279 |
0.7293 |
0.0013 |
0.2% |
0.7279 |
| Close |
0.7318 |
0.7308 |
-0.0010 |
-0.1% |
0.7308 |
| Range |
0.0053 |
0.0041 |
-0.0012 |
-21.9% |
0.0065 |
| ATR |
0.0047 |
0.0047 |
0.0000 |
-0.9% |
0.0000 |
| Volume |
656 |
318 |
-338 |
-51.5% |
2,136 |
|
| Daily Pivots for day following 12-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7434 |
0.7412 |
0.7330 |
|
| R3 |
0.7393 |
0.7371 |
0.7319 |
|
| R2 |
0.7352 |
0.7352 |
0.7315 |
|
| R1 |
0.7330 |
0.7330 |
0.7311 |
0.7321 |
| PP |
0.7311 |
0.7311 |
0.7311 |
0.7307 |
| S1 |
0.7289 |
0.7289 |
0.7304 |
0.7280 |
| S2 |
0.7270 |
0.7270 |
0.7300 |
|
| S3 |
0.7229 |
0.7248 |
0.7296 |
|
| S4 |
0.7188 |
0.7207 |
0.7285 |
|
|
| Weekly Pivots for week ending 12-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7507 |
0.7473 |
0.7344 |
|
| R3 |
0.7441 |
0.7407 |
0.7326 |
|
| R2 |
0.7376 |
0.7376 |
0.7320 |
|
| R1 |
0.7342 |
0.7342 |
0.7314 |
0.7326 |
| PP |
0.7310 |
0.7310 |
0.7310 |
0.7303 |
| S1 |
0.7276 |
0.7276 |
0.7301 |
0.7261 |
| S2 |
0.7245 |
0.7245 |
0.7295 |
|
| S3 |
0.7179 |
0.7211 |
0.7289 |
|
| S4 |
0.7114 |
0.7145 |
0.7271 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7508 |
|
2.618 |
0.7441 |
|
1.618 |
0.7400 |
|
1.000 |
0.7375 |
|
0.618 |
0.7359 |
|
HIGH |
0.7334 |
|
0.618 |
0.7318 |
|
0.500 |
0.7313 |
|
0.382 |
0.7308 |
|
LOW |
0.7293 |
|
0.618 |
0.7267 |
|
1.000 |
0.7252 |
|
1.618 |
0.7226 |
|
2.618 |
0.7185 |
|
4.250 |
0.7118 |
|
|
| Fisher Pivots for day following 12-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7313 |
0.7311 |
| PP |
0.7311 |
0.7310 |
| S1 |
0.7309 |
0.7309 |
|