CME Canadian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 22-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2017 |
22-May-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7365 |
0.7418 |
0.0053 |
0.7% |
0.7312 |
| High |
0.7417 |
0.7431 |
0.0013 |
0.2% |
0.7417 |
| Low |
0.7363 |
0.7402 |
0.0038 |
0.5% |
0.7304 |
| Close |
0.7416 |
0.7419 |
0.0003 |
0.0% |
0.7416 |
| Range |
0.0054 |
0.0029 |
-0.0025 |
-46.3% |
0.0114 |
| ATR |
0.0048 |
0.0046 |
-0.0001 |
-2.8% |
0.0000 |
| Volume |
825 |
526 |
-299 |
-36.2% |
3,171 |
|
| Daily Pivots for day following 22-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7504 |
0.7490 |
0.7434 |
|
| R3 |
0.7475 |
0.7461 |
0.7426 |
|
| R2 |
0.7446 |
0.7446 |
0.7424 |
|
| R1 |
0.7432 |
0.7432 |
0.7421 |
0.7439 |
| PP |
0.7417 |
0.7417 |
0.7417 |
0.7420 |
| S1 |
0.7403 |
0.7403 |
0.7416 |
0.7410 |
| S2 |
0.7388 |
0.7388 |
0.7413 |
|
| S3 |
0.7359 |
0.7374 |
0.7411 |
|
| S4 |
0.7330 |
0.7345 |
0.7403 |
|
|
| Weekly Pivots for week ending 19-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7719 |
0.7681 |
0.7478 |
|
| R3 |
0.7606 |
0.7567 |
0.7447 |
|
| R2 |
0.7492 |
0.7492 |
0.7436 |
|
| R1 |
0.7454 |
0.7454 |
0.7426 |
0.7473 |
| PP |
0.7379 |
0.7379 |
0.7379 |
0.7388 |
| S1 |
0.7340 |
0.7340 |
0.7405 |
0.7360 |
| S2 |
0.7265 |
0.7265 |
0.7395 |
|
| S3 |
0.7152 |
0.7227 |
0.7384 |
|
| S4 |
0.7038 |
0.7113 |
0.7353 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7554 |
|
2.618 |
0.7506 |
|
1.618 |
0.7477 |
|
1.000 |
0.7460 |
|
0.618 |
0.7448 |
|
HIGH |
0.7431 |
|
0.618 |
0.7419 |
|
0.500 |
0.7416 |
|
0.382 |
0.7413 |
|
LOW |
0.7402 |
|
0.618 |
0.7384 |
|
1.000 |
0.7373 |
|
1.618 |
0.7355 |
|
2.618 |
0.7326 |
|
4.250 |
0.7278 |
|
|
| Fisher Pivots for day following 22-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7418 |
0.7406 |
| PP |
0.7417 |
0.7394 |
| S1 |
0.7416 |
0.7381 |
|