CME Canadian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 03-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2017 |
03-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7725 |
0.7730 |
0.0005 |
0.1% |
0.7558 |
| High |
0.7742 |
0.7731 |
-0.0011 |
-0.1% |
0.7742 |
| Low |
0.7711 |
0.7704 |
-0.0007 |
-0.1% |
0.7558 |
| Close |
0.7732 |
0.7710 |
-0.0022 |
-0.3% |
0.7732 |
| Range |
0.0031 |
0.0027 |
-0.0005 |
-14.5% |
0.0184 |
| ATR |
0.0047 |
0.0046 |
-0.0001 |
-3.0% |
0.0000 |
| Volume |
320 |
139 |
-181 |
-56.6% |
1,761 |
|
| Daily Pivots for day following 03-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7794 |
0.7778 |
0.7724 |
|
| R3 |
0.7768 |
0.7752 |
0.7717 |
|
| R2 |
0.7741 |
0.7741 |
0.7714 |
|
| R1 |
0.7725 |
0.7725 |
0.7712 |
0.7720 |
| PP |
0.7715 |
0.7715 |
0.7715 |
0.7712 |
| S1 |
0.7699 |
0.7699 |
0.7707 |
0.7694 |
| S2 |
0.7688 |
0.7688 |
0.7705 |
|
| S3 |
0.7662 |
0.7672 |
0.7702 |
|
| S4 |
0.7635 |
0.7646 |
0.7695 |
|
|
| Weekly Pivots for week ending 30-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8228 |
0.8163 |
0.7832 |
|
| R3 |
0.8044 |
0.7980 |
0.7782 |
|
| R2 |
0.7861 |
0.7861 |
0.7765 |
|
| R1 |
0.7796 |
0.7796 |
0.7748 |
0.7828 |
| PP |
0.7677 |
0.7677 |
0.7677 |
0.7693 |
| S1 |
0.7613 |
0.7613 |
0.7715 |
0.7645 |
| S2 |
0.7493 |
0.7493 |
0.7698 |
|
| S3 |
0.7310 |
0.7429 |
0.7681 |
|
| S4 |
0.7126 |
0.7245 |
0.7631 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7843 |
|
2.618 |
0.7800 |
|
1.618 |
0.7773 |
|
1.000 |
0.7757 |
|
0.618 |
0.7747 |
|
HIGH |
0.7731 |
|
0.618 |
0.7720 |
|
0.500 |
0.7717 |
|
0.382 |
0.7714 |
|
LOW |
0.7704 |
|
0.618 |
0.7688 |
|
1.000 |
0.7678 |
|
1.618 |
0.7661 |
|
2.618 |
0.7635 |
|
4.250 |
0.7591 |
|
|
| Fisher Pivots for day following 03-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7717 |
0.7714 |
| PP |
0.7715 |
0.7713 |
| S1 |
0.7712 |
0.7711 |
|