CME Canadian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 05-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2017 |
05-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7730 |
0.7709 |
-0.0021 |
-0.3% |
0.7558 |
| High |
0.7731 |
0.7760 |
0.0029 |
0.4% |
0.7742 |
| Low |
0.7704 |
0.7701 |
-0.0003 |
0.0% |
0.7558 |
| Close |
0.7710 |
0.7725 |
0.0016 |
0.2% |
0.7732 |
| Range |
0.0027 |
0.0059 |
0.0032 |
120.8% |
0.0184 |
| ATR |
0.0046 |
0.0047 |
0.0001 |
2.0% |
0.0000 |
| Volume |
139 |
1,089 |
950 |
683.5% |
1,761 |
|
| Daily Pivots for day following 05-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7904 |
0.7873 |
0.7757 |
|
| R3 |
0.7846 |
0.7815 |
0.7741 |
|
| R2 |
0.7787 |
0.7787 |
0.7736 |
|
| R1 |
0.7756 |
0.7756 |
0.7730 |
0.7772 |
| PP |
0.7729 |
0.7729 |
0.7729 |
0.7736 |
| S1 |
0.7697 |
0.7697 |
0.7720 |
0.7713 |
| S2 |
0.7670 |
0.7670 |
0.7714 |
|
| S3 |
0.7611 |
0.7639 |
0.7709 |
|
| S4 |
0.7553 |
0.7580 |
0.7693 |
|
|
| 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 |
0.8008 |
|
2.618 |
0.7913 |
|
1.618 |
0.7854 |
|
1.000 |
0.7818 |
|
0.618 |
0.7796 |
|
HIGH |
0.7760 |
|
0.618 |
0.7737 |
|
0.500 |
0.7730 |
|
0.382 |
0.7723 |
|
LOW |
0.7701 |
|
0.618 |
0.7665 |
|
1.000 |
0.7642 |
|
1.618 |
0.7606 |
|
2.618 |
0.7548 |
|
4.250 |
0.7452 |
|
|
| Fisher Pivots for day following 05-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7730 |
0.7730 |
| PP |
0.7729 |
0.7729 |
| S1 |
0.7727 |
0.7727 |
|