CME Canadian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 11-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2017 |
11-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7778 |
0.7772 |
-0.0007 |
-0.1% |
0.7730 |
| High |
0.7785 |
0.7776 |
-0.0009 |
-0.1% |
0.7792 |
| Low |
0.7749 |
0.7742 |
-0.0007 |
-0.1% |
0.7701 |
| Close |
0.7779 |
0.7760 |
-0.0019 |
-0.2% |
0.7779 |
| Range |
0.0036 |
0.0034 |
-0.0003 |
-6.9% |
0.0091 |
| ATR |
0.0047 |
0.0047 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
659 |
303 |
-356 |
-54.0% |
1,615 |
|
| Daily Pivots for day following 11-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7860 |
0.7843 |
0.7778 |
|
| R3 |
0.7826 |
0.7810 |
0.7769 |
|
| R2 |
0.7793 |
0.7793 |
0.7766 |
|
| R1 |
0.7776 |
0.7776 |
0.7763 |
0.7768 |
| PP |
0.7759 |
0.7759 |
0.7759 |
0.7755 |
| S1 |
0.7743 |
0.7743 |
0.7757 |
0.7734 |
| S2 |
0.7726 |
0.7726 |
0.7754 |
|
| S3 |
0.7692 |
0.7709 |
0.7751 |
|
| S4 |
0.7659 |
0.7676 |
0.7742 |
|
|
| Weekly Pivots for week ending 07-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8030 |
0.7996 |
0.7829 |
|
| R3 |
0.7939 |
0.7905 |
0.7804 |
|
| R2 |
0.7848 |
0.7848 |
0.7796 |
|
| R1 |
0.7814 |
0.7814 |
0.7787 |
0.7831 |
| PP |
0.7757 |
0.7757 |
0.7757 |
0.7766 |
| S1 |
0.7723 |
0.7723 |
0.7771 |
0.7740 |
| S2 |
0.7666 |
0.7666 |
0.7762 |
|
| S3 |
0.7575 |
0.7632 |
0.7754 |
|
| S4 |
0.7484 |
0.7541 |
0.7729 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7918 |
|
2.618 |
0.7863 |
|
1.618 |
0.7830 |
|
1.000 |
0.7809 |
|
0.618 |
0.7796 |
|
HIGH |
0.7776 |
|
0.618 |
0.7763 |
|
0.500 |
0.7759 |
|
0.382 |
0.7755 |
|
LOW |
0.7742 |
|
0.618 |
0.7721 |
|
1.000 |
0.7709 |
|
1.618 |
0.7688 |
|
2.618 |
0.7654 |
|
4.250 |
0.7600 |
|
|
| Fisher Pivots for day following 11-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7760 |
0.7757 |
| PP |
0.7759 |
0.7755 |
| S1 |
0.7759 |
0.7752 |
|