CME Canadian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 24-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2017 |
24-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7952 |
0.7990 |
0.0039 |
0.5% |
0.7925 |
| High |
0.7999 |
0.8023 |
0.0025 |
0.3% |
0.7999 |
| Low |
0.7946 |
0.7981 |
0.0035 |
0.4% |
0.7889 |
| Close |
0.7993 |
0.8015 |
0.0022 |
0.3% |
0.7993 |
| Range |
0.0053 |
0.0043 |
-0.0011 |
-19.8% |
0.0110 |
| ATR |
0.0054 |
0.0053 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
248 |
255 |
7 |
2.8% |
942 |
|
| Daily Pivots for day following 24-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8134 |
0.8117 |
0.8038 |
|
| R3 |
0.8091 |
0.8074 |
0.8026 |
|
| R2 |
0.8049 |
0.8049 |
0.8022 |
|
| R1 |
0.8032 |
0.8032 |
0.8018 |
0.8040 |
| PP |
0.8006 |
0.8006 |
0.8006 |
0.8010 |
| S1 |
0.7989 |
0.7989 |
0.8011 |
0.7998 |
| S2 |
0.7964 |
0.7964 |
0.8007 |
|
| S3 |
0.7921 |
0.7947 |
0.8003 |
|
| S4 |
0.7879 |
0.7904 |
0.7991 |
|
|
| Weekly Pivots for week ending 21-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8290 |
0.8252 |
0.8054 |
|
| R3 |
0.8180 |
0.8142 |
0.8023 |
|
| R2 |
0.8070 |
0.8070 |
0.8013 |
|
| R1 |
0.8032 |
0.8032 |
0.8003 |
0.8051 |
| PP |
0.7960 |
0.7960 |
0.7960 |
0.7970 |
| S1 |
0.7922 |
0.7922 |
0.7983 |
0.7941 |
| S2 |
0.7850 |
0.7850 |
0.7973 |
|
| S3 |
0.7740 |
0.7812 |
0.7963 |
|
| S4 |
0.7630 |
0.7702 |
0.7933 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8204 |
|
2.618 |
0.8134 |
|
1.618 |
0.8092 |
|
1.000 |
0.8066 |
|
0.618 |
0.8049 |
|
HIGH |
0.8023 |
|
0.618 |
0.8007 |
|
0.500 |
0.8002 |
|
0.382 |
0.7997 |
|
LOW |
0.7981 |
|
0.618 |
0.7954 |
|
1.000 |
0.7938 |
|
1.618 |
0.7912 |
|
2.618 |
0.7869 |
|
4.250 |
0.7800 |
|
|
| Fisher Pivots for day following 24-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8010 |
0.8001 |
| PP |
0.8006 |
0.7988 |
| S1 |
0.8002 |
0.7974 |
|