CME Canadian Dollar Future September 2017
Trading Metrics calculated at close of trading on 18-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2017 |
18-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
0.8213 |
0.8199 |
-0.0014 |
-0.2% |
0.8231 |
High |
0.8255 |
0.8216 |
-0.0039 |
-0.5% |
0.8277 |
Low |
0.8184 |
0.8106 |
-0.0078 |
-1.0% |
0.8171 |
Close |
0.8211 |
0.8126 |
-0.0085 |
-1.0% |
0.8211 |
Range |
0.0071 |
0.0110 |
0.0039 |
54.9% |
0.0107 |
ATR |
0.0070 |
0.0073 |
0.0003 |
4.1% |
0.0000 |
Volume |
57,799 |
13,440 |
-44,359 |
-76.7% |
452,803 |
|
Daily Pivots for day following 18-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8479 |
0.8412 |
0.8186 |
|
R3 |
0.8369 |
0.8302 |
0.8156 |
|
R2 |
0.8259 |
0.8259 |
0.8146 |
|
R1 |
0.8192 |
0.8192 |
0.8136 |
0.8171 |
PP |
0.8149 |
0.8149 |
0.8149 |
0.8138 |
S1 |
0.8082 |
0.8082 |
0.8115 |
0.8061 |
S2 |
0.8039 |
0.8039 |
0.8105 |
|
S3 |
0.7929 |
0.7972 |
0.8095 |
|
S4 |
0.7819 |
0.7862 |
0.8065 |
|
|
Weekly Pivots for week ending 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8539 |
0.8481 |
0.8269 |
|
R3 |
0.8432 |
0.8375 |
0.8240 |
|
R2 |
0.8326 |
0.8326 |
0.8230 |
|
R1 |
0.8268 |
0.8268 |
0.8220 |
0.8244 |
PP |
0.8219 |
0.8219 |
0.8219 |
0.8207 |
S1 |
0.8162 |
0.8162 |
0.8201 |
0.8137 |
S2 |
0.8113 |
0.8113 |
0.8191 |
|
S3 |
0.8006 |
0.8055 |
0.8181 |
|
S4 |
0.7900 |
0.7949 |
0.8152 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8277 |
0.8106 |
0.0172 |
2.1% |
0.0074 |
0.9% |
12% |
False |
True |
80,202 |
10 |
0.8291 |
0.8049 |
0.0243 |
3.0% |
0.0083 |
1.0% |
32% |
False |
False |
89,267 |
20 |
0.8291 |
0.7899 |
0.0393 |
4.8% |
0.0073 |
0.9% |
58% |
False |
False |
78,118 |
40 |
0.8291 |
0.7829 |
0.0462 |
5.7% |
0.0066 |
0.8% |
64% |
False |
False |
75,502 |
60 |
0.8291 |
0.7526 |
0.0765 |
9.4% |
0.0063 |
0.8% |
78% |
False |
False |
76,936 |
80 |
0.8291 |
0.7396 |
0.0895 |
11.0% |
0.0059 |
0.7% |
82% |
False |
False |
65,554 |
100 |
0.8291 |
0.7267 |
0.1024 |
12.6% |
0.0057 |
0.7% |
84% |
False |
False |
52,548 |
120 |
0.8291 |
0.7267 |
0.1024 |
12.6% |
0.0055 |
0.7% |
84% |
False |
False |
43,825 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8683 |
2.618 |
0.8503 |
1.618 |
0.8393 |
1.000 |
0.8326 |
0.618 |
0.8283 |
HIGH |
0.8216 |
0.618 |
0.8173 |
0.500 |
0.8161 |
0.382 |
0.8148 |
LOW |
0.8106 |
0.618 |
0.8038 |
1.000 |
0.7996 |
1.618 |
0.7928 |
2.618 |
0.7818 |
4.250 |
0.7638 |
|
|
Fisher Pivots for day following 18-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
0.8161 |
0.8180 |
PP |
0.8149 |
0.8162 |
S1 |
0.8137 |
0.8144 |
|