CME Canadian Dollar Future September 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 |
0.7770 |
0.7767 |
-0.0003 |
0.0% |
0.7720 |
| High |
0.7778 |
0.7770 |
-0.0008 |
-0.1% |
0.7785 |
| Low |
0.7741 |
0.7735 |
-0.0006 |
-0.1% |
0.7693 |
| Close |
0.7773 |
0.7753 |
-0.0020 |
-0.3% |
0.7773 |
| Range |
0.0038 |
0.0035 |
-0.0003 |
-8.0% |
0.0092 |
| ATR |
0.0051 |
0.0050 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
62,158 |
69,123 |
6,965 |
11.2% |
315,185 |
|
| Daily Pivots for day following 11-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7856 |
0.7839 |
0.7772 |
|
| R3 |
0.7822 |
0.7805 |
0.7762 |
|
| R2 |
0.7787 |
0.7787 |
0.7759 |
|
| R1 |
0.7770 |
0.7770 |
0.7756 |
0.7761 |
| PP |
0.7753 |
0.7753 |
0.7753 |
0.7748 |
| S1 |
0.7735 |
0.7735 |
0.7750 |
0.7727 |
| S2 |
0.7718 |
0.7718 |
0.7747 |
|
| S3 |
0.7683 |
0.7701 |
0.7744 |
|
| S4 |
0.7649 |
0.7666 |
0.7734 |
|
|
| Weekly Pivots for week ending 07-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8026 |
0.7991 |
0.7823 |
|
| R3 |
0.7934 |
0.7899 |
0.7798 |
|
| R2 |
0.7842 |
0.7842 |
0.7789 |
|
| R1 |
0.7807 |
0.7807 |
0.7781 |
0.7825 |
| PP |
0.7750 |
0.7750 |
0.7750 |
0.7759 |
| S1 |
0.7715 |
0.7715 |
0.7764 |
0.7733 |
| S2 |
0.7658 |
0.7658 |
0.7756 |
|
| S3 |
0.7566 |
0.7623 |
0.7747 |
|
| S4 |
0.7474 |
0.7531 |
0.7722 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7785 |
0.7693 |
0.0092 |
1.2% |
0.0050 |
0.6% |
65% |
False |
False |
79,058 |
| 10 |
0.7785 |
0.7553 |
0.0233 |
3.0% |
0.0052 |
0.7% |
86% |
False |
False |
82,737 |
| 20 |
0.7785 |
0.7504 |
0.0281 |
3.6% |
0.0051 |
0.7% |
89% |
False |
False |
73,455 |
| 40 |
0.7785 |
0.7304 |
0.0482 |
6.2% |
0.0048 |
0.6% |
93% |
False |
False |
39,143 |
| 60 |
0.7785 |
0.7267 |
0.0518 |
6.7% |
0.0048 |
0.6% |
94% |
False |
False |
26,217 |
| 80 |
0.7785 |
0.7267 |
0.0518 |
6.7% |
0.0046 |
0.6% |
94% |
False |
False |
19,692 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7916 |
|
2.618 |
0.7860 |
|
1.618 |
0.7825 |
|
1.000 |
0.7804 |
|
0.618 |
0.7791 |
|
HIGH |
0.7770 |
|
0.618 |
0.7756 |
|
0.500 |
0.7752 |
|
0.382 |
0.7748 |
|
LOW |
0.7735 |
|
0.618 |
0.7714 |
|
1.000 |
0.7700 |
|
1.618 |
0.7679 |
|
2.618 |
0.7645 |
|
4.250 |
0.7588 |
|
|
| Fisher Pivots for day following 11-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7753 |
0.7750 |
| PP |
0.7753 |
0.7748 |
| S1 |
0.7752 |
0.7745 |
|