CME Canadian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 18-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2017 |
18-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7916 |
0.7884 |
-0.0032 |
-0.4% |
0.7770 |
| High |
0.7927 |
0.7956 |
0.0028 |
0.4% |
0.7917 |
| Low |
0.7882 |
0.7881 |
-0.0002 |
0.0% |
0.7735 |
| Close |
0.7888 |
0.7932 |
0.0044 |
0.6% |
0.7912 |
| Range |
0.0045 |
0.0075 |
0.0030 |
66.7% |
0.0182 |
| ATR |
0.0055 |
0.0057 |
0.0001 |
2.6% |
0.0000 |
| Volume |
63,700 |
85,948 |
22,248 |
34.9% |
428,634 |
|
| Daily Pivots for day following 18-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8148 |
0.8115 |
0.7973 |
|
| R3 |
0.8073 |
0.8040 |
0.7952 |
|
| R2 |
0.7998 |
0.7998 |
0.7945 |
|
| R1 |
0.7965 |
0.7965 |
0.7938 |
0.7981 |
| PP |
0.7923 |
0.7923 |
0.7923 |
0.7931 |
| S1 |
0.7890 |
0.7890 |
0.7925 |
0.7906 |
| S2 |
0.7848 |
0.7848 |
0.7918 |
|
| S3 |
0.7773 |
0.7815 |
0.7911 |
|
| S4 |
0.7698 |
0.7740 |
0.7890 |
|
|
| Weekly Pivots for week ending 14-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8399 |
0.8337 |
0.8011 |
|
| R3 |
0.8217 |
0.8155 |
0.7961 |
|
| R2 |
0.8036 |
0.8036 |
0.7945 |
|
| R1 |
0.7974 |
0.7974 |
0.7928 |
0.8005 |
| PP |
0.7854 |
0.7854 |
0.7854 |
0.7870 |
| S1 |
0.7792 |
0.7792 |
0.7895 |
0.7823 |
| S2 |
0.7673 |
0.7673 |
0.7878 |
|
| S3 |
0.7491 |
0.7611 |
0.7862 |
|
| S4 |
0.7310 |
0.7429 |
0.7812 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7956 |
0.7737 |
0.0218 |
2.8% |
0.0074 |
0.9% |
89% |
True |
False |
89,400 |
| 10 |
0.7956 |
0.7693 |
0.0263 |
3.3% |
0.0062 |
0.8% |
91% |
True |
False |
84,229 |
| 20 |
0.7956 |
0.7504 |
0.0451 |
5.7% |
0.0057 |
0.7% |
95% |
True |
False |
79,065 |
| 40 |
0.7956 |
0.7396 |
0.0560 |
7.1% |
0.0051 |
0.6% |
96% |
True |
False |
50,239 |
| 60 |
0.7956 |
0.7267 |
0.0689 |
8.7% |
0.0051 |
0.6% |
97% |
True |
False |
33,644 |
| 80 |
0.7956 |
0.7267 |
0.0689 |
8.7% |
0.0048 |
0.6% |
97% |
True |
False |
25,277 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8274 |
|
2.618 |
0.8152 |
|
1.618 |
0.8077 |
|
1.000 |
0.8031 |
|
0.618 |
0.8002 |
|
HIGH |
0.7956 |
|
0.618 |
0.7927 |
|
0.500 |
0.7918 |
|
0.382 |
0.7909 |
|
LOW |
0.7881 |
|
0.618 |
0.7834 |
|
1.000 |
0.7806 |
|
1.618 |
0.7759 |
|
2.618 |
0.7684 |
|
4.250 |
0.7562 |
|
|
| Fisher Pivots for day following 18-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7927 |
0.7922 |
| PP |
0.7923 |
0.7913 |
| S1 |
0.7918 |
0.7904 |
|