CME Canadian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 11-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2017 |
11-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7882 |
0.7852 |
-0.0030 |
-0.4% |
0.7920 |
| High |
0.7896 |
0.7907 |
0.0012 |
0.1% |
0.7924 |
| Low |
0.7850 |
0.7845 |
-0.0005 |
-0.1% |
0.7845 |
| Close |
0.7868 |
0.7889 |
0.0021 |
0.3% |
0.7889 |
| Range |
0.0046 |
0.0063 |
0.0017 |
37.4% |
0.0079 |
| ATR |
0.0056 |
0.0057 |
0.0000 |
0.8% |
0.0000 |
| Volume |
69,170 |
73,235 |
4,065 |
5.9% |
311,786 |
|
| Daily Pivots for day following 11-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8068 |
0.8041 |
0.7923 |
|
| R3 |
0.8005 |
0.7978 |
0.7906 |
|
| R2 |
0.7943 |
0.7943 |
0.7900 |
|
| R1 |
0.7916 |
0.7916 |
0.7894 |
0.7929 |
| PP |
0.7880 |
0.7880 |
0.7880 |
0.7887 |
| S1 |
0.7853 |
0.7853 |
0.7883 |
0.7867 |
| S2 |
0.7818 |
0.7818 |
0.7877 |
|
| S3 |
0.7755 |
0.7791 |
0.7871 |
|
| S4 |
0.7693 |
0.7728 |
0.7854 |
|
|
| Weekly Pivots for week ending 11-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8122 |
0.8084 |
0.7932 |
|
| R3 |
0.8043 |
0.8005 |
0.7910 |
|
| R2 |
0.7964 |
0.7964 |
0.7903 |
|
| R1 |
0.7926 |
0.7926 |
0.7896 |
0.7906 |
| PP |
0.7886 |
0.7886 |
0.7886 |
0.7875 |
| S1 |
0.7848 |
0.7848 |
0.7881 |
0.7827 |
| S2 |
0.7807 |
0.7807 |
0.7874 |
|
| S3 |
0.7728 |
0.7769 |
0.7867 |
|
| S4 |
0.7649 |
0.7690 |
0.7845 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7924 |
0.7845 |
0.0079 |
1.0% |
0.0046 |
0.6% |
56% |
False |
True |
62,357 |
| 10 |
0.8050 |
0.7845 |
0.0205 |
2.6% |
0.0052 |
0.7% |
21% |
False |
True |
71,395 |
| 20 |
0.8062 |
0.7845 |
0.0217 |
2.8% |
0.0058 |
0.7% |
20% |
False |
True |
75,287 |
| 40 |
0.8062 |
0.7504 |
0.0558 |
7.1% |
0.0057 |
0.7% |
69% |
False |
False |
76,847 |
| 60 |
0.8062 |
0.7332 |
0.0730 |
9.3% |
0.0053 |
0.7% |
76% |
False |
False |
56,116 |
| 80 |
0.8062 |
0.7267 |
0.0795 |
10.1% |
0.0052 |
0.7% |
78% |
False |
False |
42,195 |
| 100 |
0.8062 |
0.7267 |
0.0795 |
10.1% |
0.0050 |
0.6% |
78% |
False |
False |
33,784 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8173 |
|
2.618 |
0.8071 |
|
1.618 |
0.8008 |
|
1.000 |
0.7970 |
|
0.618 |
0.7946 |
|
HIGH |
0.7907 |
|
0.618 |
0.7883 |
|
0.500 |
0.7876 |
|
0.382 |
0.7868 |
|
LOW |
0.7845 |
|
0.618 |
0.7806 |
|
1.000 |
0.7782 |
|
1.618 |
0.7743 |
|
2.618 |
0.7681 |
|
4.250 |
0.7579 |
|
|
| Fisher Pivots for day following 11-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7884 |
0.7884 |
| PP |
0.7880 |
0.7880 |
| S1 |
0.7876 |
0.7876 |
|