CME Canadian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 16-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2017 |
16-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7862 |
0.7845 |
-0.0017 |
-0.2% |
0.7920 |
| High |
0.7866 |
0.7932 |
0.0066 |
0.8% |
0.7924 |
| Low |
0.7829 |
0.7834 |
0.0005 |
0.1% |
0.7845 |
| Close |
0.7841 |
0.7899 |
0.0058 |
0.7% |
0.7889 |
| Range |
0.0037 |
0.0098 |
0.0061 |
163.5% |
0.0079 |
| ATR |
0.0054 |
0.0057 |
0.0003 |
5.8% |
0.0000 |
| Volume |
61,787 |
79,007 |
17,220 |
27.9% |
311,786 |
|
| Daily Pivots for day following 16-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8181 |
0.8137 |
0.7952 |
|
| R3 |
0.8083 |
0.8040 |
0.7925 |
|
| R2 |
0.7986 |
0.7986 |
0.7916 |
|
| R1 |
0.7942 |
0.7942 |
0.7907 |
0.7964 |
| PP |
0.7888 |
0.7888 |
0.7888 |
0.7899 |
| S1 |
0.7845 |
0.7845 |
0.7890 |
0.7866 |
| S2 |
0.7791 |
0.7791 |
0.7881 |
|
| S3 |
0.7693 |
0.7747 |
0.7872 |
|
| S4 |
0.7596 |
0.7650 |
0.7845 |
|
|
| 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 |
0.7932 |
0.7829 |
0.0103 |
1.3% |
0.0056 |
0.7% |
68% |
True |
False |
65,564 |
| 10 |
0.7979 |
0.7829 |
0.0150 |
1.9% |
0.0052 |
0.7% |
46% |
False |
False |
64,651 |
| 20 |
0.8062 |
0.7829 |
0.0233 |
2.9% |
0.0058 |
0.7% |
30% |
False |
False |
74,398 |
| 40 |
0.8062 |
0.7504 |
0.0558 |
7.1% |
0.0058 |
0.7% |
71% |
False |
False |
76,518 |
| 60 |
0.8062 |
0.7396 |
0.0666 |
8.4% |
0.0054 |
0.7% |
75% |
False |
False |
59,176 |
| 80 |
0.8062 |
0.7267 |
0.0795 |
10.1% |
0.0052 |
0.7% |
79% |
False |
False |
44,500 |
| 100 |
0.8062 |
0.7267 |
0.0795 |
10.1% |
0.0050 |
0.6% |
79% |
False |
False |
35,637 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8346 |
|
2.618 |
0.8187 |
|
1.618 |
0.8089 |
|
1.000 |
0.8029 |
|
0.618 |
0.7992 |
|
HIGH |
0.7932 |
|
0.618 |
0.7894 |
|
0.500 |
0.7883 |
|
0.382 |
0.7871 |
|
LOW |
0.7834 |
|
0.618 |
0.7774 |
|
1.000 |
0.7737 |
|
1.618 |
0.7676 |
|
2.618 |
0.7579 |
|
4.250 |
0.7420 |
|
|
| Fisher Pivots for day following 16-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7893 |
0.7892 |
| PP |
0.7888 |
0.7886 |
| S1 |
0.7883 |
0.7880 |
|