CME Canadian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 17-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2017 |
17-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7845 |
0.7929 |
0.0085 |
1.1% |
0.7920 |
| High |
0.7932 |
0.7947 |
0.0015 |
0.2% |
0.7924 |
| Low |
0.7834 |
0.7887 |
0.0053 |
0.7% |
0.7845 |
| Close |
0.7899 |
0.7906 |
0.0008 |
0.1% |
0.7889 |
| Range |
0.0098 |
0.0060 |
-0.0038 |
-38.5% |
0.0079 |
| ATR |
0.0057 |
0.0057 |
0.0000 |
0.4% |
0.0000 |
| Volume |
79,007 |
61,517 |
-17,490 |
-22.1% |
311,786 |
|
| Daily Pivots for day following 17-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8093 |
0.8060 |
0.7939 |
|
| R3 |
0.8033 |
0.8000 |
0.7923 |
|
| R2 |
0.7973 |
0.7973 |
0.7917 |
|
| R1 |
0.7940 |
0.7940 |
0.7912 |
0.7927 |
| PP |
0.7913 |
0.7913 |
0.7913 |
0.7907 |
| S1 |
0.7880 |
0.7880 |
0.7901 |
0.7867 |
| S2 |
0.7853 |
0.7853 |
0.7895 |
|
| S3 |
0.7793 |
0.7820 |
0.7890 |
|
| S4 |
0.7733 |
0.7760 |
0.7873 |
|
|
| 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 |
0.7947 |
0.7829 |
0.0118 |
1.5% |
0.0059 |
0.7% |
65% |
True |
False |
64,034 |
| 10 |
0.7979 |
0.7829 |
0.0150 |
1.9% |
0.0054 |
0.7% |
51% |
False |
False |
64,262 |
| 20 |
0.8062 |
0.7829 |
0.0233 |
2.9% |
0.0058 |
0.7% |
33% |
False |
False |
73,438 |
| 40 |
0.8062 |
0.7509 |
0.0553 |
7.0% |
0.0058 |
0.7% |
72% |
False |
False |
76,218 |
| 60 |
0.8062 |
0.7396 |
0.0666 |
8.4% |
0.0054 |
0.7% |
77% |
False |
False |
60,192 |
| 80 |
0.8062 |
0.7267 |
0.0795 |
10.1% |
0.0052 |
0.7% |
80% |
False |
False |
45,261 |
| 100 |
0.8062 |
0.7267 |
0.0795 |
10.1% |
0.0051 |
0.6% |
80% |
False |
False |
36,251 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8202 |
|
2.618 |
0.8104 |
|
1.618 |
0.8044 |
|
1.000 |
0.8007 |
|
0.618 |
0.7984 |
|
HIGH |
0.7947 |
|
0.618 |
0.7924 |
|
0.500 |
0.7917 |
|
0.382 |
0.7910 |
|
LOW |
0.7887 |
|
0.618 |
0.7850 |
|
1.000 |
0.7827 |
|
1.618 |
0.7790 |
|
2.618 |
0.7730 |
|
4.250 |
0.7632 |
|
|
| Fisher Pivots for day following 17-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7917 |
0.7900 |
| PP |
0.7913 |
0.7894 |
| S1 |
0.7910 |
0.7888 |
|