CME Canadian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 18-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2017 |
18-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7929 |
0.7890 |
-0.0039 |
-0.5% |
0.7894 |
| High |
0.7947 |
0.7967 |
0.0020 |
0.3% |
0.7967 |
| Low |
0.7887 |
0.7883 |
-0.0005 |
-0.1% |
0.7829 |
| Close |
0.7906 |
0.7954 |
0.0048 |
0.6% |
0.7954 |
| Range |
0.0060 |
0.0085 |
0.0025 |
40.8% |
0.0138 |
| ATR |
0.0057 |
0.0059 |
0.0002 |
3.4% |
0.0000 |
| Volume |
61,517 |
71,640 |
10,123 |
16.5% |
318,576 |
|
| Daily Pivots for day following 18-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8188 |
0.8156 |
0.8000 |
|
| R3 |
0.8104 |
0.8071 |
0.7977 |
|
| R2 |
0.8019 |
0.8019 |
0.7969 |
|
| R1 |
0.7987 |
0.7987 |
0.7962 |
0.8003 |
| PP |
0.7935 |
0.7935 |
0.7935 |
0.7943 |
| S1 |
0.7902 |
0.7902 |
0.7946 |
0.7918 |
| S2 |
0.7850 |
0.7850 |
0.7939 |
|
| S3 |
0.7765 |
0.7817 |
0.7931 |
|
| S4 |
0.7681 |
0.7733 |
0.7908 |
|
|
| Weekly Pivots for week ending 18-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8331 |
0.8280 |
0.8030 |
|
| R3 |
0.8193 |
0.8142 |
0.7992 |
|
| R2 |
0.8055 |
0.8055 |
0.7979 |
|
| R1 |
0.8004 |
0.8004 |
0.7967 |
0.8030 |
| PP |
0.7917 |
0.7917 |
0.7917 |
0.7929 |
| S1 |
0.7866 |
0.7866 |
0.7941 |
0.7892 |
| S2 |
0.7779 |
0.7779 |
0.7929 |
|
| S3 |
0.7641 |
0.7728 |
0.7916 |
|
| S4 |
0.7503 |
0.7590 |
0.7878 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7967 |
0.7829 |
0.0138 |
1.7% |
0.0063 |
0.8% |
91% |
True |
False |
63,715 |
| 10 |
0.7967 |
0.7829 |
0.0138 |
1.7% |
0.0055 |
0.7% |
91% |
True |
False |
63,036 |
| 20 |
0.8062 |
0.7829 |
0.0233 |
2.9% |
0.0060 |
0.8% |
54% |
False |
False |
72,885 |
| 40 |
0.8062 |
0.7526 |
0.0536 |
6.7% |
0.0058 |
0.7% |
80% |
False |
False |
76,344 |
| 60 |
0.8062 |
0.7396 |
0.0666 |
8.4% |
0.0054 |
0.7% |
84% |
False |
False |
61,366 |
| 80 |
0.8062 |
0.7267 |
0.0795 |
10.0% |
0.0053 |
0.7% |
86% |
False |
False |
46,155 |
| 100 |
0.8062 |
0.7267 |
0.0795 |
10.0% |
0.0051 |
0.6% |
86% |
False |
False |
36,966 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8326 |
|
2.618 |
0.8188 |
|
1.618 |
0.8104 |
|
1.000 |
0.8052 |
|
0.618 |
0.8019 |
|
HIGH |
0.7967 |
|
0.618 |
0.7935 |
|
0.500 |
0.7925 |
|
0.382 |
0.7915 |
|
LOW |
0.7883 |
|
0.618 |
0.7830 |
|
1.000 |
0.7798 |
|
1.618 |
0.7746 |
|
2.618 |
0.7661 |
|
4.250 |
0.7523 |
|
|
| Fisher Pivots for day following 18-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7944 |
0.7936 |
| PP |
0.7935 |
0.7918 |
| S1 |
0.7925 |
0.7901 |
|