CME Canadian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 22-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2017 |
22-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7955 |
0.7964 |
0.0010 |
0.1% |
0.7894 |
| High |
0.7969 |
0.7987 |
0.0019 |
0.2% |
0.7967 |
| Low |
0.7935 |
0.7931 |
-0.0004 |
-0.1% |
0.7829 |
| Close |
0.7960 |
0.7963 |
0.0002 |
0.0% |
0.7954 |
| Range |
0.0034 |
0.0056 |
0.0023 |
66.2% |
0.0138 |
| ATR |
0.0057 |
0.0057 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
44,863 |
61,250 |
16,387 |
36.5% |
318,576 |
|
| Daily Pivots for day following 22-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8129 |
0.8102 |
0.7994 |
|
| R3 |
0.8073 |
0.8046 |
0.7978 |
|
| R2 |
0.8016 |
0.8016 |
0.7973 |
|
| R1 |
0.7989 |
0.7989 |
0.7968 |
0.7975 |
| PP |
0.7960 |
0.7960 |
0.7960 |
0.7953 |
| S1 |
0.7933 |
0.7933 |
0.7957 |
0.7918 |
| S2 |
0.7904 |
0.7904 |
0.7952 |
|
| S3 |
0.7847 |
0.7877 |
0.7947 |
|
| S4 |
0.7791 |
0.7820 |
0.7931 |
|
|
| 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 |
0.7987 |
0.7834 |
0.0153 |
1.9% |
0.0066 |
0.8% |
84% |
True |
False |
63,655 |
| 10 |
0.7987 |
0.7829 |
0.0158 |
2.0% |
0.0055 |
0.7% |
84% |
True |
False |
62,855 |
| 20 |
0.8062 |
0.7829 |
0.0233 |
2.9% |
0.0060 |
0.8% |
57% |
False |
False |
71,637 |
| 40 |
0.8062 |
0.7553 |
0.0510 |
6.4% |
0.0059 |
0.7% |
80% |
False |
False |
76,379 |
| 60 |
0.8062 |
0.7396 |
0.0666 |
8.4% |
0.0054 |
0.7% |
85% |
False |
False |
63,107 |
| 80 |
0.8062 |
0.7267 |
0.0795 |
10.0% |
0.0053 |
0.7% |
87% |
False |
False |
47,465 |
| 100 |
0.8062 |
0.7267 |
0.0795 |
10.0% |
0.0051 |
0.6% |
87% |
False |
False |
38,026 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8227 |
|
2.618 |
0.8135 |
|
1.618 |
0.8078 |
|
1.000 |
0.8043 |
|
0.618 |
0.8022 |
|
HIGH |
0.7987 |
|
0.618 |
0.7965 |
|
0.500 |
0.7959 |
|
0.382 |
0.7952 |
|
LOW |
0.7931 |
|
0.618 |
0.7896 |
|
1.000 |
0.7874 |
|
1.618 |
0.7839 |
|
2.618 |
0.7783 |
|
4.250 |
0.7690 |
|
|
| Fisher Pivots for day following 22-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7961 |
0.7953 |
| PP |
0.7960 |
0.7944 |
| S1 |
0.7959 |
0.7935 |
|