CME Canadian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 29-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2017 |
29-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8020 |
0.7985 |
-0.0034 |
-0.4% |
0.7955 |
| High |
0.8039 |
0.8042 |
0.0004 |
0.0% |
0.8025 |
| Low |
0.7996 |
0.7970 |
-0.0026 |
-0.3% |
0.7931 |
| Close |
0.8007 |
0.7984 |
-0.0023 |
-0.3% |
0.8013 |
| Range |
0.0043 |
0.0073 |
0.0030 |
68.6% |
0.0094 |
| ATR |
0.0053 |
0.0054 |
0.0001 |
2.6% |
0.0000 |
| Volume |
45,815 |
67,873 |
22,058 |
48.1% |
260,602 |
|
| Daily Pivots for day following 29-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8216 |
0.8172 |
0.8023 |
|
| R3 |
0.8143 |
0.8100 |
0.8003 |
|
| R2 |
0.8071 |
0.8071 |
0.7997 |
|
| R1 |
0.8027 |
0.8027 |
0.7990 |
0.8013 |
| PP |
0.7998 |
0.7998 |
0.7998 |
0.7991 |
| S1 |
0.7955 |
0.7955 |
0.7977 |
0.7940 |
| S2 |
0.7926 |
0.7926 |
0.7970 |
|
| S3 |
0.7853 |
0.7882 |
0.7964 |
|
| S4 |
0.7781 |
0.7810 |
0.7944 |
|
|
| Weekly Pivots for week ending 25-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8271 |
0.8236 |
0.8064 |
|
| R3 |
0.8177 |
0.8142 |
0.8038 |
|
| R2 |
0.8083 |
0.8083 |
0.8030 |
|
| R1 |
0.8048 |
0.8048 |
0.8021 |
0.8066 |
| PP |
0.7989 |
0.7989 |
0.7989 |
0.7998 |
| S1 |
0.7954 |
0.7954 |
0.8004 |
0.7972 |
| S2 |
0.7895 |
0.7895 |
0.7995 |
|
| S3 |
0.7801 |
0.7860 |
0.7987 |
|
| S4 |
0.7707 |
0.7766 |
0.7961 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8042 |
0.7940 |
0.0102 |
1.3% |
0.0047 |
0.6% |
43% |
True |
False |
53,635 |
| 10 |
0.8042 |
0.7834 |
0.0208 |
2.6% |
0.0057 |
0.7% |
72% |
True |
False |
58,645 |
| 20 |
0.8042 |
0.7829 |
0.0213 |
2.7% |
0.0052 |
0.6% |
73% |
True |
False |
61,537 |
| 40 |
0.8062 |
0.7693 |
0.0369 |
4.6% |
0.0058 |
0.7% |
79% |
False |
False |
72,281 |
| 60 |
0.8062 |
0.7407 |
0.0655 |
8.2% |
0.0055 |
0.7% |
88% |
False |
False |
67,386 |
| 80 |
0.8062 |
0.7279 |
0.0783 |
9.8% |
0.0053 |
0.7% |
90% |
False |
False |
50,798 |
| 100 |
0.8062 |
0.7267 |
0.0795 |
10.0% |
0.0052 |
0.6% |
90% |
False |
False |
40,704 |
| 120 |
0.8062 |
0.7267 |
0.0795 |
10.0% |
0.0050 |
0.6% |
90% |
False |
False |
33,934 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8350 |
|
2.618 |
0.8232 |
|
1.618 |
0.8159 |
|
1.000 |
0.8115 |
|
0.618 |
0.8087 |
|
HIGH |
0.8042 |
|
0.618 |
0.8014 |
|
0.500 |
0.8006 |
|
0.382 |
0.7997 |
|
LOW |
0.7970 |
|
0.618 |
0.7925 |
|
1.000 |
0.7897 |
|
1.618 |
0.7852 |
|
2.618 |
0.7780 |
|
4.250 |
0.7661 |
|
|
| Fisher Pivots for day following 29-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8006 |
0.8006 |
| PP |
0.7998 |
0.7998 |
| S1 |
0.7991 |
0.7991 |
|