CME Canadian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 11-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2017 |
11-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8244 |
0.8231 |
-0.0013 |
-0.2% |
0.8065 |
| High |
0.8291 |
0.8267 |
-0.0024 |
-0.3% |
0.8291 |
| Low |
0.8221 |
0.8217 |
-0.0004 |
0.0% |
0.8049 |
| Close |
0.8235 |
0.8257 |
0.0022 |
0.3% |
0.8235 |
| Range |
0.0071 |
0.0050 |
-0.0021 |
-29.1% |
0.0243 |
| ATR |
0.0074 |
0.0072 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
103,688 |
65,231 |
-38,457 |
-37.1% |
426,428 |
|
| Daily Pivots for day following 11-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8397 |
0.8377 |
0.8285 |
|
| R3 |
0.8347 |
0.8327 |
0.8271 |
|
| R2 |
0.8297 |
0.8297 |
0.8266 |
|
| R1 |
0.8277 |
0.8277 |
0.8262 |
0.8287 |
| PP |
0.8247 |
0.8247 |
0.8247 |
0.8252 |
| S1 |
0.8227 |
0.8227 |
0.8252 |
0.8237 |
| S2 |
0.8197 |
0.8197 |
0.8248 |
|
| S3 |
0.8147 |
0.8177 |
0.8243 |
|
| S4 |
0.8097 |
0.8127 |
0.8230 |
|
|
| Weekly Pivots for week ending 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8919 |
0.8820 |
0.8368 |
|
| R3 |
0.8677 |
0.8577 |
0.8302 |
|
| R2 |
0.8434 |
0.8434 |
0.8279 |
|
| R1 |
0.8335 |
0.8335 |
0.8257 |
0.8384 |
| PP |
0.8192 |
0.8192 |
0.8192 |
0.8216 |
| S1 |
0.8092 |
0.8092 |
0.8213 |
0.8142 |
| S2 |
0.7949 |
0.7949 |
0.8191 |
|
| S3 |
0.7707 |
0.7850 |
0.8168 |
|
| S4 |
0.7464 |
0.7607 |
0.8102 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8291 |
0.8049 |
0.0243 |
2.9% |
0.0092 |
1.1% |
86% |
False |
False |
98,331 |
| 10 |
0.8291 |
0.7899 |
0.0393 |
4.8% |
0.0088 |
1.1% |
91% |
False |
False |
90,076 |
| 20 |
0.8291 |
0.7829 |
0.0462 |
5.6% |
0.0070 |
0.8% |
93% |
False |
False |
73,997 |
| 40 |
0.8291 |
0.7829 |
0.0462 |
5.6% |
0.0064 |
0.8% |
93% |
False |
False |
74,642 |
| 60 |
0.8291 |
0.7504 |
0.0787 |
9.5% |
0.0061 |
0.7% |
96% |
False |
False |
75,897 |
| 80 |
0.8291 |
0.7332 |
0.0959 |
11.6% |
0.0057 |
0.7% |
96% |
False |
False |
60,586 |
| 100 |
0.8291 |
0.7267 |
0.1024 |
12.4% |
0.0055 |
0.7% |
97% |
False |
False |
48,555 |
| 120 |
0.8291 |
0.7267 |
0.1024 |
12.4% |
0.0053 |
0.6% |
97% |
False |
False |
40,486 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8479 |
|
2.618 |
0.8397 |
|
1.618 |
0.8347 |
|
1.000 |
0.8317 |
|
0.618 |
0.8297 |
|
HIGH |
0.8267 |
|
0.618 |
0.8247 |
|
0.500 |
0.8242 |
|
0.382 |
0.8236 |
|
LOW |
0.8217 |
|
0.618 |
0.8186 |
|
1.000 |
0.8167 |
|
1.618 |
0.8136 |
|
2.618 |
0.8086 |
|
4.250 |
0.8004 |
|
|
| Fisher Pivots for day following 11-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8252 |
0.8248 |
| PP |
0.8247 |
0.8239 |
| S1 |
0.8242 |
0.8231 |
|