CME Canadian Dollar Future December 2017
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 21-Jul-2017 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    20-Jul-2017 | 
                    21-Jul-2017 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        0.7944 | 
                        0.7952 | 
                        0.0008 | 
                        0.1% | 
                        0.7925 | 
                     
                    
                        | High | 
                        0.7987 | 
                        0.7999 | 
                        0.0012 | 
                        0.1% | 
                        0.7999 | 
                     
                    
                        | Low | 
                        0.7925 | 
                        0.7946 | 
                        0.0021 | 
                        0.3% | 
                        0.7889 | 
                     
                    
                        | Close | 
                        0.7960 | 
                        0.7993 | 
                        0.0033 | 
                        0.4% | 
                        0.7993 | 
                     
                    
                        | Range | 
                        0.0062 | 
                        0.0053 | 
                        -0.0009 | 
                        -14.5% | 
                        0.0110 | 
                     
                    
                        | ATR | 
                        0.0054 | 
                        0.0054 | 
                        0.0000 | 
                        -0.1% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        278 | 
                        248 | 
                        -30 | 
                        -10.8% | 
                        942 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 21-Jul-2017 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                0.8138 | 
                0.8119 | 
                0.8022 | 
                 | 
             
            
                | R3 | 
                0.8085 | 
                0.8066 | 
                0.8008 | 
                 | 
             
            
                | R2 | 
                0.8032 | 
                0.8032 | 
                0.8003 | 
                 | 
             
            
                | R1 | 
                0.8013 | 
                0.8013 | 
                0.7998 | 
                0.8022 | 
             
            
                | PP | 
                0.7979 | 
                0.7979 | 
                0.7979 | 
                0.7984 | 
             
            
                | S1 | 
                0.7960 | 
                0.7960 | 
                0.7988 | 
                0.7969 | 
             
            
                | S2 | 
                0.7926 | 
                0.7926 | 
                0.7983 | 
                 | 
             
            
                | S3 | 
                0.7873 | 
                0.7907 | 
                0.7978 | 
                 | 
             
            
                | S4 | 
                0.7820 | 
                0.7854 | 
                0.7964 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 21-Jul-2017 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                0.8290 | 
                0.8252 | 
                0.8054 | 
                 | 
             
            
                | R3 | 
                0.8180 | 
                0.8142 | 
                0.8023 | 
                 | 
             
            
                | R2 | 
                0.8070 | 
                0.8070 | 
                0.8013 | 
                 | 
             
            
                | R1 | 
                0.8032 | 
                0.8032 | 
                0.8003 | 
                0.8051 | 
             
            
                | PP | 
                0.7960 | 
                0.7960 | 
                0.7960 | 
                0.7970 | 
             
            
                | S1 | 
                0.7922 | 
                0.7922 | 
                0.7983 | 
                0.7941 | 
             
            
                | S2 | 
                0.7850 | 
                0.7850 | 
                0.7973 | 
                 | 
             
            
                | S3 | 
                0.7740 | 
                0.7812 | 
                0.7963 | 
                 | 
             
            
                | S4 | 
                0.7630 | 
                0.7702 | 
                0.7933 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            0.8224 | 
         
        
            | 
2.618             | 
            0.8137 | 
         
        
            | 
1.618             | 
            0.8084 | 
         
        
            | 
1.000             | 
            0.8052 | 
         
        
            | 
0.618             | 
            0.8031 | 
         
        
            | 
HIGH             | 
            0.7999 | 
         
        
            | 
0.618             | 
            0.7978 | 
         
        
            | 
0.500             | 
            0.7972 | 
         
        
            | 
0.382             | 
            0.7966 | 
         
        
            | 
LOW             | 
            0.7946 | 
         
        
            | 
0.618             | 
            0.7913 | 
         
        
            | 
1.000             | 
            0.7893 | 
         
        
            | 
1.618             | 
            0.7860 | 
         
        
            | 
2.618             | 
            0.7807 | 
         
        
            | 
4.250             | 
            0.7720 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 21-Jul-2017 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                0.7986 | 
                                0.7982 | 
                             
                            
                                | PP | 
                                0.7979 | 
                                0.7970 | 
                             
                            
                                | S1 | 
                                0.7972 | 
                                0.7959 | 
                             
             
         |