CME Canadian Dollar Future December 2017
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 28-Jul-2017 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    27-Jul-2017 | 
                    28-Jul-2017 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        0.8047 | 
                        0.7983 | 
                        -0.0065 | 
                        -0.8% | 
                        0.7990 | 
                     
                    
                        | High | 
                        0.8066 | 
                        0.8063 | 
                        -0.0003 | 
                        0.0% | 
                        0.8067 | 
                     
                    
                        | Low | 
                        0.7965 | 
                        0.7970 | 
                        0.0006 | 
                        0.1% | 
                        0.7965 | 
                     
                    
                        | Close | 
                        0.7976 | 
                        0.8056 | 
                        0.0080 | 
                        1.0% | 
                        0.8056 | 
                     
                    
                        | Range | 
                        0.0101 | 
                        0.0093 | 
                        -0.0009 | 
                        -8.4% | 
                        0.0103 | 
                     
                    
                        | ATR | 
                        0.0057 | 
                        0.0060 | 
                        0.0003 | 
                        4.5% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        798 | 
                        564 | 
                        -234 | 
                        -29.3% | 
                        2,539 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 28-Jul-2017 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                0.8308 | 
                0.8275 | 
                0.8107 | 
                 | 
             
            
                | R3 | 
                0.8215 | 
                0.8182 | 
                0.8081 | 
                 | 
             
            
                | R2 | 
                0.8122 | 
                0.8122 | 
                0.8073 | 
                 | 
             
            
                | R1 | 
                0.8089 | 
                0.8089 | 
                0.8064 | 
                0.8106 | 
             
            
                | PP | 
                0.8030 | 
                0.8030 | 
                0.8030 | 
                0.8038 | 
             
            
                | S1 | 
                0.7996 | 
                0.7996 | 
                0.8047 | 
                0.8013 | 
             
            
                | S2 | 
                0.7937 | 
                0.7937 | 
                0.8038 | 
                 | 
             
            
                | S3 | 
                0.7844 | 
                0.7903 | 
                0.8030 | 
                 | 
             
            
                | S4 | 
                0.7751 | 
                0.7810 | 
                0.8004 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 28-Jul-2017 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                0.8337 | 
                0.8299 | 
                0.8112 | 
                 | 
             
            
                | R3 | 
                0.8234 | 
                0.8196 | 
                0.8084 | 
                 | 
             
            
                | R2 | 
                0.8132 | 
                0.8132 | 
                0.8074 | 
                 | 
             
            
                | R1 | 
                0.8094 | 
                0.8094 | 
                0.8065 | 
                0.8113 | 
             
            
                | PP | 
                0.8029 | 
                0.8029 | 
                0.8029 | 
                0.8039 | 
             
            
                | S1 | 
                0.7991 | 
                0.7991 | 
                0.8046 | 
                0.8010 | 
             
            
                | S2 | 
                0.7927 | 
                0.7927 | 
                0.8037 | 
                 | 
             
            
                | S3 | 
                0.7824 | 
                0.7889 | 
                0.8027 | 
                 | 
             
            
                | S4 | 
                0.7722 | 
                0.7786 | 
                0.7999 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            0.8458 | 
         
        
            | 
2.618             | 
            0.8306 | 
         
        
            | 
1.618             | 
            0.8213 | 
         
        
            | 
1.000             | 
            0.8156 | 
         
        
            | 
0.618             | 
            0.8120 | 
         
        
            | 
HIGH             | 
            0.8063 | 
         
        
            | 
0.618             | 
            0.8027 | 
         
        
            | 
0.500             | 
            0.8017 | 
         
        
            | 
0.382             | 
            0.8006 | 
         
        
            | 
LOW             | 
            0.7970 | 
         
        
            | 
0.618             | 
            0.7913 | 
         
        
            | 
1.000             | 
            0.7877 | 
         
        
            | 
1.618             | 
            0.7820 | 
         
        
            | 
2.618             | 
            0.7727 | 
         
        
            | 
4.250             | 
            0.7575 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 28-Jul-2017 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                0.8043 | 
                                0.8042 | 
                             
                            
                                | PP | 
                                0.8030 | 
                                0.8029 | 
                             
                            
                                | S1 | 
                                0.8017 | 
                                0.8016 | 
                             
             
         |