CME Canadian Dollar Future December 2017
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 31-Jul-2017 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    28-Jul-2017 | 
                    31-Jul-2017 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        0.7983 | 
                        0.8055 | 
                        0.0072 | 
                        0.9% | 
                        0.7990 | 
                     
                    
                        | High | 
                        0.8063 | 
                        0.8055 | 
                        -0.0008 | 
                        -0.1% | 
                        0.8067 | 
                     
                    
                        | Low | 
                        0.7970 | 
                        0.7994 | 
                        0.0024 | 
                        0.3% | 
                        0.7965 | 
                     
                    
                        | Close | 
                        0.8056 | 
                        0.8042 | 
                        -0.0013 | 
                        -0.2% | 
                        0.8056 | 
                     
                    
                        | Range | 
                        0.0093 | 
                        0.0061 | 
                        -0.0032 | 
                        -34.4% | 
                        0.0103 | 
                     
                    
                        | ATR | 
                        0.0060 | 
                        0.0060 | 
                        0.0000 | 
                        0.2% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        564 | 
                        268 | 
                        -296 | 
                        -52.5% | 
                        2,539 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 31-Jul-2017 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                0.8213 | 
                0.8189 | 
                0.8076 | 
                 | 
             
            
                | R3 | 
                0.8152 | 
                0.8128 | 
                0.8059 | 
                 | 
             
            
                | R2 | 
                0.8091 | 
                0.8091 | 
                0.8053 | 
                 | 
             
            
                | R1 | 
                0.8067 | 
                0.8067 | 
                0.8048 | 
                0.8049 | 
             
            
                | PP | 
                0.8030 | 
                0.8030 | 
                0.8030 | 
                0.8021 | 
             
            
                | S1 | 
                0.8006 | 
                0.8006 | 
                0.8036 | 
                0.7988 | 
             
            
                | S2 | 
                0.7969 | 
                0.7969 | 
                0.8031 | 
                 | 
             
            
                | S3 | 
                0.7908 | 
                0.7945 | 
                0.8025 | 
                 | 
             
            
                | S4 | 
                0.7847 | 
                0.7884 | 
                0.8008 | 
                 | 
             
     
 | 
    
        
            | 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             | 
            0.8314 | 
         
        
            | 
2.618             | 
            0.8215 | 
         
        
            | 
1.618             | 
            0.8154 | 
         
        
            | 
1.000             | 
            0.8116 | 
         
        
            | 
0.618             | 
            0.8093 | 
         
        
            | 
HIGH             | 
            0.8055 | 
         
        
            | 
0.618             | 
            0.8032 | 
         
        
            | 
0.500             | 
            0.8025 | 
         
        
            | 
0.382             | 
            0.8017 | 
         
        
            | 
LOW             | 
            0.7994 | 
         
        
            | 
0.618             | 
            0.7956 | 
         
        
            | 
1.000             | 
            0.7933 | 
         
        
            | 
1.618             | 
            0.7895 | 
         
        
            | 
2.618             | 
            0.7834 | 
         
        
            | 
4.250             | 
            0.7735 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 31-Jul-2017 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                0.8036 | 
                                0.8033 | 
                             
                            
                                | PP | 
                                0.8030 | 
                                0.8024 | 
                             
                            
                                | S1 | 
                                0.8025 | 
                                0.8015 | 
                             
             
         |