CME Canadian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 07-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2017 |
07-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7961 |
0.7916 |
-0.0045 |
-0.6% |
0.8055 |
| High |
0.7980 |
0.7929 |
-0.0051 |
-0.6% |
0.8055 |
| Low |
0.7907 |
0.7879 |
-0.0029 |
-0.4% |
0.7907 |
| Close |
0.7917 |
0.7899 |
-0.0018 |
-0.2% |
0.7917 |
| Range |
0.0073 |
0.0051 |
-0.0022 |
-30.8% |
0.0148 |
| ATR |
0.0059 |
0.0058 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
476 |
343 |
-133 |
-27.9% |
2,227 |
|
| Daily Pivots for day following 07-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8054 |
0.8027 |
0.7926 |
|
| R3 |
0.8003 |
0.7976 |
0.7912 |
|
| R2 |
0.7953 |
0.7953 |
0.7908 |
|
| R1 |
0.7926 |
0.7926 |
0.7903 |
0.7914 |
| PP |
0.7902 |
0.7902 |
0.7902 |
0.7896 |
| S1 |
0.7875 |
0.7875 |
0.7894 |
0.7863 |
| S2 |
0.7851 |
0.7851 |
0.7889 |
|
| S3 |
0.7801 |
0.7824 |
0.7885 |
|
| S4 |
0.7750 |
0.7774 |
0.7871 |
|
|
| Weekly Pivots for week ending 04-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8403 |
0.8308 |
0.7998 |
|
| R3 |
0.8255 |
0.8160 |
0.7957 |
|
| R2 |
0.8107 |
0.8107 |
0.7944 |
|
| R1 |
0.8012 |
0.8012 |
0.7930 |
0.7986 |
| PP |
0.7960 |
0.7960 |
0.7960 |
0.7946 |
| S1 |
0.7864 |
0.7864 |
0.7903 |
0.7838 |
| S2 |
0.7812 |
0.7812 |
0.7889 |
|
| S3 |
0.7664 |
0.7716 |
0.7876 |
|
| S4 |
0.7516 |
0.7568 |
0.7835 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8144 |
|
2.618 |
0.8061 |
|
1.618 |
0.8011 |
|
1.000 |
0.7980 |
|
0.618 |
0.7960 |
|
HIGH |
0.7929 |
|
0.618 |
0.7910 |
|
0.500 |
0.7904 |
|
0.382 |
0.7898 |
|
LOW |
0.7879 |
|
0.618 |
0.7847 |
|
1.000 |
0.7828 |
|
1.618 |
0.7797 |
|
2.618 |
0.7746 |
|
4.250 |
0.7664 |
|
|
| Fisher Pivots for day following 07-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7904 |
0.7929 |
| PP |
0.7902 |
0.7919 |
| S1 |
0.7900 |
0.7909 |
|