CME Canadian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 21-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2017 |
21-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7897 |
0.7961 |
0.0064 |
0.8% |
0.7893 |
| High |
0.7973 |
0.7975 |
0.0003 |
0.0% |
0.7973 |
| Low |
0.7891 |
0.7942 |
0.0051 |
0.6% |
0.7836 |
| Close |
0.7961 |
0.7967 |
0.0006 |
0.1% |
0.7961 |
| Range |
0.0082 |
0.0033 |
-0.0048 |
-58.9% |
0.0137 |
| ATR |
0.0057 |
0.0056 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
622 |
392 |
-230 |
-37.0% |
2,450 |
|
| Daily Pivots for day following 21-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8062 |
0.8048 |
0.7985 |
|
| R3 |
0.8028 |
0.8014 |
0.7976 |
|
| R2 |
0.7995 |
0.7995 |
0.7973 |
|
| R1 |
0.7981 |
0.7981 |
0.7970 |
0.7988 |
| PP |
0.7961 |
0.7961 |
0.7961 |
0.7965 |
| S1 |
0.7947 |
0.7947 |
0.7964 |
0.7954 |
| S2 |
0.7928 |
0.7928 |
0.7961 |
|
| S3 |
0.7894 |
0.7914 |
0.7958 |
|
| S4 |
0.7861 |
0.7880 |
0.7949 |
|
|
| Weekly Pivots for week ending 18-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8333 |
0.8283 |
0.8036 |
|
| R3 |
0.8196 |
0.8147 |
0.7999 |
|
| R2 |
0.8060 |
0.8060 |
0.7986 |
|
| R1 |
0.8010 |
0.8010 |
0.7974 |
0.8035 |
| PP |
0.7923 |
0.7923 |
0.7923 |
0.7936 |
| S1 |
0.7874 |
0.7874 |
0.7948 |
0.7899 |
| S2 |
0.7787 |
0.7787 |
0.7936 |
|
| S3 |
0.7650 |
0.7737 |
0.7923 |
|
| S4 |
0.7514 |
0.7601 |
0.7886 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8117 |
|
2.618 |
0.8063 |
|
1.618 |
0.8029 |
|
1.000 |
0.8008 |
|
0.618 |
0.7996 |
|
HIGH |
0.7975 |
|
0.618 |
0.7962 |
|
0.500 |
0.7958 |
|
0.382 |
0.7954 |
|
LOW |
0.7942 |
|
0.618 |
0.7921 |
|
1.000 |
0.7908 |
|
1.618 |
0.7887 |
|
2.618 |
0.7854 |
|
4.250 |
0.7799 |
|
|
| Fisher Pivots for day following 21-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7964 |
0.7956 |
| PP |
0.7961 |
0.7944 |
| S1 |
0.7958 |
0.7933 |
|