CME Canadian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 22-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2017 |
22-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7961 |
0.7975 |
0.0014 |
0.2% |
0.7893 |
| High |
0.7975 |
0.7993 |
0.0018 |
0.2% |
0.7973 |
| Low |
0.7942 |
0.7950 |
0.0008 |
0.1% |
0.7836 |
| Close |
0.7967 |
0.7970 |
0.0002 |
0.0% |
0.7961 |
| Range |
0.0033 |
0.0043 |
0.0010 |
28.4% |
0.0137 |
| ATR |
0.0056 |
0.0055 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
392 |
464 |
72 |
18.4% |
2,450 |
|
| Daily Pivots for day following 22-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8100 |
0.8078 |
0.7993 |
|
| R3 |
0.8057 |
0.8035 |
0.7981 |
|
| R2 |
0.8014 |
0.8014 |
0.7977 |
|
| R1 |
0.7992 |
0.7992 |
0.7973 |
0.7981 |
| PP |
0.7971 |
0.7971 |
0.7971 |
0.7965 |
| S1 |
0.7949 |
0.7949 |
0.7966 |
0.7938 |
| S2 |
0.7928 |
0.7928 |
0.7962 |
|
| S3 |
0.7885 |
0.7906 |
0.7958 |
|
| S4 |
0.7842 |
0.7863 |
0.7946 |
|
|
| 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 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7993 |
0.7842 |
0.0151 |
1.9% |
0.0062 |
0.8% |
85% |
True |
False |
465 |
| 10 |
0.7993 |
0.7836 |
0.0157 |
2.0% |
0.0052 |
0.7% |
85% |
True |
False |
454 |
| 20 |
0.8067 |
0.7836 |
0.0231 |
2.9% |
0.0058 |
0.7% |
58% |
False |
False |
473 |
| 40 |
0.8067 |
0.7564 |
0.0504 |
6.3% |
0.0056 |
0.7% |
81% |
False |
False |
406 |
| 60 |
0.8067 |
0.7411 |
0.0656 |
8.2% |
0.0052 |
0.6% |
85% |
False |
False |
364 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8175 |
|
2.618 |
0.8105 |
|
1.618 |
0.8062 |
|
1.000 |
0.8036 |
|
0.618 |
0.8019 |
|
HIGH |
0.7993 |
|
0.618 |
0.7976 |
|
0.500 |
0.7971 |
|
0.382 |
0.7966 |
|
LOW |
0.7950 |
|
0.618 |
0.7923 |
|
1.000 |
0.7907 |
|
1.618 |
0.7880 |
|
2.618 |
0.7837 |
|
4.250 |
0.7767 |
|
|
| Fisher Pivots for day following 22-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7971 |
0.7960 |
| PP |
0.7971 |
0.7951 |
| S1 |
0.7970 |
0.7942 |
|