CME Canadian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 23-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2017 |
23-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7975 |
0.7970 |
-0.0006 |
-0.1% |
0.7893 |
| High |
0.7993 |
0.7982 |
-0.0011 |
-0.1% |
0.7973 |
| Low |
0.7950 |
0.7948 |
-0.0002 |
0.0% |
0.7836 |
| Close |
0.7970 |
0.7980 |
0.0011 |
0.1% |
0.7961 |
| Range |
0.0043 |
0.0035 |
-0.0008 |
-19.8% |
0.0137 |
| ATR |
0.0055 |
0.0053 |
-0.0001 |
-2.6% |
0.0000 |
| Volume |
464 |
365 |
-99 |
-21.3% |
2,450 |
|
| Daily Pivots for day following 23-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8073 |
0.8061 |
0.7999 |
|
| R3 |
0.8039 |
0.8027 |
0.7989 |
|
| R2 |
0.8004 |
0.8004 |
0.7986 |
|
| R1 |
0.7992 |
0.7992 |
0.7983 |
0.7998 |
| PP |
0.7970 |
0.7970 |
0.7970 |
0.7973 |
| S1 |
0.7958 |
0.7958 |
0.7977 |
0.7964 |
| S2 |
0.7935 |
0.7935 |
0.7974 |
|
| S3 |
0.7901 |
0.7923 |
0.7971 |
|
| S4 |
0.7866 |
0.7889 |
0.7961 |
|
|
| 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 |
0.7891 |
0.0102 |
1.3% |
0.0050 |
0.6% |
88% |
False |
False |
436 |
| 10 |
0.7993 |
0.7836 |
0.0157 |
2.0% |
0.0052 |
0.7% |
92% |
False |
False |
456 |
| 20 |
0.8066 |
0.7836 |
0.0230 |
2.9% |
0.0055 |
0.7% |
63% |
False |
False |
463 |
| 40 |
0.8067 |
0.7599 |
0.0469 |
5.9% |
0.0056 |
0.7% |
81% |
False |
False |
400 |
| 60 |
0.8067 |
0.7411 |
0.0656 |
8.2% |
0.0052 |
0.6% |
87% |
False |
False |
369 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8129 |
|
2.618 |
0.8072 |
|
1.618 |
0.8038 |
|
1.000 |
0.8017 |
|
0.618 |
0.8003 |
|
HIGH |
0.7982 |
|
0.618 |
0.7969 |
|
0.500 |
0.7965 |
|
0.382 |
0.7961 |
|
LOW |
0.7948 |
|
0.618 |
0.7926 |
|
1.000 |
0.7913 |
|
1.618 |
0.7892 |
|
2.618 |
0.7857 |
|
4.250 |
0.7801 |
|
|
| Fisher Pivots for day following 23-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7975 |
0.7976 |
| PP |
0.7970 |
0.7971 |
| S1 |
0.7965 |
0.7967 |
|