CME Canadian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 24-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2017 |
24-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7970 |
0.7977 |
0.0008 |
0.1% |
0.7893 |
| High |
0.7982 |
0.8000 |
0.0018 |
0.2% |
0.7973 |
| Low |
0.7948 |
0.7971 |
0.0024 |
0.3% |
0.7836 |
| Close |
0.7980 |
0.7993 |
0.0013 |
0.2% |
0.7961 |
| Range |
0.0035 |
0.0029 |
-0.0006 |
-17.4% |
0.0137 |
| ATR |
0.0053 |
0.0051 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
365 |
188 |
-177 |
-48.5% |
2,450 |
|
| Daily Pivots for day following 24-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8073 |
0.8061 |
0.8008 |
|
| R3 |
0.8045 |
0.8033 |
0.8000 |
|
| R2 |
0.8016 |
0.8016 |
0.7998 |
|
| R1 |
0.8004 |
0.8004 |
0.7995 |
0.8010 |
| PP |
0.7988 |
0.7988 |
0.7988 |
0.7991 |
| S1 |
0.7976 |
0.7976 |
0.7990 |
0.7982 |
| S2 |
0.7959 |
0.7959 |
0.7987 |
|
| S3 |
0.7931 |
0.7947 |
0.7985 |
|
| S4 |
0.7902 |
0.7919 |
0.7977 |
|
|
| 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 |
0.8000 |
0.7891 |
0.0109 |
1.4% |
0.0044 |
0.6% |
94% |
True |
False |
406 |
| 10 |
0.8000 |
0.7836 |
0.0164 |
2.0% |
0.0051 |
0.6% |
96% |
True |
False |
428 |
| 20 |
0.8063 |
0.7836 |
0.0227 |
2.8% |
0.0052 |
0.6% |
69% |
False |
False |
433 |
| 40 |
0.8067 |
0.7687 |
0.0381 |
4.8% |
0.0054 |
0.7% |
80% |
False |
False |
390 |
| 60 |
0.8067 |
0.7411 |
0.0656 |
8.2% |
0.0051 |
0.6% |
89% |
False |
False |
371 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8121 |
|
2.618 |
0.8074 |
|
1.618 |
0.8046 |
|
1.000 |
0.8028 |
|
0.618 |
0.8017 |
|
HIGH |
0.8000 |
|
0.618 |
0.7989 |
|
0.500 |
0.7985 |
|
0.382 |
0.7982 |
|
LOW |
0.7971 |
|
0.618 |
0.7953 |
|
1.000 |
0.7942 |
|
1.618 |
0.7925 |
|
2.618 |
0.7896 |
|
4.250 |
0.7850 |
|
|
| Fisher Pivots for day following 24-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7990 |
0.7986 |
| PP |
0.7988 |
0.7980 |
| S1 |
0.7985 |
0.7974 |
|