CME Canadian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 29-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2017 |
29-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8026 |
0.7988 |
-0.0038 |
-0.5% |
0.7961 |
| High |
0.8046 |
0.8048 |
0.0002 |
0.0% |
0.8030 |
| Low |
0.8003 |
0.7978 |
-0.0025 |
-0.3% |
0.7942 |
| Close |
0.8013 |
0.7990 |
-0.0023 |
-0.3% |
0.8019 |
| Range |
0.0043 |
0.0070 |
0.0027 |
64.7% |
0.0088 |
| ATR |
0.0051 |
0.0052 |
0.0001 |
2.7% |
0.0000 |
| Volume |
548 |
1,035 |
487 |
88.9% |
1,917 |
|
| Daily Pivots for day following 29-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8215 |
0.8172 |
0.8028 |
|
| R3 |
0.8145 |
0.8102 |
0.8009 |
|
| R2 |
0.8075 |
0.8075 |
0.8003 |
|
| R1 |
0.8032 |
0.8032 |
0.7996 |
0.8054 |
| PP |
0.8005 |
0.8005 |
0.8005 |
0.8016 |
| S1 |
0.7963 |
0.7963 |
0.7984 |
0.7984 |
| S2 |
0.7935 |
0.7935 |
0.7977 |
|
| S3 |
0.7865 |
0.7893 |
0.7971 |
|
| S4 |
0.7795 |
0.7823 |
0.7952 |
|
|
| Weekly Pivots for week ending 25-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8262 |
0.8229 |
0.8068 |
|
| R3 |
0.8174 |
0.8141 |
0.8043 |
|
| R2 |
0.8085 |
0.8085 |
0.8035 |
|
| R1 |
0.8052 |
0.8052 |
0.8027 |
0.8069 |
| PP |
0.7997 |
0.7997 |
0.7997 |
0.8005 |
| S1 |
0.7964 |
0.7964 |
0.8011 |
0.7980 |
| S2 |
0.7908 |
0.7908 |
0.8003 |
|
| S3 |
0.7820 |
0.7875 |
0.7995 |
|
| S4 |
0.7731 |
0.7787 |
0.7970 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8048 |
0.7948 |
0.0100 |
1.3% |
0.0045 |
0.6% |
43% |
True |
False |
528 |
| 10 |
0.8048 |
0.7842 |
0.0206 |
2.6% |
0.0054 |
0.7% |
72% |
True |
False |
497 |
| 20 |
0.8048 |
0.7836 |
0.0212 |
2.6% |
0.0049 |
0.6% |
73% |
True |
False |
478 |
| 40 |
0.8067 |
0.7701 |
0.0366 |
4.6% |
0.0055 |
0.7% |
79% |
False |
False |
429 |
| 60 |
0.8067 |
0.7422 |
0.0646 |
8.1% |
0.0053 |
0.7% |
88% |
False |
False |
403 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8345 |
|
2.618 |
0.8231 |
|
1.618 |
0.8161 |
|
1.000 |
0.8117 |
|
0.618 |
0.8091 |
|
HIGH |
0.8048 |
|
0.618 |
0.8021 |
|
0.500 |
0.8013 |
|
0.382 |
0.8004 |
|
LOW |
0.7978 |
|
0.618 |
0.7934 |
|
1.000 |
0.7908 |
|
1.618 |
0.7864 |
|
2.618 |
0.7794 |
|
4.250 |
0.7680 |
|
|
| Fisher Pivots for day following 29-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8013 |
0.8013 |
| PP |
0.8005 |
0.8005 |
| S1 |
0.7998 |
0.7998 |
|