CME Canadian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 30-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2017 |
30-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7988 |
0.8000 |
0.0012 |
0.2% |
0.7961 |
| High |
0.8048 |
0.8008 |
-0.0040 |
-0.5% |
0.8030 |
| Low |
0.7978 |
0.7922 |
-0.0056 |
-0.7% |
0.7942 |
| Close |
0.7990 |
0.7934 |
-0.0056 |
-0.7% |
0.8019 |
| Range |
0.0070 |
0.0086 |
0.0016 |
22.1% |
0.0088 |
| ATR |
0.0052 |
0.0054 |
0.0002 |
4.6% |
0.0000 |
| Volume |
1,035 |
1,461 |
426 |
41.2% |
1,917 |
|
| Daily Pivots for day following 30-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8211 |
0.8158 |
0.7981 |
|
| R3 |
0.8126 |
0.8073 |
0.7958 |
|
| R2 |
0.8040 |
0.8040 |
0.7950 |
|
| R1 |
0.7987 |
0.7987 |
0.7942 |
0.7971 |
| PP |
0.7955 |
0.7955 |
0.7955 |
0.7946 |
| S1 |
0.7902 |
0.7902 |
0.7926 |
0.7885 |
| S2 |
0.7869 |
0.7869 |
0.7918 |
|
| S3 |
0.7784 |
0.7816 |
0.7910 |
|
| S4 |
0.7698 |
0.7731 |
0.7887 |
|
|
| 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 |
0.7922 |
0.0126 |
1.6% |
0.0055 |
0.7% |
10% |
False |
True |
748 |
| 10 |
0.8048 |
0.7891 |
0.0157 |
2.0% |
0.0053 |
0.7% |
27% |
False |
False |
592 |
| 20 |
0.8048 |
0.7836 |
0.0212 |
2.7% |
0.0051 |
0.6% |
46% |
False |
False |
529 |
| 40 |
0.8067 |
0.7712 |
0.0355 |
4.5% |
0.0056 |
0.7% |
63% |
False |
False |
438 |
| 60 |
0.8067 |
0.7422 |
0.0646 |
8.1% |
0.0054 |
0.7% |
79% |
False |
False |
426 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8371 |
|
2.618 |
0.8231 |
|
1.618 |
0.8146 |
|
1.000 |
0.8093 |
|
0.618 |
0.8060 |
|
HIGH |
0.8008 |
|
0.618 |
0.7975 |
|
0.500 |
0.7965 |
|
0.382 |
0.7955 |
|
LOW |
0.7922 |
|
0.618 |
0.7869 |
|
1.000 |
0.7837 |
|
1.618 |
0.7784 |
|
2.618 |
0.7698 |
|
4.250 |
0.7559 |
|
|
| Fisher Pivots for day following 30-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7965 |
0.7985 |
| PP |
0.7955 |
0.7968 |
| S1 |
0.7944 |
0.7951 |
|