CME Canadian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 31-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2017 |
31-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8000 |
0.7932 |
-0.0068 |
-0.8% |
0.7961 |
| High |
0.8008 |
0.8022 |
0.0015 |
0.2% |
0.8030 |
| Low |
0.7922 |
0.7906 |
-0.0016 |
-0.2% |
0.7942 |
| Close |
0.7934 |
0.8010 |
0.0076 |
1.0% |
0.8019 |
| Range |
0.0086 |
0.0117 |
0.0031 |
36.3% |
0.0088 |
| ATR |
0.0054 |
0.0059 |
0.0004 |
8.2% |
0.0000 |
| Volume |
1,461 |
2,388 |
927 |
63.4% |
1,917 |
|
| Daily Pivots for day following 31-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8329 |
0.8286 |
0.8074 |
|
| R3 |
0.8212 |
0.8169 |
0.8042 |
|
| R2 |
0.8096 |
0.8096 |
0.8031 |
|
| R1 |
0.8053 |
0.8053 |
0.8020 |
0.8074 |
| PP |
0.7979 |
0.7979 |
0.7979 |
0.7990 |
| S1 |
0.7936 |
0.7936 |
0.7999 |
0.7958 |
| S2 |
0.7863 |
0.7863 |
0.7988 |
|
| S3 |
0.7746 |
0.7820 |
0.7977 |
|
| S4 |
0.7630 |
0.7703 |
0.7945 |
|
|
| 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 |
0.7906 |
0.0142 |
1.8% |
0.0072 |
0.9% |
73% |
False |
True |
1,188 |
| 10 |
0.8048 |
0.7891 |
0.0157 |
2.0% |
0.0058 |
0.7% |
76% |
False |
False |
797 |
| 20 |
0.8048 |
0.7836 |
0.0212 |
2.6% |
0.0055 |
0.7% |
82% |
False |
False |
614 |
| 40 |
0.8067 |
0.7712 |
0.0355 |
4.4% |
0.0058 |
0.7% |
84% |
False |
False |
496 |
| 60 |
0.8067 |
0.7422 |
0.0646 |
8.1% |
0.0055 |
0.7% |
91% |
False |
False |
455 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8517 |
|
2.618 |
0.8327 |
|
1.618 |
0.8210 |
|
1.000 |
0.8139 |
|
0.618 |
0.8094 |
|
HIGH |
0.8022 |
|
0.618 |
0.7977 |
|
0.500 |
0.7964 |
|
0.382 |
0.7950 |
|
LOW |
0.7906 |
|
0.618 |
0.7834 |
|
1.000 |
0.7789 |
|
1.618 |
0.7717 |
|
2.618 |
0.7601 |
|
4.250 |
0.7410 |
|
|
| Fisher Pivots for day following 31-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7994 |
0.7999 |
| PP |
0.7979 |
0.7988 |
| S1 |
0.7964 |
0.7977 |
|