CME Canadian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 07-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2017 |
07-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8086 |
0.8179 |
0.0093 |
1.2% |
0.8026 |
| High |
0.8242 |
0.8261 |
0.0019 |
0.2% |
0.8110 |
| Low |
0.8061 |
0.8174 |
0.0113 |
1.4% |
0.7906 |
| Close |
0.8180 |
0.8236 |
0.0056 |
0.7% |
0.8078 |
| Range |
0.0181 |
0.0088 |
-0.0094 |
-51.7% |
0.0204 |
| ATR |
0.0070 |
0.0071 |
0.0001 |
1.8% |
0.0000 |
| Volume |
17,712 |
7,618 |
-10,094 |
-57.0% |
8,815 |
|
| Daily Pivots for day following 07-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8486 |
0.8448 |
0.8284 |
|
| R3 |
0.8398 |
0.8361 |
0.8260 |
|
| R2 |
0.8311 |
0.8311 |
0.8252 |
|
| R1 |
0.8273 |
0.8273 |
0.8244 |
0.8292 |
| PP |
0.8223 |
0.8223 |
0.8223 |
0.8233 |
| S1 |
0.8186 |
0.8186 |
0.8227 |
0.8205 |
| S2 |
0.8136 |
0.8136 |
0.8219 |
|
| S3 |
0.8048 |
0.8098 |
0.8211 |
|
| S4 |
0.7961 |
0.8011 |
0.8187 |
|
|
| Weekly Pivots for week ending 01-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8643 |
0.8564 |
0.8190 |
|
| R3 |
0.8439 |
0.8360 |
0.8134 |
|
| R2 |
0.8235 |
0.8235 |
0.8115 |
|
| R1 |
0.8156 |
0.8156 |
0.8096 |
0.8195 |
| PP |
0.8031 |
0.8031 |
0.8031 |
0.8051 |
| S1 |
0.7952 |
0.7952 |
0.8059 |
0.7992 |
| S2 |
0.7827 |
0.7827 |
0.8040 |
|
| S3 |
0.7623 |
0.7748 |
0.8021 |
|
| S4 |
0.7419 |
0.7544 |
0.7965 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8261 |
0.7906 |
0.0355 |
4.3% |
0.0108 |
1.3% |
93% |
True |
False |
6,698 |
| 10 |
0.8261 |
0.7906 |
0.0355 |
4.3% |
0.0081 |
1.0% |
93% |
True |
False |
3,723 |
| 20 |
0.8261 |
0.7836 |
0.0425 |
5.2% |
0.0067 |
0.8% |
94% |
True |
False |
2,090 |
| 40 |
0.8261 |
0.7836 |
0.0425 |
5.2% |
0.0061 |
0.7% |
94% |
True |
False |
1,226 |
| 60 |
0.8261 |
0.7514 |
0.0748 |
9.1% |
0.0058 |
0.7% |
97% |
True |
False |
949 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8633 |
|
2.618 |
0.8490 |
|
1.618 |
0.8403 |
|
1.000 |
0.8349 |
|
0.618 |
0.8315 |
|
HIGH |
0.8261 |
|
0.618 |
0.8228 |
|
0.500 |
0.8217 |
|
0.382 |
0.8207 |
|
LOW |
0.8174 |
|
0.618 |
0.8119 |
|
1.000 |
0.8086 |
|
1.618 |
0.8032 |
|
2.618 |
0.7944 |
|
4.250 |
0.7802 |
|
|
| Fisher Pivots for day following 07-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8229 |
0.8210 |
| PP |
0.8223 |
0.8184 |
| S1 |
0.8217 |
0.8158 |
|