CME Canadian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 18-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2017 |
18-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8218 |
0.8208 |
-0.0010 |
-0.1% |
0.8232 |
| High |
0.8255 |
0.8219 |
-0.0036 |
-0.4% |
0.8279 |
| Low |
0.8186 |
0.8108 |
-0.0078 |
-1.0% |
0.8174 |
| Close |
0.8214 |
0.8129 |
-0.0084 |
-1.0% |
0.8214 |
| Range |
0.0069 |
0.0111 |
0.0042 |
60.9% |
0.0106 |
| ATR |
0.0068 |
0.0071 |
0.0003 |
4.5% |
0.0000 |
| Volume |
112,731 |
87,823 |
-24,908 |
-22.1% |
321,126 |
|
| Daily Pivots for day following 18-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8485 |
0.8418 |
0.8190 |
|
| R3 |
0.8374 |
0.8307 |
0.8160 |
|
| R2 |
0.8263 |
0.8263 |
0.8149 |
|
| R1 |
0.8196 |
0.8196 |
0.8139 |
0.8174 |
| PP |
0.8152 |
0.8152 |
0.8152 |
0.8141 |
| S1 |
0.8085 |
0.8085 |
0.8119 |
0.8063 |
| S2 |
0.8041 |
0.8041 |
0.8109 |
|
| S3 |
0.7930 |
0.7974 |
0.8098 |
|
| S4 |
0.7819 |
0.7863 |
0.8068 |
|
|
| Weekly Pivots for week ending 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8539 |
0.8482 |
0.8272 |
|
| R3 |
0.8433 |
0.8376 |
0.8243 |
|
| R2 |
0.8328 |
0.8328 |
0.8233 |
|
| R1 |
0.8271 |
0.8271 |
0.8223 |
0.8246 |
| PP |
0.8222 |
0.8222 |
0.8222 |
0.8210 |
| S1 |
0.8165 |
0.8165 |
0.8204 |
0.8141 |
| S2 |
0.8117 |
0.8117 |
0.8194 |
|
| S3 |
0.8011 |
0.8060 |
0.8184 |
|
| S4 |
0.7906 |
0.7954 |
0.8155 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8279 |
0.8108 |
0.0171 |
2.1% |
0.0074 |
0.9% |
12% |
False |
True |
78,618 |
| 10 |
0.8293 |
0.8054 |
0.0239 |
2.9% |
0.0082 |
1.0% |
31% |
False |
False |
45,266 |
| 20 |
0.8293 |
0.7906 |
0.0387 |
4.8% |
0.0071 |
0.9% |
58% |
False |
False |
23,169 |
| 40 |
0.8293 |
0.7836 |
0.0457 |
5.6% |
0.0064 |
0.8% |
64% |
False |
False |
11,815 |
| 60 |
0.8293 |
0.7536 |
0.0757 |
9.3% |
0.0061 |
0.8% |
78% |
False |
False |
7,986 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8691 |
|
2.618 |
0.8510 |
|
1.618 |
0.8399 |
|
1.000 |
0.8330 |
|
0.618 |
0.8288 |
|
HIGH |
0.8219 |
|
0.618 |
0.8177 |
|
0.500 |
0.8164 |
|
0.382 |
0.8150 |
|
LOW |
0.8108 |
|
0.618 |
0.8039 |
|
1.000 |
0.7997 |
|
1.618 |
0.7928 |
|
2.618 |
0.7817 |
|
4.250 |
0.7636 |
|
|
| Fisher Pivots for day following 18-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8164 |
0.8182 |
| PP |
0.8152 |
0.8164 |
| S1 |
0.8141 |
0.8147 |
|