CME Canadian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 20-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2017 |
20-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8137 |
0.8142 |
0.0005 |
0.1% |
0.8232 |
| High |
0.8164 |
0.8202 |
0.0039 |
0.5% |
0.8279 |
| Low |
0.8128 |
0.8075 |
-0.0053 |
-0.7% |
0.8174 |
| Close |
0.8153 |
0.8099 |
-0.0055 |
-0.7% |
0.8214 |
| Range |
0.0036 |
0.0127 |
0.0092 |
259.2% |
0.0106 |
| ATR |
0.0069 |
0.0073 |
0.0004 |
6.1% |
0.0000 |
| Volume |
61,256 |
97,445 |
36,189 |
59.1% |
321,126 |
|
| Daily Pivots for day following 20-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8507 |
0.8430 |
0.8169 |
|
| R3 |
0.8380 |
0.8303 |
0.8134 |
|
| R2 |
0.8252 |
0.8252 |
0.8122 |
|
| R1 |
0.8175 |
0.8175 |
0.8110 |
0.8150 |
| PP |
0.8125 |
0.8125 |
0.8125 |
0.8112 |
| S1 |
0.8048 |
0.8048 |
0.8087 |
0.8023 |
| S2 |
0.7998 |
0.7998 |
0.8075 |
|
| S3 |
0.7870 |
0.7921 |
0.8063 |
|
| S4 |
0.7743 |
0.7793 |
0.8028 |
|
|
| 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 |
0.8255 |
0.8075 |
0.0180 |
2.2% |
0.0080 |
1.0% |
13% |
False |
True |
91,285 |
| 10 |
0.8293 |
0.8075 |
0.0218 |
2.7% |
0.0074 |
0.9% |
11% |
False |
True |
59,126 |
| 20 |
0.8293 |
0.7906 |
0.0387 |
4.8% |
0.0075 |
0.9% |
50% |
False |
False |
31,062 |
| 40 |
0.8293 |
0.7836 |
0.0457 |
5.6% |
0.0066 |
0.8% |
57% |
False |
False |
15,767 |
| 60 |
0.8293 |
0.7564 |
0.0730 |
9.0% |
0.0063 |
0.8% |
73% |
False |
False |
10,625 |
| 80 |
0.8293 |
0.7411 |
0.0882 |
10.9% |
0.0058 |
0.7% |
78% |
False |
False |
8,039 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8744 |
|
2.618 |
0.8536 |
|
1.618 |
0.8408 |
|
1.000 |
0.8329 |
|
0.618 |
0.8281 |
|
HIGH |
0.8202 |
|
0.618 |
0.8153 |
|
0.500 |
0.8138 |
|
0.382 |
0.8123 |
|
LOW |
0.8075 |
|
0.618 |
0.7996 |
|
1.000 |
0.7947 |
|
1.618 |
0.7868 |
|
2.618 |
0.7741 |
|
4.250 |
0.7533 |
|
|
| Fisher Pivots for day following 20-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8138 |
0.8147 |
| PP |
0.8125 |
0.8131 |
| S1 |
0.8112 |
0.8115 |
|