CME Canadian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 21-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2017 |
21-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8142 |
0.8117 |
-0.0025 |
-0.3% |
0.8232 |
| High |
0.8202 |
0.8121 |
-0.0082 |
-1.0% |
0.8279 |
| Low |
0.8075 |
0.8089 |
0.0015 |
0.2% |
0.8174 |
| Close |
0.8099 |
0.8105 |
0.0007 |
0.1% |
0.8214 |
| Range |
0.0127 |
0.0031 |
-0.0096 |
-75.3% |
0.0106 |
| ATR |
0.0073 |
0.0070 |
-0.0003 |
-4.1% |
0.0000 |
| Volume |
97,445 |
54,004 |
-43,441 |
-44.6% |
321,126 |
|
| Daily Pivots for day following 21-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8199 |
0.8184 |
0.8122 |
|
| R3 |
0.8168 |
0.8152 |
0.8114 |
|
| R2 |
0.8136 |
0.8136 |
0.8111 |
|
| R1 |
0.8121 |
0.8121 |
0.8108 |
0.8113 |
| PP |
0.8105 |
0.8105 |
0.8105 |
0.8101 |
| S1 |
0.8089 |
0.8089 |
0.8102 |
0.8081 |
| S2 |
0.8073 |
0.8073 |
0.8099 |
|
| S3 |
0.8042 |
0.8058 |
0.8096 |
|
| S4 |
0.8010 |
0.8026 |
0.8088 |
|
|
| 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% |
0.0075 |
0.9% |
17% |
False |
False |
82,651 |
| 10 |
0.8293 |
0.8075 |
0.0218 |
2.7% |
0.0068 |
0.8% |
14% |
False |
False |
63,765 |
| 20 |
0.8293 |
0.7906 |
0.0387 |
4.8% |
0.0075 |
0.9% |
51% |
False |
False |
33,744 |
| 40 |
0.8293 |
0.7836 |
0.0457 |
5.6% |
0.0065 |
0.8% |
59% |
False |
False |
17,104 |
| 60 |
0.8293 |
0.7599 |
0.0695 |
8.6% |
0.0062 |
0.8% |
73% |
False |
False |
11,515 |
| 80 |
0.8293 |
0.7411 |
0.0882 |
10.9% |
0.0057 |
0.7% |
79% |
False |
False |
8,713 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8254 |
|
2.618 |
0.8203 |
|
1.618 |
0.8171 |
|
1.000 |
0.8152 |
|
0.618 |
0.8140 |
|
HIGH |
0.8121 |
|
0.618 |
0.8108 |
|
0.500 |
0.8105 |
|
0.382 |
0.8101 |
|
LOW |
0.8089 |
|
0.618 |
0.8070 |
|
1.000 |
0.8058 |
|
1.618 |
0.8038 |
|
2.618 |
0.8007 |
|
4.250 |
0.7955 |
|
|
| Fisher Pivots for day following 21-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8105 |
0.8138 |
| PP |
0.8105 |
0.8127 |
| S1 |
0.8105 |
0.8116 |
|