CME Canadian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 29-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2017 |
29-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8019 |
0.8047 |
0.0028 |
0.3% |
0.8110 |
| High |
0.8058 |
0.8057 |
-0.0001 |
0.0% |
0.8125 |
| Low |
0.7992 |
0.7983 |
-0.0009 |
-0.1% |
0.7983 |
| Close |
0.8053 |
0.8026 |
-0.0027 |
-0.3% |
0.8026 |
| Range |
0.0067 |
0.0074 |
0.0008 |
11.3% |
0.0142 |
| ATR |
0.0069 |
0.0069 |
0.0000 |
0.5% |
0.0000 |
| Volume |
75,476 |
75,945 |
469 |
0.6% |
374,470 |
|
| Daily Pivots for day following 29-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8244 |
0.8209 |
0.8066 |
|
| R3 |
0.8170 |
0.8135 |
0.8046 |
|
| R2 |
0.8096 |
0.8096 |
0.8039 |
|
| R1 |
0.8061 |
0.8061 |
0.8032 |
0.8041 |
| PP |
0.8022 |
0.8022 |
0.8022 |
0.8012 |
| S1 |
0.7987 |
0.7987 |
0.8019 |
0.7967 |
| S2 |
0.7948 |
0.7948 |
0.8012 |
|
| S3 |
0.7874 |
0.7913 |
0.8005 |
|
| S4 |
0.7800 |
0.7839 |
0.7985 |
|
|
| Weekly Pivots for week ending 29-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8471 |
0.8390 |
0.8104 |
|
| R3 |
0.8329 |
0.8248 |
0.8065 |
|
| R2 |
0.8187 |
0.8187 |
0.8052 |
|
| R1 |
0.8106 |
0.8106 |
0.8039 |
0.8075 |
| PP |
0.8045 |
0.8045 |
0.8045 |
0.8029 |
| S1 |
0.7964 |
0.7964 |
0.8012 |
0.7933 |
| S2 |
0.7902 |
0.7902 |
0.7999 |
|
| S3 |
0.7760 |
0.7822 |
0.7986 |
|
| S4 |
0.7618 |
0.7680 |
0.7947 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8125 |
0.7983 |
0.0142 |
1.8% |
0.0068 |
0.8% |
30% |
False |
True |
74,894 |
| 10 |
0.8219 |
0.7983 |
0.0236 |
2.9% |
0.0071 |
0.9% |
18% |
False |
True |
75,410 |
| 20 |
0.8293 |
0.7983 |
0.0310 |
3.9% |
0.0075 |
0.9% |
14% |
False |
True |
56,116 |
| 40 |
0.8293 |
0.7836 |
0.0457 |
5.7% |
0.0065 |
0.8% |
41% |
False |
False |
28,365 |
| 60 |
0.8293 |
0.7712 |
0.0581 |
7.2% |
0.0064 |
0.8% |
54% |
False |
False |
19,036 |
| 80 |
0.8293 |
0.7422 |
0.0871 |
10.9% |
0.0060 |
0.7% |
69% |
False |
False |
14,371 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8372 |
|
2.618 |
0.8251 |
|
1.618 |
0.8177 |
|
1.000 |
0.8131 |
|
0.618 |
0.8103 |
|
HIGH |
0.8057 |
|
0.618 |
0.8029 |
|
0.500 |
0.8020 |
|
0.382 |
0.8011 |
|
LOW |
0.7983 |
|
0.618 |
0.7937 |
|
1.000 |
0.7909 |
|
1.618 |
0.7863 |
|
2.618 |
0.7789 |
|
4.250 |
0.7668 |
|
|
| Fisher Pivots for day following 29-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8024 |
0.8047 |
| PP |
0.8022 |
0.8040 |
| S1 |
0.8020 |
0.8033 |
|