CME Canadian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 03-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2017 |
03-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7703 |
0.7720 |
0.0017 |
0.2% |
0.7550 |
| High |
0.7734 |
0.7723 |
-0.0011 |
-0.1% |
0.7734 |
| Low |
0.7700 |
0.7695 |
-0.0005 |
-0.1% |
0.7548 |
| Close |
0.7724 |
0.7702 |
-0.0022 |
-0.3% |
0.7724 |
| Range |
0.0034 |
0.0028 |
-0.0006 |
-17.6% |
0.0186 |
| ATR |
0.0051 |
0.0049 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
79,743 |
51,173 |
-28,570 |
-35.8% |
425,062 |
|
| Daily Pivots for day following 03-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7791 |
0.7774 |
0.7717 |
|
| R3 |
0.7763 |
0.7746 |
0.7710 |
|
| R2 |
0.7735 |
0.7735 |
0.7707 |
|
| R1 |
0.7718 |
0.7718 |
0.7705 |
0.7713 |
| PP |
0.7707 |
0.7707 |
0.7707 |
0.7704 |
| S1 |
0.7690 |
0.7690 |
0.7699 |
0.7685 |
| S2 |
0.7679 |
0.7679 |
0.7697 |
|
| S3 |
0.7651 |
0.7662 |
0.7694 |
|
| S4 |
0.7623 |
0.7634 |
0.7687 |
|
|
| Weekly Pivots for week ending 30-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8227 |
0.8161 |
0.7826 |
|
| R3 |
0.8041 |
0.7975 |
0.7775 |
|
| R2 |
0.7855 |
0.7855 |
0.7758 |
|
| R1 |
0.7789 |
0.7789 |
0.7741 |
0.7822 |
| PP |
0.7669 |
0.7669 |
0.7669 |
0.7685 |
| S1 |
0.7603 |
0.7603 |
0.7707 |
0.7636 |
| S2 |
0.7483 |
0.7483 |
0.7690 |
|
| S3 |
0.7297 |
0.7417 |
0.7673 |
|
| S4 |
0.7111 |
0.7231 |
0.7622 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7734 |
0.7553 |
0.0182 |
2.4% |
0.0054 |
0.7% |
82% |
False |
False |
86,417 |
| 10 |
0.7734 |
0.7504 |
0.0230 |
3.0% |
0.0053 |
0.7% |
86% |
False |
False |
73,902 |
| 20 |
0.7734 |
0.7407 |
0.0328 |
4.3% |
0.0051 |
0.7% |
90% |
False |
False |
57,595 |
| 40 |
0.7734 |
0.7279 |
0.0455 |
5.9% |
0.0048 |
0.6% |
93% |
False |
False |
29,314 |
| 60 |
0.7734 |
0.7267 |
0.0468 |
6.1% |
0.0048 |
0.6% |
93% |
False |
False |
19,653 |
| 80 |
0.7734 |
0.7267 |
0.0468 |
6.1% |
0.0046 |
0.6% |
93% |
False |
False |
14,761 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7842 |
|
2.618 |
0.7796 |
|
1.618 |
0.7768 |
|
1.000 |
0.7751 |
|
0.618 |
0.7740 |
|
HIGH |
0.7723 |
|
0.618 |
0.7712 |
|
0.500 |
0.7709 |
|
0.382 |
0.7706 |
|
LOW |
0.7695 |
|
0.618 |
0.7678 |
|
1.000 |
0.7667 |
|
1.618 |
0.7650 |
|
2.618 |
0.7622 |
|
4.250 |
0.7576 |
|
|
| Fisher Pivots for day following 03-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7709 |
0.7706 |
| PP |
0.7707 |
0.7705 |
| S1 |
0.7704 |
0.7703 |
|