CME Canadian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 05-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2017 |
05-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7720 |
0.7695 |
-0.0025 |
-0.3% |
0.7550 |
| High |
0.7723 |
0.7754 |
0.0031 |
0.4% |
0.7734 |
| Low |
0.7695 |
0.7693 |
-0.0002 |
0.0% |
0.7548 |
| Close |
0.7702 |
0.7718 |
0.0015 |
0.2% |
0.7724 |
| Range |
0.0028 |
0.0061 |
0.0033 |
117.9% |
0.0186 |
| ATR |
0.0049 |
0.0050 |
0.0001 |
1.7% |
0.0000 |
| Volume |
51,173 |
105,165 |
53,992 |
105.5% |
425,062 |
|
| Daily Pivots for day following 05-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7905 |
0.7872 |
0.7751 |
|
| R3 |
0.7844 |
0.7811 |
0.7734 |
|
| R2 |
0.7783 |
0.7783 |
0.7729 |
|
| R1 |
0.7750 |
0.7750 |
0.7723 |
0.7766 |
| PP |
0.7722 |
0.7722 |
0.7722 |
0.7730 |
| S1 |
0.7689 |
0.7689 |
0.7712 |
0.7705 |
| S2 |
0.7661 |
0.7661 |
0.7706 |
|
| S3 |
0.7600 |
0.7628 |
0.7701 |
|
| S4 |
0.7539 |
0.7567 |
0.7684 |
|
|
| 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 |
0.7754 |
0.7588 |
0.0167 |
2.2% |
0.0053 |
0.7% |
78% |
True |
False |
91,668 |
| 10 |
0.7754 |
0.7504 |
0.0250 |
3.2% |
0.0054 |
0.7% |
85% |
True |
False |
78,207 |
| 20 |
0.7754 |
0.7407 |
0.0347 |
4.5% |
0.0053 |
0.7% |
89% |
True |
False |
62,056 |
| 40 |
0.7754 |
0.7279 |
0.0475 |
6.2% |
0.0048 |
0.6% |
92% |
True |
False |
31,936 |
| 60 |
0.7754 |
0.7267 |
0.0487 |
6.3% |
0.0048 |
0.6% |
93% |
True |
False |
21,402 |
| 80 |
0.7754 |
0.7267 |
0.0487 |
6.3% |
0.0046 |
0.6% |
93% |
True |
False |
16,074 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8013 |
|
2.618 |
0.7914 |
|
1.618 |
0.7853 |
|
1.000 |
0.7815 |
|
0.618 |
0.7792 |
|
HIGH |
0.7754 |
|
0.618 |
0.7731 |
|
0.500 |
0.7724 |
|
0.382 |
0.7716 |
|
LOW |
0.7693 |
|
0.618 |
0.7655 |
|
1.000 |
0.7632 |
|
1.618 |
0.7594 |
|
2.618 |
0.7533 |
|
4.250 |
0.7434 |
|
|
| Fisher Pivots for day following 05-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7724 |
0.7724 |
| PP |
0.7722 |
0.7722 |
| S1 |
0.7720 |
0.7720 |
|