CME Canadian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 10-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2017 |
10-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7715 |
0.7770 |
0.0056 |
0.7% |
0.7720 |
| High |
0.7785 |
0.7778 |
-0.0007 |
-0.1% |
0.7785 |
| Low |
0.7705 |
0.7741 |
0.0036 |
0.5% |
0.7693 |
| Close |
0.7773 |
0.7773 |
0.0000 |
0.0% |
0.7773 |
| Range |
0.0080 |
0.0038 |
-0.0043 |
-53.4% |
0.0092 |
| ATR |
0.0052 |
0.0051 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
86,727 |
62,158 |
-24,569 |
-28.3% |
315,185 |
|
| Daily Pivots for day following 10-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7876 |
0.7862 |
0.7793 |
|
| R3 |
0.7839 |
0.7824 |
0.7783 |
|
| R2 |
0.7801 |
0.7801 |
0.7779 |
|
| R1 |
0.7787 |
0.7787 |
0.7776 |
0.7794 |
| PP |
0.7764 |
0.7764 |
0.7764 |
0.7767 |
| S1 |
0.7749 |
0.7749 |
0.7769 |
0.7757 |
| S2 |
0.7726 |
0.7726 |
0.7766 |
|
| S3 |
0.7689 |
0.7712 |
0.7762 |
|
| S4 |
0.7651 |
0.7674 |
0.7752 |
|
|
| Weekly Pivots for week ending 07-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8026 |
0.7991 |
0.7823 |
|
| R3 |
0.7934 |
0.7899 |
0.7798 |
|
| R2 |
0.7842 |
0.7842 |
0.7789 |
|
| R1 |
0.7807 |
0.7807 |
0.7781 |
0.7825 |
| PP |
0.7750 |
0.7750 |
0.7750 |
0.7759 |
| S1 |
0.7715 |
0.7715 |
0.7764 |
0.7733 |
| S2 |
0.7658 |
0.7658 |
0.7756 |
|
| S3 |
0.7566 |
0.7623 |
0.7747 |
|
| S4 |
0.7474 |
0.7531 |
0.7722 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7785 |
0.7693 |
0.0092 |
1.2% |
0.0049 |
0.6% |
86% |
False |
False |
75,468 |
| 10 |
0.7785 |
0.7548 |
0.0237 |
3.0% |
0.0052 |
0.7% |
95% |
False |
False |
80,240 |
| 20 |
0.7785 |
0.7438 |
0.0348 |
4.5% |
0.0054 |
0.7% |
96% |
False |
False |
71,525 |
| 40 |
0.7785 |
0.7293 |
0.0493 |
6.3% |
0.0048 |
0.6% |
97% |
False |
False |
37,423 |
| 60 |
0.7785 |
0.7267 |
0.0518 |
6.7% |
0.0048 |
0.6% |
98% |
False |
False |
25,073 |
| 80 |
0.7785 |
0.7267 |
0.0518 |
6.7% |
0.0046 |
0.6% |
98% |
False |
False |
18,830 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7937 |
|
2.618 |
0.7876 |
|
1.618 |
0.7839 |
|
1.000 |
0.7816 |
|
0.618 |
0.7801 |
|
HIGH |
0.7778 |
|
0.618 |
0.7764 |
|
0.500 |
0.7759 |
|
0.382 |
0.7755 |
|
LOW |
0.7741 |
|
0.618 |
0.7717 |
|
1.000 |
0.7703 |
|
1.618 |
0.7680 |
|
2.618 |
0.7642 |
|
4.250 |
0.7581 |
|
|
| Fisher Pivots for day following 10-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7768 |
0.7763 |
| PP |
0.7764 |
0.7754 |
| S1 |
0.7759 |
0.7745 |
|