CME Canadian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 12-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2017 |
12-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7767 |
0.7749 |
-0.0018 |
-0.2% |
0.7720 |
| High |
0.7770 |
0.7894 |
0.0124 |
1.6% |
0.7785 |
| Low |
0.7735 |
0.7737 |
0.0002 |
0.0% |
0.7693 |
| Close |
0.7753 |
0.7869 |
0.0116 |
1.5% |
0.7773 |
| Range |
0.0035 |
0.0157 |
0.0122 |
355.1% |
0.0092 |
| ATR |
0.0050 |
0.0057 |
0.0008 |
15.5% |
0.0000 |
| Volume |
69,123 |
139,977 |
70,854 |
102.5% |
315,185 |
|
| Daily Pivots for day following 12-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8304 |
0.8244 |
0.7955 |
|
| R3 |
0.8147 |
0.8087 |
0.7912 |
|
| R2 |
0.7990 |
0.7990 |
0.7898 |
|
| R1 |
0.7930 |
0.7930 |
0.7883 |
0.7960 |
| PP |
0.7833 |
0.7833 |
0.7833 |
0.7849 |
| S1 |
0.7773 |
0.7773 |
0.7855 |
0.7803 |
| S2 |
0.7676 |
0.7676 |
0.7840 |
|
| S3 |
0.7519 |
0.7616 |
0.7826 |
|
| S4 |
0.7362 |
0.7459 |
0.7783 |
|
|
| 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 |
0.7894 |
0.7705 |
0.0189 |
2.4% |
0.0069 |
0.9% |
87% |
True |
False |
86,021 |
| 10 |
0.7894 |
0.7588 |
0.0307 |
3.9% |
0.0061 |
0.8% |
92% |
True |
False |
88,844 |
| 20 |
0.7894 |
0.7504 |
0.0390 |
5.0% |
0.0056 |
0.7% |
94% |
True |
False |
78,757 |
| 40 |
0.7894 |
0.7332 |
0.0562 |
7.1% |
0.0050 |
0.6% |
96% |
True |
False |
42,624 |
| 60 |
0.7894 |
0.7267 |
0.0627 |
8.0% |
0.0050 |
0.6% |
96% |
True |
False |
28,550 |
| 80 |
0.7894 |
0.7267 |
0.0627 |
8.0% |
0.0047 |
0.6% |
96% |
True |
False |
21,442 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8561 |
|
2.618 |
0.8305 |
|
1.618 |
0.8148 |
|
1.000 |
0.8051 |
|
0.618 |
0.7991 |
|
HIGH |
0.7894 |
|
0.618 |
0.7834 |
|
0.500 |
0.7816 |
|
0.382 |
0.7797 |
|
LOW |
0.7737 |
|
0.618 |
0.7640 |
|
1.000 |
0.7580 |
|
1.618 |
0.7483 |
|
2.618 |
0.7326 |
|
4.250 |
0.7070 |
|
|
| Fisher Pivots for day following 12-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7851 |
0.7851 |
| PP |
0.7833 |
0.7833 |
| S1 |
0.7816 |
0.7815 |
|