CME Canadian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 13-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2017 |
13-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7749 |
0.7856 |
0.0106 |
1.4% |
0.7720 |
| High |
0.7894 |
0.7869 |
-0.0026 |
-0.3% |
0.7785 |
| Low |
0.7737 |
0.7838 |
0.0101 |
1.3% |
0.7693 |
| Close |
0.7869 |
0.7866 |
-0.0003 |
0.0% |
0.7773 |
| Range |
0.0157 |
0.0031 |
-0.0126 |
-80.3% |
0.0092 |
| ATR |
0.0057 |
0.0055 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
139,977 |
74,068 |
-65,909 |
-47.1% |
315,185 |
|
| Daily Pivots for day following 13-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7950 |
0.7939 |
0.7883 |
|
| R3 |
0.7919 |
0.7908 |
0.7875 |
|
| R2 |
0.7888 |
0.7888 |
0.7872 |
|
| R1 |
0.7877 |
0.7877 |
0.7869 |
0.7883 |
| PP |
0.7857 |
0.7857 |
0.7857 |
0.7860 |
| S1 |
0.7846 |
0.7846 |
0.7863 |
0.7852 |
| S2 |
0.7826 |
0.7826 |
0.7860 |
|
| S3 |
0.7795 |
0.7815 |
0.7857 |
|
| S4 |
0.7764 |
0.7784 |
0.7849 |
|
|
| 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% |
0.0068 |
0.9% |
85% |
False |
False |
86,410 |
| 10 |
0.7894 |
0.7678 |
0.0217 |
2.8% |
0.0053 |
0.7% |
87% |
False |
False |
83,901 |
| 20 |
0.7894 |
0.7504 |
0.0390 |
5.0% |
0.0054 |
0.7% |
93% |
False |
False |
78,937 |
| 40 |
0.7894 |
0.7332 |
0.0562 |
7.2% |
0.0050 |
0.6% |
95% |
False |
False |
44,455 |
| 60 |
0.7894 |
0.7267 |
0.0627 |
8.0% |
0.0050 |
0.6% |
96% |
False |
False |
29,780 |
| 80 |
0.7894 |
0.7267 |
0.0627 |
8.0% |
0.0047 |
0.6% |
96% |
False |
False |
22,367 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8000 |
|
2.618 |
0.7950 |
|
1.618 |
0.7919 |
|
1.000 |
0.7899 |
|
0.618 |
0.7888 |
|
HIGH |
0.7869 |
|
0.618 |
0.7857 |
|
0.500 |
0.7853 |
|
0.382 |
0.7849 |
|
LOW |
0.7838 |
|
0.618 |
0.7818 |
|
1.000 |
0.7807 |
|
1.618 |
0.7787 |
|
2.618 |
0.7756 |
|
4.250 |
0.7706 |
|
|
| Fisher Pivots for day following 13-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7862 |
0.7849 |
| PP |
0.7857 |
0.7832 |
| S1 |
0.7853 |
0.7815 |
|