CME Canadian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 14-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2017 |
14-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7856 |
0.7865 |
0.0009 |
0.1% |
0.7770 |
| High |
0.7869 |
0.7917 |
0.0048 |
0.6% |
0.7917 |
| Low |
0.7838 |
0.7853 |
0.0015 |
0.2% |
0.7735 |
| Close |
0.7866 |
0.7912 |
0.0046 |
0.6% |
0.7912 |
| Range |
0.0031 |
0.0064 |
0.0033 |
106.5% |
0.0182 |
| ATR |
0.0055 |
0.0056 |
0.0001 |
1.1% |
0.0000 |
| Volume |
74,068 |
83,308 |
9,240 |
12.5% |
428,634 |
|
| Daily Pivots for day following 14-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8086 |
0.8063 |
0.7947 |
|
| R3 |
0.8022 |
0.7999 |
0.7929 |
|
| R2 |
0.7958 |
0.7958 |
0.7923 |
|
| R1 |
0.7935 |
0.7935 |
0.7917 |
0.7946 |
| PP |
0.7894 |
0.7894 |
0.7894 |
0.7899 |
| S1 |
0.7870 |
0.7870 |
0.7906 |
0.7882 |
| S2 |
0.7829 |
0.7829 |
0.7900 |
|
| S3 |
0.7765 |
0.7806 |
0.7894 |
|
| S4 |
0.7701 |
0.7742 |
0.7876 |
|
|
| Weekly Pivots for week ending 14-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8399 |
0.8337 |
0.8011 |
|
| R3 |
0.8217 |
0.8155 |
0.7961 |
|
| R2 |
0.8036 |
0.8036 |
0.7945 |
|
| R1 |
0.7974 |
0.7974 |
0.7928 |
0.8005 |
| PP |
0.7854 |
0.7854 |
0.7854 |
0.7870 |
| S1 |
0.7792 |
0.7792 |
0.7895 |
0.7823 |
| S2 |
0.7673 |
0.7673 |
0.7878 |
|
| S3 |
0.7491 |
0.7611 |
0.7862 |
|
| S4 |
0.7310 |
0.7429 |
0.7812 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7917 |
0.7735 |
0.0182 |
2.3% |
0.0065 |
0.8% |
97% |
True |
False |
85,726 |
| 10 |
0.7917 |
0.7693 |
0.0224 |
2.8% |
0.0056 |
0.7% |
98% |
True |
False |
82,356 |
| 20 |
0.7917 |
0.7504 |
0.0413 |
5.2% |
0.0055 |
0.7% |
99% |
True |
False |
78,408 |
| 40 |
0.7917 |
0.7332 |
0.0585 |
7.4% |
0.0051 |
0.6% |
99% |
True |
False |
46,531 |
| 60 |
0.7917 |
0.7267 |
0.0650 |
8.2% |
0.0050 |
0.6% |
99% |
True |
False |
31,164 |
| 80 |
0.7917 |
0.7267 |
0.0650 |
8.2% |
0.0047 |
0.6% |
99% |
True |
False |
23,408 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8189 |
|
2.618 |
0.8084 |
|
1.618 |
0.8020 |
|
1.000 |
0.7981 |
|
0.618 |
0.7956 |
|
HIGH |
0.7917 |
|
0.618 |
0.7892 |
|
0.500 |
0.7885 |
|
0.382 |
0.7877 |
|
LOW |
0.7853 |
|
0.618 |
0.7813 |
|
1.000 |
0.7788 |
|
1.618 |
0.7749 |
|
2.618 |
0.7685 |
|
4.250 |
0.7580 |
|
|
| Fisher Pivots for day following 14-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7903 |
0.7883 |
| PP |
0.7894 |
0.7855 |
| S1 |
0.7885 |
0.7827 |
|