CME Canadian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 17-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2017 |
17-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7865 |
0.7916 |
0.0052 |
0.7% |
0.7770 |
| High |
0.7917 |
0.7927 |
0.0011 |
0.1% |
0.7917 |
| Low |
0.7853 |
0.7882 |
0.0030 |
0.4% |
0.7735 |
| Close |
0.7912 |
0.7888 |
-0.0024 |
-0.3% |
0.7912 |
| Range |
0.0064 |
0.0045 |
-0.0019 |
-29.7% |
0.0182 |
| ATR |
0.0056 |
0.0055 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
83,308 |
63,700 |
-19,608 |
-23.5% |
428,634 |
|
| Daily Pivots for day following 17-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8034 |
0.8006 |
0.7913 |
|
| R3 |
0.7989 |
0.7961 |
0.7900 |
|
| R2 |
0.7944 |
0.7944 |
0.7896 |
|
| R1 |
0.7916 |
0.7916 |
0.7892 |
0.7908 |
| PP |
0.7899 |
0.7899 |
0.7899 |
0.7895 |
| S1 |
0.7871 |
0.7871 |
0.7884 |
0.7862 |
| S2 |
0.7854 |
0.7854 |
0.7880 |
|
| S3 |
0.7809 |
0.7826 |
0.7876 |
|
| S4 |
0.7764 |
0.7781 |
0.7863 |
|
|
| 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 |
0.7927 |
0.7735 |
0.0192 |
2.4% |
0.0066 |
0.8% |
80% |
True |
False |
86,035 |
| 10 |
0.7927 |
0.7693 |
0.0234 |
3.0% |
0.0057 |
0.7% |
83% |
True |
False |
80,751 |
| 20 |
0.7927 |
0.7504 |
0.0423 |
5.4% |
0.0055 |
0.7% |
91% |
True |
False |
77,854 |
| 40 |
0.7927 |
0.7363 |
0.0564 |
7.2% |
0.0051 |
0.6% |
93% |
True |
False |
48,111 |
| 60 |
0.7927 |
0.7267 |
0.0661 |
8.4% |
0.0050 |
0.6% |
94% |
True |
False |
32,219 |
| 80 |
0.7927 |
0.7267 |
0.0661 |
8.4% |
0.0047 |
0.6% |
94% |
True |
False |
24,203 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8118 |
|
2.618 |
0.8045 |
|
1.618 |
0.8000 |
|
1.000 |
0.7972 |
|
0.618 |
0.7955 |
|
HIGH |
0.7927 |
|
0.618 |
0.7910 |
|
0.500 |
0.7905 |
|
0.382 |
0.7899 |
|
LOW |
0.7882 |
|
0.618 |
0.7854 |
|
1.000 |
0.7837 |
|
1.618 |
0.7809 |
|
2.618 |
0.7764 |
|
4.250 |
0.7691 |
|
|
| Fisher Pivots for day following 17-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7905 |
0.7886 |
| PP |
0.7899 |
0.7884 |
| S1 |
0.7894 |
0.7882 |
|