CME Canadian Dollar Future September 2017
Trading Metrics calculated at close of trading on 19-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2017 |
19-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
0.7884 |
0.7927 |
0.0043 |
0.5% |
0.7770 |
High |
0.7956 |
0.7958 |
0.0002 |
0.0% |
0.7917 |
Low |
0.7881 |
0.7911 |
0.0031 |
0.4% |
0.7735 |
Close |
0.7932 |
0.7949 |
0.0018 |
0.2% |
0.7912 |
Range |
0.0075 |
0.0047 |
-0.0029 |
-38.0% |
0.0182 |
ATR |
0.0057 |
0.0056 |
-0.0001 |
-1.3% |
0.0000 |
Volume |
85,948 |
53,545 |
-32,403 |
-37.7% |
428,634 |
|
Daily Pivots for day following 19-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8079 |
0.8060 |
0.7975 |
|
R3 |
0.8032 |
0.8014 |
0.7962 |
|
R2 |
0.7986 |
0.7986 |
0.7958 |
|
R1 |
0.7967 |
0.7967 |
0.7953 |
0.7977 |
PP |
0.7939 |
0.7939 |
0.7939 |
0.7944 |
S1 |
0.7921 |
0.7921 |
0.7945 |
0.7930 |
S2 |
0.7893 |
0.7893 |
0.7940 |
|
S3 |
0.7846 |
0.7874 |
0.7936 |
|
S4 |
0.7800 |
0.7828 |
0.7923 |
|
|
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 |
0.7958 |
0.7838 |
0.0120 |
1.5% |
0.0052 |
0.7% |
93% |
True |
False |
72,113 |
10 |
0.7958 |
0.7705 |
0.0253 |
3.2% |
0.0061 |
0.8% |
97% |
True |
False |
79,067 |
20 |
0.7958 |
0.7504 |
0.0453 |
5.7% |
0.0057 |
0.7% |
98% |
True |
False |
78,637 |
40 |
0.7958 |
0.7396 |
0.0562 |
7.1% |
0.0052 |
0.7% |
98% |
True |
False |
51,564 |
60 |
0.7958 |
0.7267 |
0.0691 |
8.7% |
0.0050 |
0.6% |
99% |
True |
False |
34,534 |
80 |
0.7958 |
0.7267 |
0.0691 |
8.7% |
0.0048 |
0.6% |
99% |
True |
False |
25,946 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8155 |
2.618 |
0.8079 |
1.618 |
0.8033 |
1.000 |
0.8004 |
0.618 |
0.7986 |
HIGH |
0.7958 |
0.618 |
0.7940 |
0.500 |
0.7934 |
0.382 |
0.7929 |
LOW |
0.7911 |
0.618 |
0.7882 |
1.000 |
0.7865 |
1.618 |
0.7836 |
2.618 |
0.7789 |
4.250 |
0.7713 |
|
|
Fisher Pivots for day following 19-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7944 |
0.7939 |
PP |
0.7939 |
0.7929 |
S1 |
0.7934 |
0.7919 |
|