CME Canadian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 20-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2017 |
20-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7927 |
0.7944 |
0.0016 |
0.2% |
0.7770 |
| High |
0.7958 |
0.7982 |
0.0024 |
0.3% |
0.7917 |
| Low |
0.7911 |
0.7918 |
0.0007 |
0.1% |
0.7735 |
| Close |
0.7949 |
0.7953 |
0.0004 |
0.1% |
0.7912 |
| Range |
0.0047 |
0.0064 |
0.0017 |
36.6% |
0.0182 |
| ATR |
0.0056 |
0.0056 |
0.0001 |
1.0% |
0.0000 |
| Volume |
53,545 |
80,729 |
27,184 |
50.8% |
428,634 |
|
| Daily Pivots for day following 20-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8141 |
0.8111 |
0.7988 |
|
| R3 |
0.8078 |
0.8047 |
0.7970 |
|
| R2 |
0.8014 |
0.8014 |
0.7965 |
|
| R1 |
0.7984 |
0.7984 |
0.7959 |
0.7999 |
| PP |
0.7951 |
0.7951 |
0.7951 |
0.7959 |
| S1 |
0.7920 |
0.7920 |
0.7947 |
0.7936 |
| S2 |
0.7887 |
0.7887 |
0.7941 |
|
| S3 |
0.7824 |
0.7857 |
0.7936 |
|
| S4 |
0.7760 |
0.7793 |
0.7918 |
|
|
| 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 |
0.7982 |
0.7853 |
0.0129 |
1.6% |
0.0059 |
0.7% |
78% |
True |
False |
73,446 |
| 10 |
0.7982 |
0.7705 |
0.0277 |
3.5% |
0.0063 |
0.8% |
90% |
True |
False |
79,928 |
| 20 |
0.7982 |
0.7509 |
0.0473 |
5.9% |
0.0058 |
0.7% |
94% |
True |
False |
78,999 |
| 40 |
0.7982 |
0.7396 |
0.0586 |
7.4% |
0.0052 |
0.7% |
95% |
True |
False |
53,569 |
| 60 |
0.7982 |
0.7267 |
0.0715 |
9.0% |
0.0050 |
0.6% |
96% |
True |
False |
35,868 |
| 80 |
0.7982 |
0.7267 |
0.0715 |
9.0% |
0.0049 |
0.6% |
96% |
True |
False |
26,955 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8251 |
|
2.618 |
0.8148 |
|
1.618 |
0.8084 |
|
1.000 |
0.8045 |
|
0.618 |
0.8021 |
|
HIGH |
0.7982 |
|
0.618 |
0.7957 |
|
0.500 |
0.7950 |
|
0.382 |
0.7942 |
|
LOW |
0.7918 |
|
0.618 |
0.7879 |
|
1.000 |
0.7854 |
|
1.618 |
0.7815 |
|
2.618 |
0.7752 |
|
4.250 |
0.7648 |
|
|
| Fisher Pivots for day following 20-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7952 |
0.7946 |
| PP |
0.7951 |
0.7938 |
| S1 |
0.7950 |
0.7931 |
|