CME Canadian Dollar Future September 2017
Trading Metrics calculated at close of trading on 21-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2017 |
21-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
0.7944 |
0.7951 |
0.0008 |
0.1% |
0.7916 |
High |
0.7982 |
0.7993 |
0.0011 |
0.1% |
0.7993 |
Low |
0.7918 |
0.7938 |
0.0020 |
0.2% |
0.7881 |
Close |
0.7953 |
0.7986 |
0.0033 |
0.4% |
0.7986 |
Range |
0.0064 |
0.0055 |
-0.0009 |
-13.4% |
0.0112 |
ATR |
0.0056 |
0.0056 |
0.0000 |
-0.2% |
0.0000 |
Volume |
80,729 |
82,700 |
1,971 |
2.4% |
366,622 |
|
Daily Pivots for day following 21-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8137 |
0.8116 |
0.8016 |
|
R3 |
0.8082 |
0.8061 |
0.8001 |
|
R2 |
0.8027 |
0.8027 |
0.7996 |
|
R1 |
0.8006 |
0.8006 |
0.7991 |
0.8017 |
PP |
0.7972 |
0.7972 |
0.7972 |
0.7977 |
S1 |
0.7951 |
0.7951 |
0.7980 |
0.7962 |
S2 |
0.7917 |
0.7917 |
0.7975 |
|
S3 |
0.7862 |
0.7896 |
0.7970 |
|
S4 |
0.7807 |
0.7841 |
0.7955 |
|
|
Weekly Pivots for week ending 21-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8289 |
0.8249 |
0.8047 |
|
R3 |
0.8177 |
0.8137 |
0.8016 |
|
R2 |
0.8065 |
0.8065 |
0.8006 |
|
R1 |
0.8025 |
0.8025 |
0.7996 |
0.8045 |
PP |
0.7953 |
0.7953 |
0.7953 |
0.7963 |
S1 |
0.7913 |
0.7913 |
0.7975 |
0.7933 |
S2 |
0.7841 |
0.7841 |
0.7965 |
|
S3 |
0.7729 |
0.7801 |
0.7955 |
|
S4 |
0.7617 |
0.7689 |
0.7924 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7993 |
0.7881 |
0.0112 |
1.4% |
0.0057 |
0.7% |
94% |
True |
False |
73,324 |
10 |
0.7993 |
0.7735 |
0.0258 |
3.2% |
0.0061 |
0.8% |
97% |
True |
False |
79,525 |
20 |
0.7993 |
0.7526 |
0.0467 |
5.8% |
0.0057 |
0.7% |
98% |
True |
False |
79,804 |
40 |
0.7993 |
0.7396 |
0.0597 |
7.5% |
0.0052 |
0.6% |
99% |
True |
False |
55,606 |
60 |
0.7993 |
0.7267 |
0.0726 |
9.1% |
0.0051 |
0.6% |
99% |
True |
False |
37,246 |
80 |
0.7993 |
0.7267 |
0.0726 |
9.1% |
0.0049 |
0.6% |
99% |
True |
False |
27,986 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8226 |
2.618 |
0.8136 |
1.618 |
0.8081 |
1.000 |
0.8048 |
0.618 |
0.8026 |
HIGH |
0.7993 |
0.618 |
0.7971 |
0.500 |
0.7965 |
0.382 |
0.7959 |
LOW |
0.7938 |
0.618 |
0.7904 |
1.000 |
0.7882 |
1.618 |
0.7849 |
2.618 |
0.7794 |
4.250 |
0.7704 |
|
|
Fisher Pivots for day following 21-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7979 |
0.7974 |
PP |
0.7972 |
0.7963 |
S1 |
0.7965 |
0.7952 |
|