CME Canadian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 24-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2017 |
24-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7951 |
0.7982 |
0.0031 |
0.4% |
0.7916 |
| High |
0.7993 |
0.8017 |
0.0025 |
0.3% |
0.7993 |
| Low |
0.7938 |
0.7974 |
0.0036 |
0.5% |
0.7881 |
| Close |
0.7986 |
0.8007 |
0.0022 |
0.3% |
0.7986 |
| Range |
0.0055 |
0.0044 |
-0.0012 |
-20.9% |
0.0112 |
| ATR |
0.0056 |
0.0055 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
82,700 |
64,736 |
-17,964 |
-21.7% |
366,622 |
|
| Daily Pivots for day following 24-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8130 |
0.8112 |
0.8031 |
|
| R3 |
0.8086 |
0.8068 |
0.8019 |
|
| R2 |
0.8043 |
0.8043 |
0.8015 |
|
| R1 |
0.8025 |
0.8025 |
0.8011 |
0.8034 |
| PP |
0.7999 |
0.7999 |
0.7999 |
0.8004 |
| S1 |
0.7981 |
0.7981 |
0.8003 |
0.7990 |
| S2 |
0.7956 |
0.7956 |
0.7999 |
|
| S3 |
0.7912 |
0.7938 |
0.7995 |
|
| S4 |
0.7869 |
0.7894 |
0.7983 |
|
|
| 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 |
0.8017 |
0.7881 |
0.0137 |
1.7% |
0.0057 |
0.7% |
93% |
True |
False |
73,531 |
| 10 |
0.8017 |
0.7735 |
0.0282 |
3.5% |
0.0062 |
0.8% |
96% |
True |
False |
79,783 |
| 20 |
0.8017 |
0.7548 |
0.0469 |
5.9% |
0.0057 |
0.7% |
98% |
True |
False |
80,011 |
| 40 |
0.8017 |
0.7396 |
0.0621 |
7.8% |
0.0052 |
0.6% |
98% |
True |
False |
57,193 |
| 60 |
0.8017 |
0.7267 |
0.0751 |
9.4% |
0.0050 |
0.6% |
99% |
True |
False |
38,307 |
| 80 |
0.8017 |
0.7267 |
0.0751 |
9.4% |
0.0049 |
0.6% |
99% |
True |
False |
28,795 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8202 |
|
2.618 |
0.8131 |
|
1.618 |
0.8087 |
|
1.000 |
0.8061 |
|
0.618 |
0.8044 |
|
HIGH |
0.8017 |
|
0.618 |
0.8000 |
|
0.500 |
0.7995 |
|
0.382 |
0.7990 |
|
LOW |
0.7974 |
|
0.618 |
0.7947 |
|
1.000 |
0.7930 |
|
1.618 |
0.7903 |
|
2.618 |
0.7860 |
|
4.250 |
0.7789 |
|
|
| Fisher Pivots for day following 24-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8003 |
0.7994 |
| PP |
0.7999 |
0.7981 |
| S1 |
0.7995 |
0.7968 |
|