CME Canadian Dollar Future September 2017
Trading Metrics calculated at close of trading on 25-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2017 |
25-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
0.7982 |
0.8001 |
0.0019 |
0.2% |
0.7916 |
High |
0.8017 |
0.8018 |
0.0001 |
0.0% |
0.7993 |
Low |
0.7974 |
0.7986 |
0.0012 |
0.2% |
0.7881 |
Close |
0.8007 |
0.8000 |
-0.0007 |
-0.1% |
0.7986 |
Range |
0.0044 |
0.0033 |
-0.0011 |
-25.3% |
0.0112 |
ATR |
0.0055 |
0.0054 |
-0.0002 |
-3.0% |
0.0000 |
Volume |
64,736 |
66,333 |
1,597 |
2.5% |
366,622 |
|
Daily Pivots for day following 25-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8099 |
0.8082 |
0.8018 |
|
R3 |
0.8066 |
0.8049 |
0.8009 |
|
R2 |
0.8034 |
0.8034 |
0.8006 |
|
R1 |
0.8017 |
0.8017 |
0.8003 |
0.8009 |
PP |
0.8001 |
0.8001 |
0.8001 |
0.7997 |
S1 |
0.7984 |
0.7984 |
0.7997 |
0.7977 |
S2 |
0.7969 |
0.7969 |
0.7994 |
|
S3 |
0.7936 |
0.7952 |
0.7991 |
|
S4 |
0.7904 |
0.7919 |
0.7982 |
|
|
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 |
0.8018 |
0.7911 |
0.0107 |
1.3% |
0.0048 |
0.6% |
83% |
True |
False |
69,608 |
10 |
0.8018 |
0.7737 |
0.0281 |
3.5% |
0.0061 |
0.8% |
94% |
True |
False |
79,504 |
20 |
0.8018 |
0.7553 |
0.0466 |
5.8% |
0.0057 |
0.7% |
96% |
True |
False |
81,121 |
40 |
0.8018 |
0.7396 |
0.0622 |
7.8% |
0.0052 |
0.6% |
97% |
True |
False |
58,842 |
60 |
0.8018 |
0.7267 |
0.0751 |
9.4% |
0.0050 |
0.6% |
98% |
True |
False |
39,408 |
80 |
0.8018 |
0.7267 |
0.0751 |
9.4% |
0.0049 |
0.6% |
98% |
True |
False |
29,623 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8156 |
2.618 |
0.8103 |
1.618 |
0.8071 |
1.000 |
0.8051 |
0.618 |
0.8038 |
HIGH |
0.8018 |
0.618 |
0.8006 |
0.500 |
0.8002 |
0.382 |
0.7998 |
LOW |
0.7986 |
0.618 |
0.7965 |
1.000 |
0.7953 |
1.618 |
0.7933 |
2.618 |
0.7900 |
4.250 |
0.7847 |
|
|
Fisher Pivots for day following 25-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
0.8002 |
0.7993 |
PP |
0.8001 |
0.7985 |
S1 |
0.8001 |
0.7978 |
|