CME Canadian Dollar Future September 2017
Trading Metrics calculated at close of trading on 26-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2017 |
26-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
0.8001 |
0.8002 |
0.0001 |
0.0% |
0.7916 |
High |
0.8018 |
0.8062 |
0.0044 |
0.5% |
0.7993 |
Low |
0.7986 |
0.7979 |
-0.0007 |
-0.1% |
0.7881 |
Close |
0.8000 |
0.8019 |
0.0019 |
0.2% |
0.7986 |
Range |
0.0033 |
0.0084 |
0.0051 |
156.9% |
0.0112 |
ATR |
0.0054 |
0.0056 |
0.0002 |
3.9% |
0.0000 |
Volume |
66,333 |
96,763 |
30,430 |
45.9% |
366,622 |
|
Daily Pivots for day following 26-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8270 |
0.8228 |
0.8064 |
|
R3 |
0.8187 |
0.8144 |
0.8041 |
|
R2 |
0.8103 |
0.8103 |
0.8034 |
|
R1 |
0.8061 |
0.8061 |
0.8026 |
0.8082 |
PP |
0.8020 |
0.8020 |
0.8020 |
0.8030 |
S1 |
0.7977 |
0.7977 |
0.8011 |
0.7999 |
S2 |
0.7936 |
0.7936 |
0.8003 |
|
S3 |
0.7853 |
0.7894 |
0.7996 |
|
S4 |
0.7769 |
0.7810 |
0.7973 |
|
|
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 |
0.8062 |
0.7918 |
0.0144 |
1.8% |
0.0056 |
0.7% |
70% |
True |
False |
78,252 |
10 |
0.8062 |
0.7838 |
0.0224 |
2.8% |
0.0054 |
0.7% |
81% |
True |
False |
75,183 |
20 |
0.8062 |
0.7588 |
0.0475 |
5.9% |
0.0058 |
0.7% |
91% |
True |
False |
82,013 |
40 |
0.8062 |
0.7396 |
0.0666 |
8.3% |
0.0053 |
0.7% |
93% |
True |
False |
61,242 |
60 |
0.8062 |
0.7267 |
0.0795 |
9.9% |
0.0051 |
0.6% |
95% |
True |
False |
41,019 |
80 |
0.8062 |
0.7267 |
0.0795 |
9.9% |
0.0049 |
0.6% |
95% |
True |
False |
30,831 |
100 |
0.8062 |
0.7267 |
0.0795 |
9.9% |
0.0047 |
0.6% |
95% |
True |
False |
24,687 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8417 |
2.618 |
0.8281 |
1.618 |
0.8197 |
1.000 |
0.8146 |
0.618 |
0.8114 |
HIGH |
0.8062 |
0.618 |
0.8030 |
0.500 |
0.8020 |
0.382 |
0.8010 |
LOW |
0.7979 |
0.618 |
0.7927 |
1.000 |
0.7895 |
1.618 |
0.7843 |
2.618 |
0.7760 |
4.250 |
0.7624 |
|
|
Fisher Pivots for day following 26-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
0.8020 |
0.8018 |
PP |
0.8020 |
0.8018 |
S1 |
0.8019 |
0.8018 |
|