CME Canadian Dollar Future September 2017
Trading Metrics calculated at close of trading on 27-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2017 |
27-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
0.8002 |
0.8048 |
0.0047 |
0.6% |
0.7916 |
High |
0.8062 |
0.8062 |
0.0000 |
0.0% |
0.7993 |
Low |
0.7979 |
0.7958 |
-0.0021 |
-0.3% |
0.7881 |
Close |
0.8019 |
0.7970 |
-0.0048 |
-0.6% |
0.7986 |
Range |
0.0084 |
0.0104 |
0.0021 |
24.6% |
0.0112 |
ATR |
0.0056 |
0.0059 |
0.0003 |
6.1% |
0.0000 |
Volume |
96,763 |
99,548 |
2,785 |
2.9% |
366,622 |
|
Daily Pivots for day following 27-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8308 |
0.8243 |
0.8027 |
|
R3 |
0.8204 |
0.8139 |
0.7999 |
|
R2 |
0.8100 |
0.8100 |
0.7989 |
|
R1 |
0.8035 |
0.8035 |
0.7980 |
0.8016 |
PP |
0.7996 |
0.7996 |
0.7996 |
0.7987 |
S1 |
0.7931 |
0.7931 |
0.7960 |
0.7912 |
S2 |
0.7892 |
0.7892 |
0.7951 |
|
S3 |
0.7788 |
0.7827 |
0.7941 |
|
S4 |
0.7684 |
0.7723 |
0.7913 |
|
|
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 |
0.7938 |
0.0125 |
1.6% |
0.0064 |
0.8% |
26% |
False |
False |
82,016 |
10 |
0.8062 |
0.7853 |
0.0210 |
2.6% |
0.0061 |
0.8% |
56% |
False |
False |
77,731 |
20 |
0.8062 |
0.7678 |
0.0385 |
4.8% |
0.0057 |
0.7% |
76% |
False |
False |
80,816 |
40 |
0.8062 |
0.7396 |
0.0666 |
8.4% |
0.0054 |
0.7% |
86% |
False |
False |
63,548 |
60 |
0.8062 |
0.7267 |
0.0795 |
10.0% |
0.0052 |
0.6% |
88% |
False |
False |
42,670 |
80 |
0.8062 |
0.7267 |
0.0795 |
10.0% |
0.0050 |
0.6% |
88% |
False |
False |
32,075 |
100 |
0.8062 |
0.7267 |
0.0795 |
10.0% |
0.0048 |
0.6% |
88% |
False |
False |
25,681 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8504 |
2.618 |
0.8334 |
1.618 |
0.8230 |
1.000 |
0.8166 |
0.618 |
0.8126 |
HIGH |
0.8062 |
0.618 |
0.8022 |
0.500 |
0.8010 |
0.382 |
0.7997 |
LOW |
0.7958 |
0.618 |
0.7893 |
1.000 |
0.7853 |
1.618 |
0.7789 |
2.618 |
0.7685 |
4.250 |
0.7515 |
|
|
Fisher Pivots for day following 27-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
0.8010 |
0.8010 |
PP |
0.7996 |
0.7997 |
S1 |
0.7983 |
0.7983 |
|