CME Canadian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 28-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2017 |
28-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8048 |
0.7968 |
-0.0080 |
-1.0% |
0.7982 |
| High |
0.8062 |
0.8058 |
-0.0004 |
0.0% |
0.8062 |
| Low |
0.7958 |
0.7963 |
0.0006 |
0.1% |
0.7958 |
| Close |
0.7970 |
0.8050 |
0.0080 |
1.0% |
0.8050 |
| Range |
0.0104 |
0.0095 |
-0.0009 |
-8.7% |
0.0105 |
| ATR |
0.0059 |
0.0062 |
0.0003 |
4.3% |
0.0000 |
| Volume |
99,548 |
97,792 |
-1,756 |
-1.8% |
425,172 |
|
| Daily Pivots for day following 28-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8308 |
0.8274 |
0.8102 |
|
| R3 |
0.8213 |
0.8179 |
0.8076 |
|
| R2 |
0.8118 |
0.8118 |
0.8067 |
|
| R1 |
0.8084 |
0.8084 |
0.8058 |
0.8101 |
| PP |
0.8024 |
0.8024 |
0.8024 |
0.8032 |
| S1 |
0.7989 |
0.7989 |
0.8041 |
0.8006 |
| S2 |
0.7929 |
0.7929 |
0.8032 |
|
| S3 |
0.7834 |
0.7894 |
0.8023 |
|
| S4 |
0.7739 |
0.7799 |
0.7997 |
|
|
| Weekly Pivots for week ending 28-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8337 |
0.8298 |
0.8107 |
|
| R3 |
0.8232 |
0.8193 |
0.8078 |
|
| R2 |
0.8128 |
0.8128 |
0.8069 |
|
| R1 |
0.8089 |
0.8089 |
0.8059 |
0.8108 |
| PP |
0.8023 |
0.8023 |
0.8023 |
0.8033 |
| S1 |
0.7984 |
0.7984 |
0.8040 |
0.8004 |
| S2 |
0.7919 |
0.7919 |
0.8030 |
|
| S3 |
0.7814 |
0.7880 |
0.8021 |
|
| S4 |
0.7710 |
0.7775 |
0.7992 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8062 |
0.7958 |
0.0105 |
1.3% |
0.0072 |
0.9% |
88% |
False |
False |
85,034 |
| 10 |
0.8062 |
0.7881 |
0.0182 |
2.3% |
0.0064 |
0.8% |
93% |
False |
False |
79,179 |
| 20 |
0.8062 |
0.7693 |
0.0369 |
4.6% |
0.0060 |
0.7% |
97% |
False |
False |
80,767 |
| 40 |
0.8062 |
0.7396 |
0.0666 |
8.3% |
0.0056 |
0.7% |
98% |
False |
False |
65,972 |
| 60 |
0.8062 |
0.7267 |
0.0795 |
9.9% |
0.0053 |
0.7% |
98% |
False |
False |
44,296 |
| 80 |
0.8062 |
0.7267 |
0.0795 |
9.9% |
0.0051 |
0.6% |
98% |
False |
False |
33,296 |
| 100 |
0.8062 |
0.7267 |
0.0795 |
9.9% |
0.0049 |
0.6% |
98% |
False |
False |
26,658 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8462 |
|
2.618 |
0.8307 |
|
1.618 |
0.8212 |
|
1.000 |
0.8153 |
|
0.618 |
0.8117 |
|
HIGH |
0.8058 |
|
0.618 |
0.8022 |
|
0.500 |
0.8011 |
|
0.382 |
0.7999 |
|
LOW |
0.7963 |
|
0.618 |
0.7904 |
|
1.000 |
0.7868 |
|
1.618 |
0.7809 |
|
2.618 |
0.7714 |
|
4.250 |
0.7559 |
|
|
| Fisher Pivots for day following 28-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8037 |
0.8036 |
| PP |
0.8024 |
0.8023 |
| S1 |
0.8011 |
0.8010 |
|