CME Canadian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 31-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2017 |
31-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7968 |
0.8045 |
0.0077 |
1.0% |
0.7982 |
| High |
0.8058 |
0.8050 |
-0.0008 |
-0.1% |
0.8062 |
| Low |
0.7963 |
0.7987 |
0.0024 |
0.3% |
0.7958 |
| Close |
0.8050 |
0.8036 |
-0.0014 |
-0.2% |
0.8050 |
| Range |
0.0095 |
0.0063 |
-0.0032 |
-34.2% |
0.0105 |
| ATR |
0.0062 |
0.0062 |
0.0000 |
0.1% |
0.0000 |
| Volume |
97,792 |
89,600 |
-8,192 |
-8.4% |
425,172 |
|
| Daily Pivots for day following 31-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8212 |
0.8186 |
0.8070 |
|
| R3 |
0.8149 |
0.8124 |
0.8053 |
|
| R2 |
0.8087 |
0.8087 |
0.8047 |
|
| R1 |
0.8061 |
0.8061 |
0.8042 |
0.8043 |
| PP |
0.8024 |
0.8024 |
0.8024 |
0.8015 |
| S1 |
0.7999 |
0.7999 |
0.8030 |
0.7980 |
| S2 |
0.7962 |
0.7962 |
0.8025 |
|
| S3 |
0.7899 |
0.7936 |
0.8019 |
|
| S4 |
0.7837 |
0.7874 |
0.8002 |
|
|
| 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% |
0.0076 |
0.9% |
75% |
False |
False |
90,007 |
| 10 |
0.8062 |
0.7881 |
0.0182 |
2.3% |
0.0066 |
0.8% |
86% |
False |
False |
81,769 |
| 20 |
0.8062 |
0.7693 |
0.0369 |
4.6% |
0.0062 |
0.8% |
93% |
False |
False |
81,260 |
| 40 |
0.8062 |
0.7407 |
0.0655 |
8.2% |
0.0056 |
0.7% |
96% |
False |
False |
68,180 |
| 60 |
0.8062 |
0.7267 |
0.0795 |
9.9% |
0.0053 |
0.7% |
97% |
False |
False |
45,783 |
| 80 |
0.8062 |
0.7267 |
0.0795 |
9.9% |
0.0051 |
0.6% |
97% |
False |
False |
34,415 |
| 100 |
0.8062 |
0.7267 |
0.0795 |
9.9% |
0.0049 |
0.6% |
97% |
False |
False |
27,553 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8315 |
|
2.618 |
0.8213 |
|
1.618 |
0.8151 |
|
1.000 |
0.8112 |
|
0.618 |
0.8088 |
|
HIGH |
0.8050 |
|
0.618 |
0.8026 |
|
0.500 |
0.8018 |
|
0.382 |
0.8011 |
|
LOW |
0.7987 |
|
0.618 |
0.7948 |
|
1.000 |
0.7924 |
|
1.618 |
0.7886 |
|
2.618 |
0.7823 |
|
4.250 |
0.7721 |
|
|
| Fisher Pivots for day following 31-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8030 |
0.8027 |
| PP |
0.8024 |
0.8018 |
| S1 |
0.8018 |
0.8010 |
|