CME Canadian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 01-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2017 |
01-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8045 |
0.8014 |
-0.0031 |
-0.4% |
0.7982 |
| High |
0.8050 |
0.8038 |
-0.0012 |
-0.1% |
0.8062 |
| Low |
0.7987 |
0.7972 |
-0.0015 |
-0.2% |
0.7958 |
| Close |
0.8036 |
0.7991 |
-0.0046 |
-0.6% |
0.8050 |
| Range |
0.0063 |
0.0066 |
0.0004 |
6.4% |
0.0105 |
| ATR |
0.0062 |
0.0062 |
0.0000 |
0.5% |
0.0000 |
| Volume |
89,600 |
86,461 |
-3,139 |
-3.5% |
425,172 |
|
| Daily Pivots for day following 01-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8199 |
0.8161 |
0.8027 |
|
| R3 |
0.8133 |
0.8095 |
0.8009 |
|
| R2 |
0.8066 |
0.8066 |
0.8003 |
|
| R1 |
0.8028 |
0.8028 |
0.7997 |
0.8014 |
| PP |
0.8000 |
0.8000 |
0.8000 |
0.7993 |
| S1 |
0.7962 |
0.7962 |
0.7984 |
0.7948 |
| S2 |
0.7934 |
0.7934 |
0.7978 |
|
| S3 |
0.7867 |
0.7896 |
0.7972 |
|
| S4 |
0.7801 |
0.7829 |
0.7954 |
|
|
| 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% |
0.0082 |
1.0% |
32% |
False |
False |
94,032 |
| 10 |
0.8062 |
0.7911 |
0.0151 |
1.9% |
0.0065 |
0.8% |
53% |
False |
False |
81,820 |
| 20 |
0.8062 |
0.7693 |
0.0369 |
4.6% |
0.0064 |
0.8% |
81% |
False |
False |
83,025 |
| 40 |
0.8062 |
0.7407 |
0.0655 |
8.2% |
0.0057 |
0.7% |
89% |
False |
False |
70,310 |
| 60 |
0.8062 |
0.7279 |
0.0783 |
9.8% |
0.0053 |
0.7% |
91% |
False |
False |
47,218 |
| 80 |
0.8062 |
0.7267 |
0.0795 |
10.0% |
0.0052 |
0.6% |
91% |
False |
False |
35,496 |
| 100 |
0.8062 |
0.7267 |
0.0795 |
10.0% |
0.0049 |
0.6% |
91% |
False |
False |
28,413 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8321 |
|
2.618 |
0.8212 |
|
1.618 |
0.8146 |
|
1.000 |
0.8104 |
|
0.618 |
0.8079 |
|
HIGH |
0.8038 |
|
0.618 |
0.8013 |
|
0.500 |
0.8005 |
|
0.382 |
0.7997 |
|
LOW |
0.7972 |
|
0.618 |
0.7930 |
|
1.000 |
0.7905 |
|
1.618 |
0.7864 |
|
2.618 |
0.7797 |
|
4.250 |
0.7689 |
|
|
| Fisher Pivots for day following 01-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8005 |
0.8011 |
| PP |
0.8000 |
0.8004 |
| S1 |
0.7995 |
0.7997 |
|