CME Canadian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 02-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2017 |
02-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8014 |
0.7982 |
-0.0032 |
-0.4% |
0.7982 |
| High |
0.8038 |
0.7985 |
-0.0053 |
-0.7% |
0.8062 |
| Low |
0.7972 |
0.7947 |
-0.0025 |
-0.3% |
0.7958 |
| Close |
0.7991 |
0.7969 |
-0.0022 |
-0.3% |
0.8050 |
| Range |
0.0066 |
0.0038 |
-0.0028 |
-42.9% |
0.0105 |
| ATR |
0.0062 |
0.0061 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
86,461 |
76,795 |
-9,666 |
-11.2% |
425,172 |
|
| Daily Pivots for day following 02-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8081 |
0.8063 |
0.7989 |
|
| R3 |
0.8043 |
0.8025 |
0.7979 |
|
| R2 |
0.8005 |
0.8005 |
0.7975 |
|
| R1 |
0.7987 |
0.7987 |
0.7972 |
0.7977 |
| PP |
0.7967 |
0.7967 |
0.7967 |
0.7962 |
| S1 |
0.7949 |
0.7949 |
0.7965 |
0.7939 |
| S2 |
0.7929 |
0.7929 |
0.7962 |
|
| S3 |
0.7891 |
0.7911 |
0.7958 |
|
| S4 |
0.7853 |
0.7873 |
0.7948 |
|
|
| 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 |
0.7947 |
0.0115 |
1.4% |
0.0073 |
0.9% |
19% |
False |
True |
90,039 |
| 10 |
0.8062 |
0.7918 |
0.0144 |
1.8% |
0.0064 |
0.8% |
35% |
False |
False |
84,145 |
| 20 |
0.8062 |
0.7705 |
0.0357 |
4.5% |
0.0063 |
0.8% |
74% |
False |
False |
81,606 |
| 40 |
0.8062 |
0.7407 |
0.0655 |
8.2% |
0.0058 |
0.7% |
86% |
False |
False |
71,831 |
| 60 |
0.8062 |
0.7279 |
0.0783 |
9.8% |
0.0053 |
0.7% |
88% |
False |
False |
48,493 |
| 80 |
0.8062 |
0.7267 |
0.0795 |
10.0% |
0.0051 |
0.6% |
88% |
False |
False |
36,453 |
| 100 |
0.8062 |
0.7267 |
0.0795 |
10.0% |
0.0049 |
0.6% |
88% |
False |
False |
29,180 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8147 |
|
2.618 |
0.8084 |
|
1.618 |
0.8046 |
|
1.000 |
0.8023 |
|
0.618 |
0.8008 |
|
HIGH |
0.7985 |
|
0.618 |
0.7970 |
|
0.500 |
0.7966 |
|
0.382 |
0.7962 |
|
LOW |
0.7947 |
|
0.618 |
0.7924 |
|
1.000 |
0.7909 |
|
1.618 |
0.7886 |
|
2.618 |
0.7848 |
|
4.250 |
0.7785 |
|
|
| Fisher Pivots for day following 02-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7968 |
0.7998 |
| PP |
0.7967 |
0.7988 |
| S1 |
0.7966 |
0.7978 |
|