CME Canadian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 03-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2017 |
03-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7982 |
0.7963 |
-0.0019 |
-0.2% |
0.7982 |
| High |
0.7985 |
0.7972 |
-0.0013 |
-0.2% |
0.8062 |
| Low |
0.7947 |
0.7931 |
-0.0016 |
-0.2% |
0.7958 |
| Close |
0.7969 |
0.7951 |
-0.0018 |
-0.2% |
0.8050 |
| Range |
0.0038 |
0.0041 |
0.0003 |
9.2% |
0.0105 |
| ATR |
0.0061 |
0.0060 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
76,795 |
65,406 |
-11,389 |
-14.8% |
425,172 |
|
| Daily Pivots for day following 03-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8076 |
0.8055 |
0.7974 |
|
| R3 |
0.8034 |
0.8013 |
0.7962 |
|
| R2 |
0.7993 |
0.7993 |
0.7959 |
|
| R1 |
0.7972 |
0.7972 |
0.7955 |
0.7962 |
| PP |
0.7951 |
0.7951 |
0.7951 |
0.7946 |
| S1 |
0.7930 |
0.7930 |
0.7947 |
0.7920 |
| S2 |
0.7910 |
0.7910 |
0.7943 |
|
| S3 |
0.7868 |
0.7889 |
0.7940 |
|
| S4 |
0.7827 |
0.7847 |
0.7928 |
|
|
| 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 |
0.8058 |
0.7931 |
0.0127 |
1.6% |
0.0061 |
0.8% |
16% |
False |
True |
83,210 |
| 10 |
0.8062 |
0.7931 |
0.0131 |
1.7% |
0.0062 |
0.8% |
16% |
False |
True |
82,613 |
| 20 |
0.8062 |
0.7705 |
0.0357 |
4.5% |
0.0063 |
0.8% |
69% |
False |
False |
81,270 |
| 40 |
0.8062 |
0.7407 |
0.0655 |
8.2% |
0.0057 |
0.7% |
83% |
False |
False |
73,349 |
| 60 |
0.8062 |
0.7279 |
0.0783 |
9.8% |
0.0053 |
0.7% |
86% |
False |
False |
49,575 |
| 80 |
0.8062 |
0.7267 |
0.0795 |
10.0% |
0.0051 |
0.6% |
86% |
False |
False |
37,268 |
| 100 |
0.8062 |
0.7267 |
0.0795 |
10.0% |
0.0049 |
0.6% |
86% |
False |
False |
29,831 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8148 |
|
2.618 |
0.8081 |
|
1.618 |
0.8039 |
|
1.000 |
0.8013 |
|
0.618 |
0.7998 |
|
HIGH |
0.7972 |
|
0.618 |
0.7956 |
|
0.500 |
0.7951 |
|
0.382 |
0.7946 |
|
LOW |
0.7931 |
|
0.618 |
0.7905 |
|
1.000 |
0.7889 |
|
1.618 |
0.7863 |
|
2.618 |
0.7822 |
|
4.250 |
0.7754 |
|
|
| Fisher Pivots for day following 03-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7951 |
0.7984 |
| PP |
0.7951 |
0.7973 |
| S1 |
0.7951 |
0.7962 |
|