CME Canadian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 04-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2017 |
04-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7963 |
0.7954 |
-0.0009 |
-0.1% |
0.8045 |
| High |
0.7972 |
0.7979 |
0.0007 |
0.1% |
0.8050 |
| Low |
0.7931 |
0.7900 |
-0.0031 |
-0.4% |
0.7900 |
| Close |
0.7951 |
0.7910 |
-0.0041 |
-0.5% |
0.7910 |
| Range |
0.0041 |
0.0080 |
0.0038 |
91.6% |
0.0150 |
| ATR |
0.0060 |
0.0061 |
0.0001 |
2.4% |
0.0000 |
| Volume |
65,406 |
83,906 |
18,500 |
28.3% |
402,168 |
|
| Daily Pivots for day following 04-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8168 |
0.8118 |
0.7953 |
|
| R3 |
0.8088 |
0.8039 |
0.7931 |
|
| R2 |
0.8009 |
0.8009 |
0.7924 |
|
| R1 |
0.7959 |
0.7959 |
0.7917 |
0.7944 |
| PP |
0.7929 |
0.7929 |
0.7929 |
0.7922 |
| S1 |
0.7880 |
0.7880 |
0.7902 |
0.7865 |
| S2 |
0.7850 |
0.7850 |
0.7895 |
|
| S3 |
0.7770 |
0.7800 |
0.7888 |
|
| S4 |
0.7691 |
0.7721 |
0.7866 |
|
|
| Weekly Pivots for week ending 04-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8403 |
0.8306 |
0.7992 |
|
| R3 |
0.8253 |
0.8156 |
0.7951 |
|
| R2 |
0.8103 |
0.8103 |
0.7937 |
|
| R1 |
0.8006 |
0.8006 |
0.7923 |
0.7980 |
| PP |
0.7953 |
0.7953 |
0.7953 |
0.7940 |
| S1 |
0.7856 |
0.7856 |
0.7896 |
0.7830 |
| S2 |
0.7803 |
0.7803 |
0.7882 |
|
| S3 |
0.7653 |
0.7706 |
0.7868 |
|
| S4 |
0.7503 |
0.7556 |
0.7827 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8050 |
0.7900 |
0.0150 |
1.9% |
0.0058 |
0.7% |
7% |
False |
True |
80,433 |
| 10 |
0.8062 |
0.7900 |
0.0162 |
2.1% |
0.0065 |
0.8% |
6% |
False |
True |
82,734 |
| 20 |
0.8062 |
0.7735 |
0.0327 |
4.1% |
0.0063 |
0.8% |
53% |
False |
False |
81,129 |
| 40 |
0.8062 |
0.7407 |
0.0655 |
8.3% |
0.0059 |
0.7% |
77% |
False |
False |
75,275 |
| 60 |
0.8062 |
0.7279 |
0.0783 |
9.9% |
0.0053 |
0.7% |
81% |
False |
False |
50,967 |
| 80 |
0.8062 |
0.7267 |
0.0795 |
10.1% |
0.0052 |
0.7% |
81% |
False |
False |
38,315 |
| 100 |
0.8062 |
0.7267 |
0.0795 |
10.1% |
0.0050 |
0.6% |
81% |
False |
False |
30,669 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8317 |
|
2.618 |
0.8187 |
|
1.618 |
0.8108 |
|
1.000 |
0.8059 |
|
0.618 |
0.8028 |
|
HIGH |
0.7979 |
|
0.618 |
0.7949 |
|
0.500 |
0.7939 |
|
0.382 |
0.7930 |
|
LOW |
0.7900 |
|
0.618 |
0.7850 |
|
1.000 |
0.7820 |
|
1.618 |
0.7771 |
|
2.618 |
0.7691 |
|
4.250 |
0.7562 |
|
|
| Fisher Pivots for day following 04-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7939 |
0.7942 |
| PP |
0.7929 |
0.7931 |
| S1 |
0.7919 |
0.7920 |
|