CME Canadian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 07-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2017 |
07-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7954 |
0.7920 |
-0.0035 |
-0.4% |
0.8045 |
| High |
0.7979 |
0.7924 |
-0.0056 |
-0.7% |
0.8050 |
| Low |
0.7900 |
0.7870 |
-0.0030 |
-0.4% |
0.7900 |
| Close |
0.7910 |
0.7892 |
-0.0018 |
-0.2% |
0.7910 |
| Range |
0.0080 |
0.0053 |
-0.0026 |
-32.7% |
0.0150 |
| ATR |
0.0061 |
0.0060 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
83,906 |
48,012 |
-35,894 |
-42.8% |
402,168 |
|
| Daily Pivots for day following 07-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8055 |
0.8027 |
0.7921 |
|
| R3 |
0.8002 |
0.7973 |
0.7906 |
|
| R2 |
0.7948 |
0.7948 |
0.7901 |
|
| R1 |
0.7920 |
0.7920 |
0.7896 |
0.7908 |
| PP |
0.7895 |
0.7895 |
0.7895 |
0.7889 |
| S1 |
0.7867 |
0.7867 |
0.7887 |
0.7854 |
| S2 |
0.7842 |
0.7842 |
0.7882 |
|
| S3 |
0.7788 |
0.7813 |
0.7877 |
|
| S4 |
0.7735 |
0.7760 |
0.7862 |
|
|
| 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 |
0.8038 |
0.7870 |
0.0168 |
2.1% |
0.0056 |
0.7% |
13% |
False |
True |
72,116 |
| 10 |
0.8062 |
0.7870 |
0.0192 |
2.4% |
0.0066 |
0.8% |
11% |
False |
True |
81,061 |
| 20 |
0.8062 |
0.7735 |
0.0327 |
4.1% |
0.0064 |
0.8% |
48% |
False |
False |
80,422 |
| 40 |
0.8062 |
0.7438 |
0.0625 |
7.9% |
0.0059 |
0.7% |
73% |
False |
False |
75,974 |
| 60 |
0.8062 |
0.7293 |
0.0770 |
9.8% |
0.0053 |
0.7% |
78% |
False |
False |
51,756 |
| 80 |
0.8062 |
0.7267 |
0.0795 |
10.1% |
0.0052 |
0.7% |
79% |
False |
False |
38,910 |
| 100 |
0.8062 |
0.7267 |
0.0795 |
10.1% |
0.0049 |
0.6% |
79% |
False |
False |
31,148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8151 |
|
2.618 |
0.8064 |
|
1.618 |
0.8010 |
|
1.000 |
0.7977 |
|
0.618 |
0.7957 |
|
HIGH |
0.7924 |
|
0.618 |
0.7903 |
|
0.500 |
0.7897 |
|
0.382 |
0.7890 |
|
LOW |
0.7870 |
|
0.618 |
0.7837 |
|
1.000 |
0.7817 |
|
1.618 |
0.7783 |
|
2.618 |
0.7730 |
|
4.250 |
0.7643 |
|
|
| Fisher Pivots for day following 07-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7897 |
0.7925 |
| PP |
0.7895 |
0.7914 |
| S1 |
0.7893 |
0.7903 |
|