CME Canadian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 08-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2017 |
08-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7920 |
0.7891 |
-0.0029 |
-0.4% |
0.8045 |
| High |
0.7924 |
0.7910 |
-0.0014 |
-0.2% |
0.8050 |
| Low |
0.7870 |
0.7876 |
0.0005 |
0.1% |
0.7900 |
| Close |
0.7892 |
0.7900 |
0.0008 |
0.1% |
0.7910 |
| Range |
0.0053 |
0.0035 |
-0.0019 |
-35.5% |
0.0150 |
| ATR |
0.0060 |
0.0059 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
48,012 |
59,912 |
11,900 |
24.8% |
402,168 |
|
| Daily Pivots for day following 08-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7999 |
0.7984 |
0.7919 |
|
| R3 |
0.7964 |
0.7949 |
0.7909 |
|
| R2 |
0.7930 |
0.7930 |
0.7906 |
|
| R1 |
0.7915 |
0.7915 |
0.7903 |
0.7922 |
| PP |
0.7895 |
0.7895 |
0.7895 |
0.7899 |
| S1 |
0.7880 |
0.7880 |
0.7897 |
0.7888 |
| S2 |
0.7861 |
0.7861 |
0.7894 |
|
| S3 |
0.7826 |
0.7846 |
0.7891 |
|
| S4 |
0.7792 |
0.7811 |
0.7881 |
|
|
| 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 |
0.7985 |
0.7870 |
0.0115 |
1.5% |
0.0049 |
0.6% |
26% |
False |
False |
66,806 |
| 10 |
0.8062 |
0.7870 |
0.0192 |
2.4% |
0.0066 |
0.8% |
16% |
False |
False |
80,419 |
| 20 |
0.8062 |
0.7737 |
0.0325 |
4.1% |
0.0064 |
0.8% |
50% |
False |
False |
79,961 |
| 40 |
0.8062 |
0.7504 |
0.0558 |
7.1% |
0.0057 |
0.7% |
71% |
False |
False |
76,708 |
| 60 |
0.8062 |
0.7304 |
0.0759 |
9.6% |
0.0053 |
0.7% |
79% |
False |
False |
52,749 |
| 80 |
0.8062 |
0.7267 |
0.0795 |
10.1% |
0.0052 |
0.7% |
80% |
False |
False |
39,653 |
| 100 |
0.8062 |
0.7267 |
0.0795 |
10.1% |
0.0049 |
0.6% |
80% |
False |
False |
31,746 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8057 |
|
2.618 |
0.8000 |
|
1.618 |
0.7966 |
|
1.000 |
0.7945 |
|
0.618 |
0.7931 |
|
HIGH |
0.7910 |
|
0.618 |
0.7897 |
|
0.500 |
0.7893 |
|
0.382 |
0.7889 |
|
LOW |
0.7876 |
|
0.618 |
0.7854 |
|
1.000 |
0.7841 |
|
1.618 |
0.7820 |
|
2.618 |
0.7785 |
|
4.250 |
0.7729 |
|
|
| Fisher Pivots for day following 08-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7898 |
0.7925 |
| PP |
0.7895 |
0.7916 |
| S1 |
0.7893 |
0.7908 |
|