CME Canadian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 09-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2017 |
09-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7891 |
0.7901 |
0.0010 |
0.1% |
0.8045 |
| High |
0.7910 |
0.7901 |
-0.0009 |
-0.1% |
0.8050 |
| Low |
0.7876 |
0.7866 |
-0.0010 |
-0.1% |
0.7900 |
| Close |
0.7900 |
0.7877 |
-0.0024 |
-0.3% |
0.7910 |
| Range |
0.0035 |
0.0036 |
0.0001 |
2.9% |
0.0150 |
| ATR |
0.0059 |
0.0057 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
59,912 |
61,457 |
1,545 |
2.6% |
402,168 |
|
| Daily Pivots for day following 09-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7988 |
0.7968 |
0.7896 |
|
| R3 |
0.7952 |
0.7932 |
0.7886 |
|
| R2 |
0.7917 |
0.7917 |
0.7883 |
|
| R1 |
0.7897 |
0.7897 |
0.7880 |
0.7889 |
| PP |
0.7881 |
0.7881 |
0.7881 |
0.7877 |
| S1 |
0.7861 |
0.7861 |
0.7873 |
0.7853 |
| S2 |
0.7846 |
0.7846 |
0.7870 |
|
| S3 |
0.7810 |
0.7826 |
0.7867 |
|
| S4 |
0.7775 |
0.7790 |
0.7857 |
|
|
| 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 |
0.7979 |
0.7866 |
0.0114 |
1.4% |
0.0049 |
0.6% |
10% |
False |
True |
63,738 |
| 10 |
0.8062 |
0.7866 |
0.0196 |
2.5% |
0.0061 |
0.8% |
6% |
False |
True |
76,888 |
| 20 |
0.8062 |
0.7838 |
0.0224 |
2.9% |
0.0058 |
0.7% |
17% |
False |
False |
76,035 |
| 40 |
0.8062 |
0.7504 |
0.0558 |
7.1% |
0.0057 |
0.7% |
67% |
False |
False |
77,396 |
| 60 |
0.8062 |
0.7332 |
0.0730 |
9.3% |
0.0053 |
0.7% |
75% |
False |
False |
53,761 |
| 80 |
0.8062 |
0.7267 |
0.0795 |
10.1% |
0.0052 |
0.7% |
77% |
False |
False |
40,421 |
| 100 |
0.8062 |
0.7267 |
0.0795 |
10.1% |
0.0049 |
0.6% |
77% |
False |
False |
32,360 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8052 |
|
2.618 |
0.7994 |
|
1.618 |
0.7958 |
|
1.000 |
0.7937 |
|
0.618 |
0.7923 |
|
HIGH |
0.7901 |
|
0.618 |
0.7887 |
|
0.500 |
0.7883 |
|
0.382 |
0.7879 |
|
LOW |
0.7866 |
|
0.618 |
0.7844 |
|
1.000 |
0.7830 |
|
1.618 |
0.7808 |
|
2.618 |
0.7773 |
|
4.250 |
0.7715 |
|
|
| Fisher Pivots for day following 09-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7883 |
0.7895 |
| PP |
0.7881 |
0.7889 |
| S1 |
0.7879 |
0.7883 |
|