CME Canadian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 10-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2017 |
10-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7901 |
0.7882 |
-0.0019 |
-0.2% |
0.8045 |
| High |
0.7901 |
0.7896 |
-0.0006 |
-0.1% |
0.8050 |
| Low |
0.7866 |
0.7850 |
-0.0016 |
-0.2% |
0.7900 |
| Close |
0.7877 |
0.7868 |
-0.0009 |
-0.1% |
0.7910 |
| Range |
0.0036 |
0.0046 |
0.0010 |
28.2% |
0.0150 |
| ATR |
0.0057 |
0.0056 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
61,457 |
69,170 |
7,713 |
12.6% |
402,168 |
|
| Daily Pivots for day following 10-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8008 |
0.7983 |
0.7893 |
|
| R3 |
0.7962 |
0.7938 |
0.7880 |
|
| R2 |
0.7917 |
0.7917 |
0.7876 |
|
| R1 |
0.7892 |
0.7892 |
0.7872 |
0.7882 |
| PP |
0.7871 |
0.7871 |
0.7871 |
0.7866 |
| S1 |
0.7847 |
0.7847 |
0.7863 |
0.7836 |
| S2 |
0.7826 |
0.7826 |
0.7859 |
|
| S3 |
0.7780 |
0.7801 |
0.7855 |
|
| S4 |
0.7735 |
0.7756 |
0.7842 |
|
|
| 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 |
0.7850 |
0.0129 |
1.6% |
0.0050 |
0.6% |
14% |
False |
True |
64,491 |
| 10 |
0.8058 |
0.7850 |
0.0208 |
2.6% |
0.0055 |
0.7% |
8% |
False |
True |
73,851 |
| 20 |
0.8062 |
0.7850 |
0.0212 |
2.7% |
0.0058 |
0.7% |
8% |
False |
True |
75,791 |
| 40 |
0.8062 |
0.7504 |
0.0558 |
7.1% |
0.0056 |
0.7% |
65% |
False |
False |
77,364 |
| 60 |
0.8062 |
0.7332 |
0.0730 |
9.3% |
0.0053 |
0.7% |
73% |
False |
False |
54,900 |
| 80 |
0.8062 |
0.7267 |
0.0795 |
10.1% |
0.0052 |
0.7% |
76% |
False |
False |
41,283 |
| 100 |
0.8062 |
0.7267 |
0.0795 |
10.1% |
0.0049 |
0.6% |
76% |
False |
False |
33,052 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8089 |
|
2.618 |
0.8015 |
|
1.618 |
0.7969 |
|
1.000 |
0.7941 |
|
0.618 |
0.7924 |
|
HIGH |
0.7896 |
|
0.618 |
0.7878 |
|
0.500 |
0.7873 |
|
0.382 |
0.7867 |
|
LOW |
0.7850 |
|
0.618 |
0.7822 |
|
1.000 |
0.7805 |
|
1.618 |
0.7776 |
|
2.618 |
0.7731 |
|
4.250 |
0.7657 |
|
|
| Fisher Pivots for day following 10-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7873 |
0.7880 |
| PP |
0.7871 |
0.7876 |
| S1 |
0.7869 |
0.7872 |
|