CME Canadian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 14-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2017 |
14-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7852 |
0.7894 |
0.0042 |
0.5% |
0.7920 |
| High |
0.7907 |
0.7895 |
-0.0013 |
-0.2% |
0.7924 |
| Low |
0.7845 |
0.7858 |
0.0013 |
0.2% |
0.7845 |
| Close |
0.7889 |
0.7868 |
-0.0021 |
-0.3% |
0.7889 |
| Range |
0.0063 |
0.0037 |
-0.0026 |
-41.6% |
0.0079 |
| ATR |
0.0057 |
0.0055 |
-0.0001 |
-2.5% |
0.0000 |
| Volume |
73,235 |
44,625 |
-28,610 |
-39.1% |
311,786 |
|
| Daily Pivots for day following 14-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7983 |
0.7962 |
0.7888 |
|
| R3 |
0.7946 |
0.7925 |
0.7878 |
|
| R2 |
0.7910 |
0.7910 |
0.7874 |
|
| R1 |
0.7889 |
0.7889 |
0.7871 |
0.7881 |
| PP |
0.7873 |
0.7873 |
0.7873 |
0.7870 |
| S1 |
0.7852 |
0.7852 |
0.7864 |
0.7845 |
| S2 |
0.7837 |
0.7837 |
0.7861 |
|
| S3 |
0.7800 |
0.7816 |
0.7857 |
|
| S4 |
0.7764 |
0.7779 |
0.7847 |
|
|
| Weekly Pivots for week ending 11-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8122 |
0.8084 |
0.7932 |
|
| R3 |
0.8043 |
0.8005 |
0.7910 |
|
| R2 |
0.7964 |
0.7964 |
0.7903 |
|
| R1 |
0.7926 |
0.7926 |
0.7896 |
0.7906 |
| PP |
0.7886 |
0.7886 |
0.7886 |
0.7875 |
| S1 |
0.7848 |
0.7848 |
0.7881 |
0.7827 |
| S2 |
0.7807 |
0.7807 |
0.7874 |
|
| S3 |
0.7728 |
0.7769 |
0.7867 |
|
| S4 |
0.7649 |
0.7690 |
0.7845 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7910 |
0.7845 |
0.0065 |
0.8% |
0.0043 |
0.5% |
35% |
False |
False |
61,679 |
| 10 |
0.8038 |
0.7845 |
0.0193 |
2.5% |
0.0049 |
0.6% |
12% |
False |
False |
66,897 |
| 20 |
0.8062 |
0.7845 |
0.0217 |
2.8% |
0.0058 |
0.7% |
11% |
False |
False |
74,333 |
| 40 |
0.8062 |
0.7504 |
0.0558 |
7.1% |
0.0057 |
0.7% |
65% |
False |
False |
76,093 |
| 60 |
0.8062 |
0.7363 |
0.0699 |
8.9% |
0.0053 |
0.7% |
72% |
False |
False |
56,851 |
| 80 |
0.8062 |
0.7267 |
0.0795 |
10.1% |
0.0052 |
0.7% |
76% |
False |
False |
42,747 |
| 100 |
0.8062 |
0.7267 |
0.0795 |
10.1% |
0.0049 |
0.6% |
76% |
False |
False |
34,229 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8050 |
|
2.618 |
0.7990 |
|
1.618 |
0.7954 |
|
1.000 |
0.7931 |
|
0.618 |
0.7917 |
|
HIGH |
0.7895 |
|
0.618 |
0.7881 |
|
0.500 |
0.7876 |
|
0.382 |
0.7872 |
|
LOW |
0.7858 |
|
0.618 |
0.7835 |
|
1.000 |
0.7822 |
|
1.618 |
0.7799 |
|
2.618 |
0.7762 |
|
4.250 |
0.7703 |
|
|
| Fisher Pivots for day following 14-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7876 |
0.7876 |
| PP |
0.7873 |
0.7873 |
| S1 |
0.7870 |
0.7870 |
|