CME Canadian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 15-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2017 |
15-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7894 |
0.7862 |
-0.0032 |
-0.4% |
0.7920 |
| High |
0.7895 |
0.7866 |
-0.0029 |
-0.4% |
0.7924 |
| Low |
0.7858 |
0.7829 |
-0.0029 |
-0.4% |
0.7845 |
| Close |
0.7868 |
0.7841 |
-0.0027 |
-0.3% |
0.7889 |
| Range |
0.0037 |
0.0037 |
0.0001 |
1.4% |
0.0079 |
| ATR |
0.0055 |
0.0054 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
44,625 |
61,787 |
17,162 |
38.5% |
311,786 |
|
| Daily Pivots for day following 15-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7956 |
0.7936 |
0.7861 |
|
| R3 |
0.7919 |
0.7899 |
0.7851 |
|
| R2 |
0.7882 |
0.7882 |
0.7848 |
|
| R1 |
0.7862 |
0.7862 |
0.7844 |
0.7854 |
| PP |
0.7845 |
0.7845 |
0.7845 |
0.7841 |
| S1 |
0.7825 |
0.7825 |
0.7838 |
0.7817 |
| S2 |
0.7808 |
0.7808 |
0.7834 |
|
| S3 |
0.7771 |
0.7788 |
0.7831 |
|
| S4 |
0.7734 |
0.7751 |
0.7821 |
|
|
| 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 |
0.7907 |
0.7829 |
0.0078 |
1.0% |
0.0043 |
0.6% |
15% |
False |
True |
62,054 |
| 10 |
0.7985 |
0.7829 |
0.0156 |
2.0% |
0.0046 |
0.6% |
8% |
False |
True |
64,430 |
| 20 |
0.8062 |
0.7829 |
0.0233 |
3.0% |
0.0056 |
0.7% |
5% |
False |
True |
73,125 |
| 40 |
0.8062 |
0.7504 |
0.0558 |
7.1% |
0.0057 |
0.7% |
60% |
False |
False |
76,095 |
| 60 |
0.8062 |
0.7396 |
0.0666 |
8.5% |
0.0053 |
0.7% |
67% |
False |
False |
57,868 |
| 80 |
0.8062 |
0.7267 |
0.0795 |
10.1% |
0.0052 |
0.7% |
72% |
False |
False |
43,515 |
| 100 |
0.8062 |
0.7267 |
0.0795 |
10.1% |
0.0050 |
0.6% |
72% |
False |
False |
34,847 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8023 |
|
2.618 |
0.7963 |
|
1.618 |
0.7926 |
|
1.000 |
0.7903 |
|
0.618 |
0.7889 |
|
HIGH |
0.7866 |
|
0.618 |
0.7852 |
|
0.500 |
0.7848 |
|
0.382 |
0.7843 |
|
LOW |
0.7829 |
|
0.618 |
0.7806 |
|
1.000 |
0.7792 |
|
1.618 |
0.7769 |
|
2.618 |
0.7732 |
|
4.250 |
0.7672 |
|
|
| Fisher Pivots for day following 15-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7848 |
0.7868 |
| PP |
0.7845 |
0.7859 |
| S1 |
0.7843 |
0.7850 |
|