CME Canadian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 21-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2017 |
21-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7890 |
0.7955 |
0.0065 |
0.8% |
0.7894 |
| High |
0.7967 |
0.7969 |
0.0001 |
0.0% |
0.7967 |
| Low |
0.7883 |
0.7935 |
0.0052 |
0.7% |
0.7829 |
| Close |
0.7954 |
0.7960 |
0.0006 |
0.1% |
0.7954 |
| Range |
0.0085 |
0.0034 |
-0.0051 |
-59.8% |
0.0138 |
| ATR |
0.0059 |
0.0057 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
71,640 |
44,863 |
-26,777 |
-37.4% |
318,576 |
|
| Daily Pivots for day following 21-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8056 |
0.8042 |
0.7979 |
|
| R3 |
0.8022 |
0.8008 |
0.7969 |
|
| R2 |
0.7988 |
0.7988 |
0.7966 |
|
| R1 |
0.7974 |
0.7974 |
0.7963 |
0.7981 |
| PP |
0.7954 |
0.7954 |
0.7954 |
0.7958 |
| S1 |
0.7940 |
0.7940 |
0.7957 |
0.7947 |
| S2 |
0.7920 |
0.7920 |
0.7954 |
|
| S3 |
0.7886 |
0.7906 |
0.7951 |
|
| S4 |
0.7852 |
0.7872 |
0.7941 |
|
|
| Weekly Pivots for week ending 18-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8331 |
0.8280 |
0.8030 |
|
| R3 |
0.8193 |
0.8142 |
0.7992 |
|
| R2 |
0.8055 |
0.8055 |
0.7979 |
|
| R1 |
0.8004 |
0.8004 |
0.7967 |
0.8030 |
| PP |
0.7917 |
0.7917 |
0.7917 |
0.7929 |
| S1 |
0.7866 |
0.7866 |
0.7941 |
0.7892 |
| S2 |
0.7779 |
0.7779 |
0.7929 |
|
| S3 |
0.7641 |
0.7728 |
0.7916 |
|
| S4 |
0.7503 |
0.7590 |
0.7878 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7969 |
0.7829 |
0.0140 |
1.8% |
0.0063 |
0.8% |
94% |
True |
False |
63,762 |
| 10 |
0.7969 |
0.7829 |
0.0140 |
1.8% |
0.0053 |
0.7% |
94% |
True |
False |
62,721 |
| 20 |
0.8062 |
0.7829 |
0.0233 |
2.9% |
0.0059 |
0.7% |
56% |
False |
False |
71,891 |
| 40 |
0.8062 |
0.7548 |
0.0514 |
6.5% |
0.0058 |
0.7% |
80% |
False |
False |
75,951 |
| 60 |
0.8062 |
0.7396 |
0.0666 |
8.4% |
0.0054 |
0.7% |
85% |
False |
False |
62,092 |
| 80 |
0.8062 |
0.7267 |
0.0795 |
10.0% |
0.0052 |
0.7% |
87% |
False |
False |
46,703 |
| 100 |
0.8062 |
0.7267 |
0.0795 |
10.0% |
0.0051 |
0.6% |
87% |
False |
False |
37,414 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8113 |
|
2.618 |
0.8058 |
|
1.618 |
0.8024 |
|
1.000 |
0.8002 |
|
0.618 |
0.7990 |
|
HIGH |
0.7969 |
|
0.618 |
0.7956 |
|
0.500 |
0.7952 |
|
0.382 |
0.7947 |
|
LOW |
0.7935 |
|
0.618 |
0.7913 |
|
1.000 |
0.7901 |
|
1.618 |
0.7879 |
|
2.618 |
0.7845 |
|
4.250 |
0.7790 |
|
|
| Fisher Pivots for day following 21-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7957 |
0.7949 |
| PP |
0.7954 |
0.7937 |
| S1 |
0.7952 |
0.7926 |
|