CME Canadian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 23-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2017 |
23-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7964 |
0.7964 |
0.0000 |
0.0% |
0.7894 |
| High |
0.7987 |
0.7977 |
-0.0011 |
-0.1% |
0.7967 |
| Low |
0.7931 |
0.7940 |
0.0009 |
0.1% |
0.7829 |
| Close |
0.7963 |
0.7973 |
0.0011 |
0.1% |
0.7954 |
| Range |
0.0056 |
0.0037 |
-0.0020 |
-35.4% |
0.0138 |
| ATR |
0.0057 |
0.0056 |
-0.0001 |
-2.6% |
0.0000 |
| Volume |
61,250 |
50,131 |
-11,119 |
-18.2% |
318,576 |
|
| Daily Pivots for day following 23-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8073 |
0.8059 |
0.7993 |
|
| R3 |
0.8036 |
0.8023 |
0.7983 |
|
| R2 |
0.8000 |
0.8000 |
0.7980 |
|
| R1 |
0.7986 |
0.7986 |
0.7976 |
0.7993 |
| PP |
0.7963 |
0.7963 |
0.7963 |
0.7967 |
| S1 |
0.7950 |
0.7950 |
0.7970 |
0.7957 |
| S2 |
0.7927 |
0.7927 |
0.7966 |
|
| S3 |
0.7890 |
0.7913 |
0.7963 |
|
| S4 |
0.7854 |
0.7877 |
0.7953 |
|
|
| 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 |
0.7987 |
0.7883 |
0.0105 |
1.3% |
0.0054 |
0.7% |
87% |
False |
False |
57,880 |
| 10 |
0.7987 |
0.7829 |
0.0158 |
2.0% |
0.0055 |
0.7% |
91% |
False |
False |
61,722 |
| 20 |
0.8062 |
0.7829 |
0.0233 |
2.9% |
0.0058 |
0.7% |
62% |
False |
False |
69,305 |
| 40 |
0.8062 |
0.7588 |
0.0475 |
6.0% |
0.0058 |
0.7% |
81% |
False |
False |
75,659 |
| 60 |
0.8062 |
0.7396 |
0.0666 |
8.4% |
0.0054 |
0.7% |
87% |
False |
False |
63,930 |
| 80 |
0.8062 |
0.7267 |
0.0795 |
10.0% |
0.0053 |
0.7% |
89% |
False |
False |
48,090 |
| 100 |
0.8062 |
0.7267 |
0.0795 |
10.0% |
0.0051 |
0.6% |
89% |
False |
False |
38,526 |
| 120 |
0.8062 |
0.7267 |
0.0795 |
10.0% |
0.0049 |
0.6% |
89% |
False |
False |
32,123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8132 |
|
2.618 |
0.8072 |
|
1.618 |
0.8036 |
|
1.000 |
0.8013 |
|
0.618 |
0.7999 |
|
HIGH |
0.7977 |
|
0.618 |
0.7963 |
|
0.500 |
0.7958 |
|
0.382 |
0.7954 |
|
LOW |
0.7940 |
|
0.618 |
0.7917 |
|
1.000 |
0.7904 |
|
1.618 |
0.7881 |
|
2.618 |
0.7844 |
|
4.250 |
0.7785 |
|
|
| Fisher Pivots for day following 23-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7968 |
0.7968 |
| PP |
0.7963 |
0.7964 |
| S1 |
0.7958 |
0.7959 |
|