CME Canadian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 24-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2017 |
24-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7964 |
0.7971 |
0.0006 |
0.1% |
0.7894 |
| High |
0.7977 |
0.7994 |
0.0017 |
0.2% |
0.7967 |
| Low |
0.7940 |
0.7964 |
0.0024 |
0.3% |
0.7829 |
| Close |
0.7973 |
0.7986 |
0.0013 |
0.2% |
0.7954 |
| Range |
0.0037 |
0.0030 |
-0.0007 |
-17.8% |
0.0138 |
| ATR |
0.0056 |
0.0054 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
50,131 |
42,656 |
-7,475 |
-14.9% |
318,576 |
|
| Daily Pivots for day following 24-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8071 |
0.8059 |
0.8003 |
|
| R3 |
0.8041 |
0.8029 |
0.7994 |
|
| R2 |
0.8011 |
0.8011 |
0.7992 |
|
| R1 |
0.7999 |
0.7999 |
0.7989 |
0.8005 |
| PP |
0.7981 |
0.7981 |
0.7981 |
0.7984 |
| S1 |
0.7969 |
0.7969 |
0.7983 |
0.7975 |
| S2 |
0.7951 |
0.7951 |
0.7981 |
|
| S3 |
0.7921 |
0.7939 |
0.7978 |
|
| S4 |
0.7891 |
0.7909 |
0.7970 |
|
|
| 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 |
0.7994 |
0.7883 |
0.0111 |
1.4% |
0.0048 |
0.6% |
93% |
True |
False |
54,108 |
| 10 |
0.7994 |
0.7829 |
0.0165 |
2.1% |
0.0053 |
0.7% |
95% |
True |
False |
59,071 |
| 20 |
0.8058 |
0.7829 |
0.0229 |
2.9% |
0.0054 |
0.7% |
69% |
False |
False |
66,461 |
| 40 |
0.8062 |
0.7678 |
0.0385 |
4.8% |
0.0056 |
0.7% |
80% |
False |
False |
73,638 |
| 60 |
0.8062 |
0.7396 |
0.0666 |
8.3% |
0.0054 |
0.7% |
89% |
False |
False |
64,519 |
| 80 |
0.8062 |
0.7267 |
0.0795 |
10.0% |
0.0052 |
0.7% |
90% |
False |
False |
48,618 |
| 100 |
0.8062 |
0.7267 |
0.0795 |
10.0% |
0.0051 |
0.6% |
90% |
False |
False |
38,952 |
| 120 |
0.8062 |
0.7267 |
0.0795 |
10.0% |
0.0049 |
0.6% |
90% |
False |
False |
32,478 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8121 |
|
2.618 |
0.8072 |
|
1.618 |
0.8042 |
|
1.000 |
0.8024 |
|
0.618 |
0.8012 |
|
HIGH |
0.7994 |
|
0.618 |
0.7982 |
|
0.500 |
0.7979 |
|
0.382 |
0.7975 |
|
LOW |
0.7964 |
|
0.618 |
0.7945 |
|
1.000 |
0.7934 |
|
1.618 |
0.7915 |
|
2.618 |
0.7885 |
|
4.250 |
0.7836 |
|
|
| Fisher Pivots for day following 24-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7984 |
0.7978 |
| PP |
0.7981 |
0.7970 |
| S1 |
0.7979 |
0.7962 |
|