CME Canadian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 25-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2017 |
25-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7971 |
0.7994 |
0.0024 |
0.3% |
0.7955 |
| High |
0.7994 |
0.8025 |
0.0031 |
0.4% |
0.8025 |
| Low |
0.7964 |
0.7973 |
0.0010 |
0.1% |
0.7931 |
| Close |
0.7986 |
0.8013 |
0.0027 |
0.3% |
0.8013 |
| Range |
0.0030 |
0.0052 |
0.0022 |
71.7% |
0.0094 |
| ATR |
0.0054 |
0.0054 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
42,656 |
61,702 |
19,046 |
44.7% |
260,602 |
|
| Daily Pivots for day following 25-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8158 |
0.8137 |
0.8041 |
|
| R3 |
0.8106 |
0.8085 |
0.8027 |
|
| R2 |
0.8055 |
0.8055 |
0.8022 |
|
| R1 |
0.8034 |
0.8034 |
0.8017 |
0.8044 |
| PP |
0.8003 |
0.8003 |
0.8003 |
0.8009 |
| S1 |
0.7982 |
0.7982 |
0.8008 |
0.7993 |
| S2 |
0.7952 |
0.7952 |
0.8003 |
|
| S3 |
0.7900 |
0.7931 |
0.7998 |
|
| S4 |
0.7849 |
0.7879 |
0.7984 |
|
|
| Weekly Pivots for week ending 25-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8271 |
0.8236 |
0.8064 |
|
| R3 |
0.8177 |
0.8142 |
0.8038 |
|
| R2 |
0.8083 |
0.8083 |
0.8030 |
|
| R1 |
0.8048 |
0.8048 |
0.8021 |
0.8066 |
| PP |
0.7989 |
0.7989 |
0.7989 |
0.7998 |
| S1 |
0.7954 |
0.7954 |
0.8004 |
0.7972 |
| S2 |
0.7895 |
0.7895 |
0.7995 |
|
| S3 |
0.7801 |
0.7860 |
0.7987 |
|
| S4 |
0.7707 |
0.7766 |
0.7961 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8025 |
0.7931 |
0.0094 |
1.2% |
0.0042 |
0.5% |
87% |
True |
False |
52,120 |
| 10 |
0.8025 |
0.7829 |
0.0196 |
2.4% |
0.0052 |
0.7% |
94% |
True |
False |
57,917 |
| 20 |
0.8050 |
0.7829 |
0.0221 |
2.8% |
0.0052 |
0.7% |
83% |
False |
False |
64,656 |
| 40 |
0.8062 |
0.7693 |
0.0369 |
4.6% |
0.0056 |
0.7% |
87% |
False |
False |
72,712 |
| 60 |
0.8062 |
0.7396 |
0.0666 |
8.3% |
0.0054 |
0.7% |
93% |
False |
False |
65,533 |
| 80 |
0.8062 |
0.7267 |
0.0795 |
9.9% |
0.0053 |
0.7% |
94% |
False |
False |
49,386 |
| 100 |
0.8062 |
0.7267 |
0.0795 |
9.9% |
0.0051 |
0.6% |
94% |
False |
False |
39,568 |
| 120 |
0.8062 |
0.7267 |
0.0795 |
9.9% |
0.0049 |
0.6% |
94% |
False |
False |
32,991 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8243 |
|
2.618 |
0.8159 |
|
1.618 |
0.8108 |
|
1.000 |
0.8076 |
|
0.618 |
0.8056 |
|
HIGH |
0.8025 |
|
0.618 |
0.8005 |
|
0.500 |
0.7999 |
|
0.382 |
0.7993 |
|
LOW |
0.7973 |
|
0.618 |
0.7941 |
|
1.000 |
0.7921 |
|
1.618 |
0.7890 |
|
2.618 |
0.7838 |
|
4.250 |
0.7754 |
|
|
| Fisher Pivots for day following 25-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8008 |
0.8002 |
| PP |
0.8003 |
0.7992 |
| S1 |
0.7999 |
0.7982 |
|