CME Canadian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 30-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2017 |
30-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7985 |
0.7992 |
0.0007 |
0.1% |
0.7955 |
| High |
0.8042 |
0.8002 |
-0.0041 |
-0.5% |
0.8025 |
| Low |
0.7970 |
0.7915 |
-0.0055 |
-0.7% |
0.7931 |
| Close |
0.7984 |
0.7928 |
-0.0056 |
-0.7% |
0.8013 |
| Range |
0.0073 |
0.0087 |
0.0014 |
19.3% |
0.0094 |
| ATR |
0.0054 |
0.0057 |
0.0002 |
4.2% |
0.0000 |
| Volume |
67,873 |
70,557 |
2,684 |
4.0% |
260,602 |
|
| Daily Pivots for day following 30-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8208 |
0.8154 |
0.7975 |
|
| R3 |
0.8121 |
0.8068 |
0.7951 |
|
| R2 |
0.8035 |
0.8035 |
0.7943 |
|
| R1 |
0.7981 |
0.7981 |
0.7935 |
0.7965 |
| PP |
0.7948 |
0.7948 |
0.7948 |
0.7940 |
| S1 |
0.7895 |
0.7895 |
0.7920 |
0.7878 |
| S2 |
0.7862 |
0.7862 |
0.7912 |
|
| S3 |
0.7775 |
0.7808 |
0.7904 |
|
| S4 |
0.7689 |
0.7722 |
0.7880 |
|
|
| 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 |
0.8042 |
0.7915 |
0.0127 |
1.6% |
0.0057 |
0.7% |
10% |
False |
True |
57,720 |
| 10 |
0.8042 |
0.7883 |
0.0160 |
2.0% |
0.0056 |
0.7% |
28% |
False |
False |
57,800 |
| 20 |
0.8042 |
0.7829 |
0.0213 |
2.7% |
0.0054 |
0.7% |
46% |
False |
False |
61,226 |
| 40 |
0.8062 |
0.7705 |
0.0357 |
4.5% |
0.0058 |
0.7% |
62% |
False |
False |
71,416 |
| 60 |
0.8062 |
0.7407 |
0.0655 |
8.3% |
0.0056 |
0.7% |
79% |
False |
False |
68,296 |
| 80 |
0.8062 |
0.7279 |
0.0783 |
9.9% |
0.0053 |
0.7% |
83% |
False |
False |
51,676 |
| 100 |
0.8062 |
0.7267 |
0.0795 |
10.0% |
0.0052 |
0.7% |
83% |
False |
False |
41,408 |
| 120 |
0.8062 |
0.7267 |
0.0795 |
10.0% |
0.0050 |
0.6% |
83% |
False |
False |
34,521 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8369 |
|
2.618 |
0.8228 |
|
1.618 |
0.8141 |
|
1.000 |
0.8088 |
|
0.618 |
0.8055 |
|
HIGH |
0.8002 |
|
0.618 |
0.7968 |
|
0.500 |
0.7958 |
|
0.382 |
0.7948 |
|
LOW |
0.7915 |
|
0.618 |
0.7862 |
|
1.000 |
0.7829 |
|
1.618 |
0.7775 |
|
2.618 |
0.7689 |
|
4.250 |
0.7547 |
|
|
| Fisher Pivots for day following 30-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7958 |
0.7979 |
| PP |
0.7948 |
0.7962 |
| S1 |
0.7938 |
0.7945 |
|