CME Canadian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 01-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2017 |
01-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7927 |
0.8011 |
0.0083 |
1.1% |
0.8020 |
| High |
0.8017 |
0.8105 |
0.0088 |
1.1% |
0.8105 |
| Low |
0.7899 |
0.8007 |
0.0108 |
1.4% |
0.7899 |
| Close |
0.8004 |
0.8073 |
0.0069 |
0.9% |
0.8073 |
| Range |
0.0119 |
0.0098 |
-0.0020 |
-16.9% |
0.0207 |
| ATR |
0.0061 |
0.0064 |
0.0003 |
4.7% |
0.0000 |
| Volume |
112,396 |
112,465 |
69 |
0.1% |
409,106 |
|
| Daily Pivots for day following 01-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8357 |
0.8313 |
0.8127 |
|
| R3 |
0.8258 |
0.8215 |
0.8100 |
|
| R2 |
0.8160 |
0.8160 |
0.8091 |
|
| R1 |
0.8116 |
0.8116 |
0.8082 |
0.8138 |
| PP |
0.8061 |
0.8061 |
0.8061 |
0.8072 |
| S1 |
0.8018 |
0.8018 |
0.8063 |
0.8040 |
| S2 |
0.7963 |
0.7963 |
0.8054 |
|
| S3 |
0.7864 |
0.7919 |
0.8045 |
|
| S4 |
0.7766 |
0.7821 |
0.8018 |
|
|
| Weekly Pivots for week ending 01-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8645 |
0.8565 |
0.8186 |
|
| R3 |
0.8438 |
0.8359 |
0.8129 |
|
| R2 |
0.8232 |
0.8232 |
0.8110 |
|
| R1 |
0.8152 |
0.8152 |
0.8091 |
0.8192 |
| PP |
0.8025 |
0.8025 |
0.8025 |
0.8045 |
| S1 |
0.7946 |
0.7946 |
0.8054 |
0.7986 |
| S2 |
0.7819 |
0.7819 |
0.8035 |
|
| S3 |
0.7612 |
0.7739 |
0.8016 |
|
| S4 |
0.7406 |
0.7533 |
0.7959 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8105 |
0.7899 |
0.0207 |
2.6% |
0.0084 |
1.0% |
84% |
True |
False |
81,821 |
| 10 |
0.8105 |
0.7899 |
0.0207 |
2.6% |
0.0063 |
0.8% |
84% |
True |
False |
66,970 |
| 20 |
0.8105 |
0.7829 |
0.0276 |
3.4% |
0.0059 |
0.7% |
88% |
True |
False |
65,003 |
| 40 |
0.8105 |
0.7735 |
0.0370 |
4.6% |
0.0061 |
0.8% |
91% |
True |
False |
73,066 |
| 60 |
0.8105 |
0.7407 |
0.0698 |
8.7% |
0.0059 |
0.7% |
95% |
True |
False |
71,851 |
| 80 |
0.8105 |
0.7279 |
0.0826 |
10.2% |
0.0055 |
0.7% |
96% |
True |
False |
54,476 |
| 100 |
0.8105 |
0.7267 |
0.0838 |
10.4% |
0.0053 |
0.7% |
96% |
True |
False |
43,653 |
| 120 |
0.8105 |
0.7267 |
0.0838 |
10.4% |
0.0051 |
0.6% |
96% |
True |
False |
36,392 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8524 |
|
2.618 |
0.8363 |
|
1.618 |
0.8264 |
|
1.000 |
0.8203 |
|
0.618 |
0.8166 |
|
HIGH |
0.8105 |
|
0.618 |
0.8067 |
|
0.500 |
0.8056 |
|
0.382 |
0.8044 |
|
LOW |
0.8007 |
|
0.618 |
0.7946 |
|
1.000 |
0.7908 |
|
1.618 |
0.7847 |
|
2.618 |
0.7749 |
|
4.250 |
0.7588 |
|
|
| Fisher Pivots for day following 01-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8067 |
0.8049 |
| PP |
0.8061 |
0.8025 |
| S1 |
0.8056 |
0.8002 |
|