CME Canadian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 05-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2017 |
05-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8011 |
0.8065 |
0.0054 |
0.7% |
0.8020 |
| High |
0.8105 |
0.8108 |
0.0003 |
0.0% |
0.8105 |
| Low |
0.8007 |
0.8049 |
0.0042 |
0.5% |
0.7899 |
| Close |
0.8073 |
0.8081 |
0.0009 |
0.1% |
0.8073 |
| Range |
0.0098 |
0.0060 |
-0.0039 |
-39.6% |
0.0207 |
| ATR |
0.0064 |
0.0064 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
112,465 |
87,514 |
-24,951 |
-22.2% |
409,106 |
|
| Daily Pivots for day following 05-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8258 |
0.8229 |
0.8114 |
|
| R3 |
0.8198 |
0.8169 |
0.8097 |
|
| R2 |
0.8139 |
0.8139 |
0.8092 |
|
| R1 |
0.8110 |
0.8110 |
0.8086 |
0.8124 |
| PP |
0.8079 |
0.8079 |
0.8079 |
0.8086 |
| S1 |
0.8050 |
0.8050 |
0.8076 |
0.8065 |
| S2 |
0.8020 |
0.8020 |
0.8070 |
|
| S3 |
0.7960 |
0.7991 |
0.8065 |
|
| S4 |
0.7901 |
0.7931 |
0.8048 |
|
|
| 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 |
0.8108 |
0.7899 |
0.0210 |
2.6% |
0.0087 |
1.1% |
87% |
True |
False |
90,161 |
| 10 |
0.8108 |
0.7899 |
0.0210 |
2.6% |
0.0065 |
0.8% |
87% |
True |
False |
71,235 |
| 20 |
0.8108 |
0.7829 |
0.0279 |
3.5% |
0.0059 |
0.7% |
90% |
True |
False |
66,978 |
| 40 |
0.8108 |
0.7735 |
0.0373 |
4.6% |
0.0061 |
0.8% |
93% |
True |
False |
73,700 |
| 60 |
0.8108 |
0.7438 |
0.0671 |
8.3% |
0.0059 |
0.7% |
96% |
True |
False |
72,975 |
| 80 |
0.8108 |
0.7293 |
0.0816 |
10.1% |
0.0055 |
0.7% |
97% |
True |
False |
55,561 |
| 100 |
0.8108 |
0.7267 |
0.0841 |
10.4% |
0.0053 |
0.7% |
97% |
True |
False |
44,524 |
| 120 |
0.8108 |
0.7267 |
0.0841 |
10.4% |
0.0051 |
0.6% |
97% |
True |
False |
37,120 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8361 |
|
2.618 |
0.8264 |
|
1.618 |
0.8204 |
|
1.000 |
0.8168 |
|
0.618 |
0.8145 |
|
HIGH |
0.8108 |
|
0.618 |
0.8085 |
|
0.500 |
0.8078 |
|
0.382 |
0.8071 |
|
LOW |
0.8049 |
|
0.618 |
0.8012 |
|
1.000 |
0.7989 |
|
1.618 |
0.7952 |
|
2.618 |
0.7893 |
|
4.250 |
0.7796 |
|
|
| Fisher Pivots for day following 05-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8080 |
0.8055 |
| PP |
0.8079 |
0.8029 |
| S1 |
0.8078 |
0.8003 |
|