CME Canadian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 07-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2017 |
07-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8083 |
0.8175 |
0.0092 |
1.1% |
0.8020 |
| High |
0.8246 |
0.8258 |
0.0013 |
0.2% |
0.8105 |
| Low |
0.8056 |
0.8170 |
0.0114 |
1.4% |
0.7899 |
| Close |
0.8177 |
0.8233 |
0.0056 |
0.7% |
0.8073 |
| Range |
0.0190 |
0.0088 |
-0.0102 |
-53.6% |
0.0207 |
| ATR |
0.0073 |
0.0074 |
0.0001 |
1.5% |
0.0000 |
| Volume |
129,312 |
105,914 |
-23,398 |
-18.1% |
409,106 |
|
| Daily Pivots for day following 07-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8484 |
0.8447 |
0.8281 |
|
| R3 |
0.8396 |
0.8359 |
0.8257 |
|
| R2 |
0.8308 |
0.8308 |
0.8249 |
|
| R1 |
0.8271 |
0.8271 |
0.8241 |
0.8290 |
| PP |
0.8220 |
0.8220 |
0.8220 |
0.8230 |
| S1 |
0.8183 |
0.8183 |
0.8225 |
0.8202 |
| S2 |
0.8132 |
0.8132 |
0.8217 |
|
| S3 |
0.8044 |
0.8095 |
0.8209 |
|
| S4 |
0.7956 |
0.8007 |
0.8185 |
|
|
| 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 |
0.8258 |
0.7899 |
0.0360 |
4.4% |
0.0111 |
1.3% |
93% |
True |
False |
109,520 |
| 10 |
0.8258 |
0.7899 |
0.0360 |
4.4% |
0.0084 |
1.0% |
93% |
True |
False |
83,620 |
| 20 |
0.8258 |
0.7829 |
0.0429 |
5.2% |
0.0069 |
0.8% |
94% |
True |
False |
72,671 |
| 40 |
0.8258 |
0.7829 |
0.0429 |
5.2% |
0.0063 |
0.8% |
94% |
True |
False |
74,353 |
| 60 |
0.8258 |
0.7504 |
0.0754 |
9.2% |
0.0061 |
0.7% |
97% |
True |
False |
75,821 |
| 80 |
0.8258 |
0.7332 |
0.0926 |
11.3% |
0.0057 |
0.7% |
97% |
True |
False |
58,489 |
| 100 |
0.8258 |
0.7267 |
0.0991 |
12.0% |
0.0055 |
0.7% |
97% |
True |
False |
46,871 |
| 120 |
0.8258 |
0.7267 |
0.0991 |
12.0% |
0.0053 |
0.6% |
97% |
True |
False |
39,079 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8632 |
|
2.618 |
0.8488 |
|
1.618 |
0.8400 |
|
1.000 |
0.8346 |
|
0.618 |
0.8312 |
|
HIGH |
0.8258 |
|
0.618 |
0.8224 |
|
0.500 |
0.8214 |
|
0.382 |
0.8204 |
|
LOW |
0.8170 |
|
0.618 |
0.8116 |
|
1.000 |
0.8082 |
|
1.618 |
0.8028 |
|
2.618 |
0.7940 |
|
4.250 |
0.7796 |
|
|
| Fisher Pivots for day following 07-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8227 |
0.8206 |
| PP |
0.8220 |
0.8180 |
| S1 |
0.8214 |
0.8153 |
|