CME Canadian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 08-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2017 |
08-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8175 |
0.8244 |
0.0069 |
0.8% |
0.8065 |
| High |
0.8258 |
0.8291 |
0.0033 |
0.4% |
0.8291 |
| Low |
0.8170 |
0.8221 |
0.0051 |
0.6% |
0.8049 |
| Close |
0.8233 |
0.8235 |
0.0002 |
0.0% |
0.8235 |
| Range |
0.0088 |
0.0071 |
-0.0018 |
-19.9% |
0.0243 |
| ATR |
0.0074 |
0.0074 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
105,914 |
103,688 |
-2,226 |
-2.1% |
426,428 |
|
| Daily Pivots for day following 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8460 |
0.8418 |
0.8274 |
|
| R3 |
0.8390 |
0.8348 |
0.8254 |
|
| R2 |
0.8319 |
0.8319 |
0.8248 |
|
| R1 |
0.8277 |
0.8277 |
0.8241 |
0.8263 |
| PP |
0.8249 |
0.8249 |
0.8249 |
0.8242 |
| S1 |
0.8207 |
0.8207 |
0.8229 |
0.8193 |
| S2 |
0.8178 |
0.8178 |
0.8222 |
|
| S3 |
0.8108 |
0.8136 |
0.8216 |
|
| S4 |
0.8037 |
0.8066 |
0.8196 |
|
|
| Weekly Pivots for week ending 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8919 |
0.8820 |
0.8368 |
|
| R3 |
0.8677 |
0.8577 |
0.8302 |
|
| R2 |
0.8434 |
0.8434 |
0.8279 |
|
| R1 |
0.8335 |
0.8335 |
0.8257 |
0.8384 |
| PP |
0.8192 |
0.8192 |
0.8192 |
0.8216 |
| S1 |
0.8092 |
0.8092 |
0.8213 |
0.8142 |
| S2 |
0.7949 |
0.7949 |
0.8191 |
|
| S3 |
0.7707 |
0.7850 |
0.8168 |
|
| S4 |
0.7464 |
0.7607 |
0.8102 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8291 |
0.8007 |
0.0284 |
3.5% |
0.0101 |
1.2% |
80% |
True |
False |
107,778 |
| 10 |
0.8291 |
0.7899 |
0.0393 |
4.8% |
0.0088 |
1.1% |
86% |
True |
False |
89,723 |
| 20 |
0.8291 |
0.7829 |
0.0462 |
5.6% |
0.0071 |
0.9% |
88% |
True |
False |
74,397 |
| 40 |
0.8291 |
0.7829 |
0.0462 |
5.6% |
0.0064 |
0.8% |
88% |
True |
False |
75,094 |
| 60 |
0.8291 |
0.7504 |
0.0787 |
9.6% |
0.0061 |
0.7% |
93% |
True |
False |
76,375 |
| 80 |
0.8291 |
0.7332 |
0.0959 |
11.7% |
0.0057 |
0.7% |
94% |
True |
False |
59,775 |
| 100 |
0.8291 |
0.7267 |
0.1024 |
12.4% |
0.0056 |
0.7% |
95% |
True |
False |
47,906 |
| 120 |
0.8291 |
0.7267 |
0.1024 |
12.4% |
0.0053 |
0.6% |
95% |
True |
False |
39,943 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8591 |
|
2.618 |
0.8476 |
|
1.618 |
0.8405 |
|
1.000 |
0.8362 |
|
0.618 |
0.8335 |
|
HIGH |
0.8291 |
|
0.618 |
0.8264 |
|
0.500 |
0.8256 |
|
0.382 |
0.8247 |
|
LOW |
0.8221 |
|
0.618 |
0.8177 |
|
1.000 |
0.8150 |
|
1.618 |
0.8106 |
|
2.618 |
0.8036 |
|
4.250 |
0.7921 |
|
|
| Fisher Pivots for day following 08-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8256 |
0.8215 |
| PP |
0.8249 |
0.8194 |
| S1 |
0.8242 |
0.8174 |
|