CME Canadian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 12-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2017 |
12-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8231 |
0.8257 |
0.0026 |
0.3% |
0.8065 |
| High |
0.8267 |
0.8277 |
0.0011 |
0.1% |
0.8291 |
| Low |
0.8217 |
0.8204 |
-0.0013 |
-0.2% |
0.8049 |
| Close |
0.8257 |
0.8212 |
-0.0045 |
-0.5% |
0.8235 |
| Range |
0.0050 |
0.0073 |
0.0023 |
46.0% |
0.0243 |
| ATR |
0.0072 |
0.0072 |
0.0000 |
0.1% |
0.0000 |
| Volume |
65,231 |
86,672 |
21,441 |
32.9% |
426,428 |
|
| Daily Pivots for day following 12-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8450 |
0.8404 |
0.8252 |
|
| R3 |
0.8377 |
0.8331 |
0.8232 |
|
| R2 |
0.8304 |
0.8304 |
0.8225 |
|
| R1 |
0.8258 |
0.8258 |
0.8219 |
0.8245 |
| PP |
0.8231 |
0.8231 |
0.8231 |
0.8224 |
| S1 |
0.8185 |
0.8185 |
0.8205 |
0.8172 |
| S2 |
0.8158 |
0.8158 |
0.8199 |
|
| S3 |
0.8085 |
0.8112 |
0.8192 |
|
| S4 |
0.8012 |
0.8039 |
0.8172 |
|
|
| 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 |
0.8056 |
0.0235 |
2.9% |
0.0094 |
1.1% |
66% |
False |
False |
98,163 |
| 10 |
0.8291 |
0.7899 |
0.0393 |
4.8% |
0.0091 |
1.1% |
80% |
False |
False |
94,162 |
| 20 |
0.8291 |
0.7829 |
0.0462 |
5.6% |
0.0072 |
0.9% |
83% |
False |
False |
76,099 |
| 40 |
0.8291 |
0.7829 |
0.0462 |
5.6% |
0.0065 |
0.8% |
83% |
False |
False |
75,216 |
| 60 |
0.8291 |
0.7504 |
0.0787 |
9.6% |
0.0062 |
0.8% |
90% |
False |
False |
76,095 |
| 80 |
0.8291 |
0.7363 |
0.0928 |
11.3% |
0.0058 |
0.7% |
91% |
False |
False |
61,663 |
| 100 |
0.8291 |
0.7267 |
0.1024 |
12.5% |
0.0056 |
0.7% |
92% |
False |
False |
49,418 |
| 120 |
0.8291 |
0.7267 |
0.1024 |
12.5% |
0.0053 |
0.6% |
92% |
False |
False |
41,208 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8587 |
|
2.618 |
0.8468 |
|
1.618 |
0.8395 |
|
1.000 |
0.8350 |
|
0.618 |
0.8322 |
|
HIGH |
0.8277 |
|
0.618 |
0.8249 |
|
0.500 |
0.8241 |
|
0.382 |
0.8232 |
|
LOW |
0.8204 |
|
0.618 |
0.8159 |
|
1.000 |
0.8131 |
|
1.618 |
0.8086 |
|
2.618 |
0.8013 |
|
4.250 |
0.7894 |
|
|
| Fisher Pivots for day following 12-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8241 |
0.8248 |
| PP |
0.8231 |
0.8236 |
| S1 |
0.8222 |
0.8224 |
|