CME Canadian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 13-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2017 |
13-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8257 |
0.8211 |
-0.0046 |
-0.6% |
0.8065 |
| High |
0.8277 |
0.8244 |
-0.0033 |
-0.4% |
0.8291 |
| Low |
0.8204 |
0.8184 |
-0.0021 |
-0.2% |
0.8049 |
| Close |
0.8212 |
0.8199 |
-0.0014 |
-0.2% |
0.8235 |
| Range |
0.0073 |
0.0061 |
-0.0012 |
-17.1% |
0.0243 |
| ATR |
0.0072 |
0.0071 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
86,672 |
109,332 |
22,660 |
26.1% |
426,428 |
|
| Daily Pivots for day following 13-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8390 |
0.8355 |
0.8232 |
|
| R3 |
0.8330 |
0.8294 |
0.8215 |
|
| R2 |
0.8269 |
0.8269 |
0.8210 |
|
| R1 |
0.8234 |
0.8234 |
0.8204 |
0.8221 |
| PP |
0.8209 |
0.8209 |
0.8209 |
0.8202 |
| S1 |
0.8173 |
0.8173 |
0.8193 |
0.8161 |
| S2 |
0.8148 |
0.8148 |
0.8187 |
|
| S3 |
0.8088 |
0.8113 |
0.8182 |
|
| S4 |
0.8027 |
0.8052 |
0.8165 |
|
|
| 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 |
0.8170 |
0.0121 |
1.5% |
0.0068 |
0.8% |
24% |
False |
False |
94,167 |
| 10 |
0.8291 |
0.7899 |
0.0393 |
4.8% |
0.0089 |
1.1% |
76% |
False |
False |
98,308 |
| 20 |
0.8291 |
0.7834 |
0.0457 |
5.6% |
0.0073 |
0.9% |
80% |
False |
False |
78,476 |
| 40 |
0.8291 |
0.7829 |
0.0462 |
5.6% |
0.0064 |
0.8% |
80% |
False |
False |
75,801 |
| 60 |
0.8291 |
0.7504 |
0.0787 |
9.6% |
0.0062 |
0.8% |
88% |
False |
False |
76,889 |
| 80 |
0.8291 |
0.7396 |
0.0895 |
10.9% |
0.0058 |
0.7% |
90% |
False |
False |
63,020 |
| 100 |
0.8291 |
0.7267 |
0.1024 |
12.5% |
0.0056 |
0.7% |
91% |
False |
False |
50,507 |
| 120 |
0.8291 |
0.7267 |
0.1024 |
12.5% |
0.0053 |
0.7% |
91% |
False |
False |
42,118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8501 |
|
2.618 |
0.8402 |
|
1.618 |
0.8342 |
|
1.000 |
0.8305 |
|
0.618 |
0.8281 |
|
HIGH |
0.8244 |
|
0.618 |
0.8221 |
|
0.500 |
0.8214 |
|
0.382 |
0.8207 |
|
LOW |
0.8184 |
|
0.618 |
0.8146 |
|
1.000 |
0.8123 |
|
1.618 |
0.8086 |
|
2.618 |
0.8025 |
|
4.250 |
0.7926 |
|
|
| Fisher Pivots for day following 13-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8214 |
0.8230 |
| PP |
0.8209 |
0.8220 |
| S1 |
0.8204 |
0.8209 |
|