CME Canadian Dollar Future September 2017
Trading Metrics calculated at close of trading on 14-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2017 |
14-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
0.8211 |
0.8215 |
0.0005 |
0.1% |
0.8065 |
High |
0.8244 |
0.8226 |
-0.0018 |
-0.2% |
0.8291 |
Low |
0.8184 |
0.8171 |
-0.0013 |
-0.2% |
0.8049 |
Close |
0.8199 |
0.8204 |
0.0006 |
0.1% |
0.8235 |
Range |
0.0061 |
0.0056 |
-0.0005 |
-8.3% |
0.0243 |
ATR |
0.0071 |
0.0070 |
-0.0001 |
-1.6% |
0.0000 |
Volume |
109,332 |
133,769 |
24,437 |
22.4% |
426,428 |
|
Daily Pivots for day following 14-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8367 |
0.8341 |
0.8235 |
|
R3 |
0.8311 |
0.8285 |
0.8219 |
|
R2 |
0.8256 |
0.8256 |
0.8214 |
|
R1 |
0.8230 |
0.8230 |
0.8209 |
0.8215 |
PP |
0.8200 |
0.8200 |
0.8200 |
0.8193 |
S1 |
0.8174 |
0.8174 |
0.8199 |
0.8160 |
S2 |
0.8145 |
0.8145 |
0.8194 |
|
S3 |
0.8089 |
0.8119 |
0.8189 |
|
S4 |
0.8034 |
0.8063 |
0.8173 |
|
|
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 |
0.8171 |
0.0121 |
1.5% |
0.0062 |
0.8% |
28% |
False |
True |
99,738 |
10 |
0.8291 |
0.7899 |
0.0393 |
4.8% |
0.0086 |
1.1% |
78% |
False |
False |
104,629 |
20 |
0.8291 |
0.7883 |
0.0409 |
5.0% |
0.0071 |
0.9% |
79% |
False |
False |
81,214 |
40 |
0.8291 |
0.7829 |
0.0462 |
5.6% |
0.0065 |
0.8% |
81% |
False |
False |
77,806 |
60 |
0.8291 |
0.7504 |
0.0787 |
9.6% |
0.0062 |
0.8% |
89% |
False |
False |
78,083 |
80 |
0.8291 |
0.7396 |
0.0895 |
10.9% |
0.0058 |
0.7% |
90% |
False |
False |
64,685 |
100 |
0.8291 |
0.7267 |
0.1024 |
12.5% |
0.0056 |
0.7% |
92% |
False |
False |
51,843 |
120 |
0.8291 |
0.7267 |
0.1024 |
12.5% |
0.0054 |
0.7% |
92% |
False |
False |
43,233 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8462 |
2.618 |
0.8371 |
1.618 |
0.8316 |
1.000 |
0.8282 |
0.618 |
0.8260 |
HIGH |
0.8226 |
0.618 |
0.8205 |
0.500 |
0.8198 |
0.382 |
0.8192 |
LOW |
0.8171 |
0.618 |
0.8136 |
1.000 |
0.8115 |
1.618 |
0.8081 |
2.618 |
0.8025 |
4.250 |
0.7935 |
|
|
Fisher Pivots for day following 14-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
0.8202 |
0.8224 |
PP |
0.8200 |
0.8217 |
S1 |
0.8198 |
0.8211 |
|