CME Canadian Dollar Future September 2017
| Trading Metrics calculated at close of trading on 19-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2017 |
19-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8199 |
0.8139 |
-0.0061 |
-0.7% |
0.8231 |
| High |
0.8216 |
0.8154 |
-0.0061 |
-0.7% |
0.8277 |
| Low |
0.8106 |
0.8125 |
0.0019 |
0.2% |
0.8171 |
| Close |
0.8126 |
0.8137 |
0.0011 |
0.1% |
0.8211 |
| Range |
0.0110 |
0.0030 |
-0.0081 |
-73.2% |
0.0107 |
| ATR |
0.0073 |
0.0070 |
-0.0003 |
-4.3% |
0.0000 |
| Volume |
13,440 |
1,650 |
-11,790 |
-87.7% |
452,803 |
|
| Daily Pivots for day following 19-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8227 |
0.8211 |
0.8153 |
|
| R3 |
0.8197 |
0.8182 |
0.8145 |
|
| R2 |
0.8168 |
0.8168 |
0.8142 |
|
| R1 |
0.8152 |
0.8152 |
0.8139 |
0.8145 |
| PP |
0.8138 |
0.8138 |
0.8138 |
0.8135 |
| S1 |
0.8123 |
0.8123 |
0.8134 |
0.8116 |
| S2 |
0.8109 |
0.8109 |
0.8131 |
|
| S3 |
0.8079 |
0.8093 |
0.8128 |
|
| S4 |
0.8050 |
0.8064 |
0.8120 |
|
|
| Weekly Pivots for week ending 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8539 |
0.8481 |
0.8269 |
|
| R3 |
0.8432 |
0.8375 |
0.8240 |
|
| R2 |
0.8326 |
0.8326 |
0.8230 |
|
| R1 |
0.8268 |
0.8268 |
0.8220 |
0.8244 |
| PP |
0.8219 |
0.8219 |
0.8219 |
0.8207 |
| S1 |
0.8162 |
0.8162 |
0.8201 |
0.8137 |
| S2 |
0.8113 |
0.8113 |
0.8191 |
|
| S3 |
0.8006 |
0.8055 |
0.8181 |
|
| S4 |
0.7900 |
0.7949 |
0.8152 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8255 |
0.8106 |
0.0149 |
1.8% |
0.0065 |
0.8% |
21% |
False |
False |
63,198 |
| 10 |
0.8291 |
0.8056 |
0.0235 |
2.9% |
0.0080 |
1.0% |
34% |
False |
False |
80,680 |
| 20 |
0.8291 |
0.7899 |
0.0393 |
4.8% |
0.0073 |
0.9% |
61% |
False |
False |
75,958 |
| 40 |
0.8291 |
0.7829 |
0.0462 |
5.7% |
0.0066 |
0.8% |
67% |
False |
False |
73,924 |
| 60 |
0.8291 |
0.7548 |
0.0743 |
9.1% |
0.0063 |
0.8% |
79% |
False |
False |
75,953 |
| 80 |
0.8291 |
0.7396 |
0.0895 |
11.0% |
0.0059 |
0.7% |
83% |
False |
False |
65,558 |
| 100 |
0.8291 |
0.7267 |
0.1024 |
12.6% |
0.0056 |
0.7% |
85% |
False |
False |
52,554 |
| 120 |
0.8291 |
0.7267 |
0.1024 |
12.6% |
0.0055 |
0.7% |
85% |
False |
False |
43,838 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8279 |
|
2.618 |
0.8231 |
|
1.618 |
0.8202 |
|
1.000 |
0.8184 |
|
0.618 |
0.8172 |
|
HIGH |
0.8154 |
|
0.618 |
0.8143 |
|
0.500 |
0.8139 |
|
0.382 |
0.8136 |
|
LOW |
0.8125 |
|
0.618 |
0.8106 |
|
1.000 |
0.8095 |
|
1.618 |
0.8077 |
|
2.618 |
0.8047 |
|
4.250 |
0.7999 |
|
|
| Fisher Pivots for day following 19-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8139 |
0.8180 |
| PP |
0.8138 |
0.8166 |
| S1 |
0.8137 |
0.8151 |
|