CME Canadian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 05-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2017 |
05-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8019 |
0.8069 |
0.0049 |
0.6% |
0.8026 |
| High |
0.8110 |
0.8112 |
0.0003 |
0.0% |
0.8110 |
| Low |
0.8013 |
0.8054 |
0.0042 |
0.5% |
0.7906 |
| Close |
0.8078 |
0.8086 |
0.0009 |
0.1% |
0.8078 |
| Range |
0.0097 |
0.0058 |
-0.0039 |
-40.2% |
0.0204 |
| ATR |
0.0062 |
0.0061 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
3,383 |
2,391 |
-992 |
-29.3% |
8,815 |
|
| Daily Pivots for day following 05-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8258 |
0.8230 |
0.8118 |
|
| R3 |
0.8200 |
0.8172 |
0.8102 |
|
| R2 |
0.8142 |
0.8142 |
0.8097 |
|
| R1 |
0.8114 |
0.8114 |
0.8091 |
0.8128 |
| PP |
0.8084 |
0.8084 |
0.8084 |
0.8091 |
| S1 |
0.8056 |
0.8056 |
0.8081 |
0.8070 |
| S2 |
0.8026 |
0.8026 |
0.8075 |
|
| S3 |
0.7968 |
0.7998 |
0.8070 |
|
| S4 |
0.7910 |
0.7940 |
0.8054 |
|
|
| Weekly Pivots for week ending 01-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8643 |
0.8564 |
0.8190 |
|
| R3 |
0.8439 |
0.8360 |
0.8134 |
|
| R2 |
0.8235 |
0.8235 |
0.8115 |
|
| R1 |
0.8156 |
0.8156 |
0.8096 |
0.8195 |
| PP |
0.8031 |
0.8031 |
0.8031 |
0.8051 |
| S1 |
0.7952 |
0.7952 |
0.8059 |
0.7992 |
| S2 |
0.7827 |
0.7827 |
0.8040 |
|
| S3 |
0.7623 |
0.7748 |
0.8021 |
|
| S4 |
0.7419 |
0.7544 |
0.7965 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8112 |
0.7906 |
0.0206 |
2.6% |
0.0085 |
1.1% |
87% |
True |
False |
2,131 |
| 10 |
0.8112 |
0.7906 |
0.0206 |
2.6% |
0.0062 |
0.8% |
87% |
True |
False |
1,273 |
| 20 |
0.8112 |
0.7836 |
0.0276 |
3.4% |
0.0057 |
0.7% |
91% |
True |
False |
862 |
| 40 |
0.8112 |
0.7742 |
0.0370 |
4.6% |
0.0059 |
0.7% |
93% |
True |
False |
616 |
| 60 |
0.8112 |
0.7453 |
0.0659 |
8.1% |
0.0056 |
0.7% |
96% |
True |
False |
547 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8358 |
|
2.618 |
0.8264 |
|
1.618 |
0.8206 |
|
1.000 |
0.8170 |
|
0.618 |
0.8148 |
|
HIGH |
0.8112 |
|
0.618 |
0.8090 |
|
0.500 |
0.8083 |
|
0.382 |
0.8076 |
|
LOW |
0.8054 |
|
0.618 |
0.8018 |
|
1.000 |
0.7996 |
|
1.618 |
0.7960 |
|
2.618 |
0.7902 |
|
4.250 |
0.7808 |
|
|
| Fisher Pivots for day following 05-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8085 |
0.8060 |
| PP |
0.8084 |
0.8035 |
| S1 |
0.8083 |
0.8009 |
|