CME Canadian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 06-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2017 |
06-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8069 |
0.8086 |
0.0018 |
0.2% |
0.8026 |
| High |
0.8112 |
0.8242 |
0.0130 |
1.6% |
0.8110 |
| Low |
0.8054 |
0.8061 |
0.0007 |
0.1% |
0.7906 |
| Close |
0.8086 |
0.8180 |
0.0094 |
1.2% |
0.8078 |
| Range |
0.0058 |
0.0181 |
0.0123 |
212.1% |
0.0204 |
| ATR |
0.0061 |
0.0070 |
0.0009 |
13.9% |
0.0000 |
| Volume |
2,391 |
17,712 |
15,321 |
640.8% |
8,815 |
|
| Daily Pivots for day following 06-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8704 |
0.8623 |
0.8280 |
|
| R3 |
0.8523 |
0.8442 |
0.8230 |
|
| R2 |
0.8342 |
0.8342 |
0.8213 |
|
| R1 |
0.8261 |
0.8261 |
0.8197 |
0.8302 |
| PP |
0.8161 |
0.8161 |
0.8161 |
0.8181 |
| S1 |
0.8080 |
0.8080 |
0.8163 |
0.8121 |
| S2 |
0.7980 |
0.7980 |
0.8147 |
|
| S3 |
0.7799 |
0.7899 |
0.8130 |
|
| S4 |
0.7618 |
0.7718 |
0.8080 |
|
|
| 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 |
0.8242 |
0.7906 |
0.0336 |
4.1% |
0.0108 |
1.3% |
82% |
True |
False |
5,467 |
| 10 |
0.8242 |
0.7906 |
0.0336 |
4.1% |
0.0076 |
0.9% |
82% |
True |
False |
2,997 |
| 20 |
0.8242 |
0.7836 |
0.0406 |
5.0% |
0.0064 |
0.8% |
85% |
True |
False |
1,726 |
| 40 |
0.8242 |
0.7744 |
0.0498 |
6.1% |
0.0063 |
0.8% |
88% |
True |
False |
1,052 |
| 60 |
0.8242 |
0.7514 |
0.0729 |
8.9% |
0.0058 |
0.7% |
91% |
True |
False |
838 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9011 |
|
2.618 |
0.8716 |
|
1.618 |
0.8535 |
|
1.000 |
0.8423 |
|
0.618 |
0.8354 |
|
HIGH |
0.8242 |
|
0.618 |
0.8173 |
|
0.500 |
0.8152 |
|
0.382 |
0.8130 |
|
LOW |
0.8061 |
|
0.618 |
0.7949 |
|
1.000 |
0.7880 |
|
1.618 |
0.7768 |
|
2.618 |
0.7587 |
|
4.250 |
0.7292 |
|
|
| Fisher Pivots for day following 06-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8171 |
0.8162 |
| PP |
0.8161 |
0.8145 |
| S1 |
0.8152 |
0.8127 |
|