CME Canadian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 08-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2017 |
08-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8179 |
0.8246 |
0.0067 |
0.8% |
0.8069 |
| High |
0.8261 |
0.8293 |
0.0032 |
0.4% |
0.8293 |
| Low |
0.8174 |
0.8223 |
0.0050 |
0.6% |
0.8054 |
| Close |
0.8236 |
0.8237 |
0.0002 |
0.0% |
0.8237 |
| Range |
0.0088 |
0.0070 |
-0.0018 |
-20.0% |
0.0239 |
| ATR |
0.0071 |
0.0071 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
7,618 |
15,997 |
8,379 |
110.0% |
43,718 |
|
| Daily Pivots for day following 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8461 |
0.8419 |
0.8276 |
|
| R3 |
0.8391 |
0.8349 |
0.8256 |
|
| R2 |
0.8321 |
0.8321 |
0.8250 |
|
| R1 |
0.8279 |
0.8279 |
0.8243 |
0.8265 |
| PP |
0.8251 |
0.8251 |
0.8251 |
0.8244 |
| S1 |
0.8209 |
0.8209 |
0.8231 |
0.8195 |
| S2 |
0.8181 |
0.8181 |
0.8224 |
|
| S3 |
0.8111 |
0.8139 |
0.8218 |
|
| S4 |
0.8041 |
0.8069 |
0.8199 |
|
|
| Weekly Pivots for week ending 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8912 |
0.8813 |
0.8368 |
|
| R3 |
0.8673 |
0.8574 |
0.8303 |
|
| R2 |
0.8434 |
0.8434 |
0.8281 |
|
| R1 |
0.8335 |
0.8335 |
0.8259 |
0.8384 |
| PP |
0.8195 |
0.8195 |
0.8195 |
0.8219 |
| S1 |
0.8096 |
0.8096 |
0.8215 |
0.8146 |
| S2 |
0.7956 |
0.7956 |
0.8193 |
|
| S3 |
0.7717 |
0.7857 |
0.8171 |
|
| S4 |
0.7478 |
0.7618 |
0.8106 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8293 |
0.8013 |
0.0281 |
3.4% |
0.0099 |
1.2% |
80% |
True |
False |
9,420 |
| 10 |
0.8293 |
0.7906 |
0.0387 |
4.7% |
0.0086 |
1.0% |
86% |
True |
False |
5,304 |
| 20 |
0.8293 |
0.7836 |
0.0457 |
5.5% |
0.0068 |
0.8% |
88% |
True |
False |
2,866 |
| 40 |
0.8293 |
0.7836 |
0.0457 |
5.5% |
0.0062 |
0.8% |
88% |
True |
False |
1,623 |
| 60 |
0.8293 |
0.7514 |
0.0780 |
9.5% |
0.0059 |
0.7% |
93% |
True |
False |
1,212 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8591 |
|
2.618 |
0.8476 |
|
1.618 |
0.8406 |
|
1.000 |
0.8363 |
|
0.618 |
0.8336 |
|
HIGH |
0.8293 |
|
0.618 |
0.8266 |
|
0.500 |
0.8258 |
|
0.382 |
0.8250 |
|
LOW |
0.8223 |
|
0.618 |
0.8180 |
|
1.000 |
0.8153 |
|
1.618 |
0.8110 |
|
2.618 |
0.8040 |
|
4.250 |
0.7926 |
|
|
| Fisher Pivots for day following 08-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8258 |
0.8217 |
| PP |
0.8251 |
0.8197 |
| S1 |
0.8244 |
0.8177 |
|