CME Canadian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 12-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2017 |
12-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8232 |
0.8261 |
0.0030 |
0.4% |
0.8069 |
| High |
0.8269 |
0.8279 |
0.0010 |
0.1% |
0.8293 |
| Low |
0.8219 |
0.8207 |
-0.0013 |
-0.2% |
0.8054 |
| Close |
0.8260 |
0.8215 |
-0.0045 |
-0.5% |
0.8237 |
| Range |
0.0050 |
0.0073 |
0.0023 |
45.0% |
0.0239 |
| ATR |
0.0070 |
0.0070 |
0.0000 |
0.3% |
0.0000 |
| Volume |
15,856 |
32,398 |
16,542 |
104.3% |
43,718 |
|
| Daily Pivots for day following 12-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8451 |
0.8405 |
0.8254 |
|
| R3 |
0.8378 |
0.8333 |
0.8234 |
|
| R2 |
0.8306 |
0.8306 |
0.8228 |
|
| R1 |
0.8260 |
0.8260 |
0.8221 |
0.8247 |
| PP |
0.8233 |
0.8233 |
0.8233 |
0.8227 |
| S1 |
0.8188 |
0.8188 |
0.8208 |
0.8174 |
| S2 |
0.8161 |
0.8161 |
0.8201 |
|
| S3 |
0.8088 |
0.8115 |
0.8195 |
|
| S4 |
0.8016 |
0.8043 |
0.8175 |
|
|
| 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 |
0.8061 |
0.0232 |
2.8% |
0.0092 |
1.1% |
66% |
False |
False |
17,916 |
| 10 |
0.8293 |
0.7906 |
0.0387 |
4.7% |
0.0089 |
1.1% |
80% |
False |
False |
10,023 |
| 20 |
0.8293 |
0.7836 |
0.0457 |
5.6% |
0.0069 |
0.8% |
83% |
False |
False |
5,248 |
| 40 |
0.8293 |
0.7836 |
0.0457 |
5.6% |
0.0063 |
0.8% |
83% |
False |
False |
2,818 |
| 60 |
0.8293 |
0.7514 |
0.0780 |
9.5% |
0.0059 |
0.7% |
90% |
False |
False |
2,001 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8587 |
|
2.618 |
0.8469 |
|
1.618 |
0.8396 |
|
1.000 |
0.8352 |
|
0.618 |
0.8324 |
|
HIGH |
0.8279 |
|
0.618 |
0.8251 |
|
0.500 |
0.8243 |
|
0.382 |
0.8234 |
|
LOW |
0.8207 |
|
0.618 |
0.8162 |
|
1.000 |
0.8134 |
|
1.618 |
0.8089 |
|
2.618 |
0.8017 |
|
4.250 |
0.7898 |
|
|
| Fisher Pivots for day following 12-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8243 |
0.8250 |
| PP |
0.8233 |
0.8238 |
| S1 |
0.8224 |
0.8226 |
|