CME Canadian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 13-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2017 |
13-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8261 |
0.8215 |
-0.0046 |
-0.6% |
0.8069 |
| High |
0.8279 |
0.8247 |
-0.0033 |
-0.4% |
0.8293 |
| Low |
0.8207 |
0.8187 |
-0.0020 |
-0.2% |
0.8054 |
| Close |
0.8215 |
0.8202 |
-0.0013 |
-0.2% |
0.8237 |
| Range |
0.0073 |
0.0060 |
-0.0013 |
-17.2% |
0.0239 |
| ATR |
0.0070 |
0.0069 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
32,398 |
62,969 |
30,571 |
94.4% |
43,718 |
|
| Daily Pivots for day following 13-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8392 |
0.8357 |
0.8235 |
|
| R3 |
0.8332 |
0.8297 |
0.8218 |
|
| R2 |
0.8272 |
0.8272 |
0.8213 |
|
| R1 |
0.8237 |
0.8237 |
0.8207 |
0.8224 |
| PP |
0.8212 |
0.8212 |
0.8212 |
0.8205 |
| S1 |
0.8177 |
0.8177 |
0.8196 |
0.8164 |
| S2 |
0.8152 |
0.8152 |
0.8191 |
|
| S3 |
0.8092 |
0.8117 |
0.8185 |
|
| S4 |
0.8032 |
0.8057 |
0.8169 |
|
|
| 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 |
0.8174 |
0.0120 |
1.5% |
0.0068 |
0.8% |
23% |
False |
False |
26,967 |
| 10 |
0.8293 |
0.7906 |
0.0387 |
4.7% |
0.0088 |
1.1% |
76% |
False |
False |
16,217 |
| 20 |
0.8293 |
0.7842 |
0.0451 |
5.5% |
0.0071 |
0.9% |
80% |
False |
False |
8,357 |
| 40 |
0.8293 |
0.7836 |
0.0457 |
5.6% |
0.0062 |
0.8% |
80% |
False |
False |
4,389 |
| 60 |
0.8293 |
0.7514 |
0.0780 |
9.5% |
0.0060 |
0.7% |
88% |
False |
False |
3,049 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8502 |
|
2.618 |
0.8404 |
|
1.618 |
0.8344 |
|
1.000 |
0.8307 |
|
0.618 |
0.8284 |
|
HIGH |
0.8247 |
|
0.618 |
0.8224 |
|
0.500 |
0.8217 |
|
0.382 |
0.8209 |
|
LOW |
0.8187 |
|
0.618 |
0.8149 |
|
1.000 |
0.8127 |
|
1.618 |
0.8089 |
|
2.618 |
0.8029 |
|
4.250 |
0.7932 |
|
|
| Fisher Pivots for day following 13-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8217 |
0.8233 |
| PP |
0.8212 |
0.8222 |
| S1 |
0.8207 |
0.8212 |
|