CME Canadian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 14-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2017 |
14-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8215 |
0.8220 |
0.0005 |
0.1% |
0.8069 |
| High |
0.8247 |
0.8230 |
-0.0017 |
-0.2% |
0.8293 |
| Low |
0.8187 |
0.8174 |
-0.0013 |
-0.2% |
0.8054 |
| Close |
0.8202 |
0.8208 |
0.0006 |
0.1% |
0.8237 |
| Range |
0.0060 |
0.0056 |
-0.0004 |
-6.7% |
0.0239 |
| ATR |
0.0069 |
0.0068 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
62,969 |
97,172 |
34,203 |
54.3% |
43,718 |
|
| Daily Pivots for day following 14-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8372 |
0.8346 |
0.8238 |
|
| R3 |
0.8316 |
0.8290 |
0.8223 |
|
| R2 |
0.8260 |
0.8260 |
0.8218 |
|
| R1 |
0.8234 |
0.8234 |
0.8213 |
0.8219 |
| PP |
0.8204 |
0.8204 |
0.8204 |
0.8196 |
| S1 |
0.8178 |
0.8178 |
0.8202 |
0.8163 |
| S2 |
0.8148 |
0.8148 |
0.8197 |
|
| S3 |
0.8092 |
0.8122 |
0.8192 |
|
| S4 |
0.8036 |
0.8066 |
0.8177 |
|
|
| 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% |
0.0062 |
0.8% |
28% |
False |
True |
44,878 |
| 10 |
0.8293 |
0.7906 |
0.0387 |
4.7% |
0.0085 |
1.0% |
78% |
False |
False |
25,788 |
| 20 |
0.8293 |
0.7891 |
0.0402 |
4.9% |
0.0069 |
0.8% |
79% |
False |
False |
13,190 |
| 40 |
0.8293 |
0.7836 |
0.0457 |
5.6% |
0.0062 |
0.8% |
81% |
False |
False |
6,815 |
| 60 |
0.8293 |
0.7514 |
0.0780 |
9.5% |
0.0060 |
0.7% |
89% |
False |
False |
4,661 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8468 |
|
2.618 |
0.8376 |
|
1.618 |
0.8320 |
|
1.000 |
0.8286 |
|
0.618 |
0.8264 |
|
HIGH |
0.8230 |
|
0.618 |
0.8208 |
|
0.500 |
0.8202 |
|
0.382 |
0.8195 |
|
LOW |
0.8174 |
|
0.618 |
0.8139 |
|
1.000 |
0.8118 |
|
1.618 |
0.8083 |
|
2.618 |
0.8027 |
|
4.250 |
0.7936 |
|
|
| Fisher Pivots for day following 14-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8206 |
0.8226 |
| PP |
0.8204 |
0.8220 |
| S1 |
0.8202 |
0.8214 |
|