CME Canadian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 15-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2017 |
15-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8220 |
0.8218 |
-0.0001 |
0.0% |
0.8232 |
| High |
0.8230 |
0.8255 |
0.0026 |
0.3% |
0.8279 |
| Low |
0.8174 |
0.8186 |
0.0013 |
0.2% |
0.8174 |
| Close |
0.8208 |
0.8214 |
0.0006 |
0.1% |
0.8214 |
| Range |
0.0056 |
0.0069 |
0.0013 |
23.2% |
0.0106 |
| ATR |
0.0068 |
0.0068 |
0.0000 |
0.1% |
0.0000 |
| Volume |
97,172 |
112,731 |
15,559 |
16.0% |
321,126 |
|
| Daily Pivots for day following 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8425 |
0.8388 |
0.8251 |
|
| R3 |
0.8356 |
0.8319 |
0.8232 |
|
| R2 |
0.8287 |
0.8287 |
0.8226 |
|
| R1 |
0.8250 |
0.8250 |
0.8220 |
0.8234 |
| PP |
0.8218 |
0.8218 |
0.8218 |
0.8210 |
| S1 |
0.8181 |
0.8181 |
0.8207 |
0.8165 |
| S2 |
0.8149 |
0.8149 |
0.8201 |
|
| S3 |
0.8080 |
0.8112 |
0.8195 |
|
| S4 |
0.8011 |
0.8043 |
0.8176 |
|
|
| Weekly Pivots for week ending 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8539 |
0.8482 |
0.8272 |
|
| R3 |
0.8433 |
0.8376 |
0.8243 |
|
| R2 |
0.8328 |
0.8328 |
0.8233 |
|
| R1 |
0.8271 |
0.8271 |
0.8223 |
0.8246 |
| PP |
0.8222 |
0.8222 |
0.8222 |
0.8210 |
| S1 |
0.8165 |
0.8165 |
0.8204 |
0.8141 |
| S2 |
0.8117 |
0.8117 |
0.8194 |
|
| S3 |
0.8011 |
0.8060 |
0.8184 |
|
| S4 |
0.7906 |
0.7954 |
0.8155 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8279 |
0.8174 |
0.0106 |
1.3% |
0.0062 |
0.7% |
38% |
False |
False |
64,225 |
| 10 |
0.8293 |
0.8013 |
0.0281 |
3.4% |
0.0080 |
1.0% |
72% |
False |
False |
36,822 |
| 20 |
0.8293 |
0.7891 |
0.0402 |
4.9% |
0.0069 |
0.8% |
80% |
False |
False |
18,809 |
| 40 |
0.8293 |
0.7836 |
0.0457 |
5.6% |
0.0063 |
0.8% |
83% |
False |
False |
9,626 |
| 60 |
0.8293 |
0.7521 |
0.0772 |
9.4% |
0.0061 |
0.7% |
90% |
False |
False |
6,530 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8548 |
|
2.618 |
0.8436 |
|
1.618 |
0.8367 |
|
1.000 |
0.8324 |
|
0.618 |
0.8298 |
|
HIGH |
0.8255 |
|
0.618 |
0.8229 |
|
0.500 |
0.8221 |
|
0.382 |
0.8212 |
|
LOW |
0.8186 |
|
0.618 |
0.8143 |
|
1.000 |
0.8117 |
|
1.618 |
0.8074 |
|
2.618 |
0.8005 |
|
4.250 |
0.7893 |
|
|
| Fisher Pivots for day following 15-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8221 |
0.8214 |
| PP |
0.8218 |
0.8214 |
| S1 |
0.8216 |
0.8214 |
|