CME Canadian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 19-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2017 |
19-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8208 |
0.8137 |
-0.0071 |
-0.9% |
0.8232 |
| High |
0.8219 |
0.8164 |
-0.0056 |
-0.7% |
0.8279 |
| Low |
0.8108 |
0.8128 |
0.0020 |
0.2% |
0.8174 |
| Close |
0.8129 |
0.8153 |
0.0024 |
0.3% |
0.8214 |
| Range |
0.0111 |
0.0036 |
-0.0076 |
-68.0% |
0.0106 |
| ATR |
0.0071 |
0.0069 |
-0.0003 |
-3.6% |
0.0000 |
| Volume |
87,823 |
61,256 |
-26,567 |
-30.3% |
321,126 |
|
| Daily Pivots for day following 19-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8255 |
0.8239 |
0.8173 |
|
| R3 |
0.8219 |
0.8204 |
0.8163 |
|
| R2 |
0.8184 |
0.8184 |
0.8160 |
|
| R1 |
0.8168 |
0.8168 |
0.8156 |
0.8176 |
| PP |
0.8148 |
0.8148 |
0.8148 |
0.8152 |
| S1 |
0.8133 |
0.8133 |
0.8150 |
0.8141 |
| S2 |
0.8113 |
0.8113 |
0.8146 |
|
| S3 |
0.8077 |
0.8097 |
0.8143 |
|
| S4 |
0.8042 |
0.8062 |
0.8133 |
|
|
| 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 |
0.8255 |
0.8108 |
0.0147 |
1.8% |
0.0066 |
0.8% |
31% |
False |
False |
84,390 |
| 10 |
0.8293 |
0.8061 |
0.0232 |
2.8% |
0.0079 |
1.0% |
40% |
False |
False |
51,153 |
| 20 |
0.8293 |
0.7906 |
0.0387 |
4.8% |
0.0071 |
0.9% |
64% |
False |
False |
26,213 |
| 40 |
0.8293 |
0.7836 |
0.0457 |
5.6% |
0.0064 |
0.8% |
69% |
False |
False |
13,340 |
| 60 |
0.8293 |
0.7558 |
0.0735 |
9.0% |
0.0061 |
0.7% |
81% |
False |
False |
9,003 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8314 |
|
2.618 |
0.8256 |
|
1.618 |
0.8221 |
|
1.000 |
0.8199 |
|
0.618 |
0.8185 |
|
HIGH |
0.8164 |
|
0.618 |
0.8150 |
|
0.500 |
0.8146 |
|
0.382 |
0.8142 |
|
LOW |
0.8128 |
|
0.618 |
0.8106 |
|
1.000 |
0.8093 |
|
1.618 |
0.8071 |
|
2.618 |
0.8035 |
|
4.250 |
0.7977 |
|
|
| Fisher Pivots for day following 19-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8151 |
0.8182 |
| PP |
0.8148 |
0.8172 |
| S1 |
0.8146 |
0.8163 |
|