CME Canadian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 22-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2017 |
22-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8117 |
0.8118 |
0.0001 |
0.0% |
0.8208 |
| High |
0.8121 |
0.8165 |
0.0044 |
0.5% |
0.8219 |
| Low |
0.8089 |
0.8101 |
0.0011 |
0.1% |
0.8075 |
| Close |
0.8105 |
0.8111 |
0.0006 |
0.1% |
0.8111 |
| Range |
0.0031 |
0.0064 |
0.0033 |
103.2% |
0.0145 |
| ATR |
0.0070 |
0.0070 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
54,004 |
79,105 |
25,101 |
46.5% |
379,633 |
|
| Daily Pivots for day following 22-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8317 |
0.8278 |
0.8146 |
|
| R3 |
0.8253 |
0.8214 |
0.8128 |
|
| R2 |
0.8189 |
0.8189 |
0.8122 |
|
| R1 |
0.8150 |
0.8150 |
0.8116 |
0.8138 |
| PP |
0.8125 |
0.8125 |
0.8125 |
0.8119 |
| S1 |
0.8086 |
0.8086 |
0.8105 |
0.8073 |
| S2 |
0.8061 |
0.8061 |
0.8099 |
|
| S3 |
0.7997 |
0.8022 |
0.8093 |
|
| S4 |
0.7933 |
0.7958 |
0.8075 |
|
|
| Weekly Pivots for week ending 22-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8568 |
0.8484 |
0.8190 |
|
| R3 |
0.8424 |
0.8339 |
0.8150 |
|
| R2 |
0.8279 |
0.8279 |
0.8137 |
|
| R1 |
0.8195 |
0.8195 |
0.8124 |
0.8165 |
| PP |
0.8135 |
0.8135 |
0.8135 |
0.8120 |
| S1 |
0.8050 |
0.8050 |
0.8097 |
0.8020 |
| S2 |
0.7990 |
0.7990 |
0.8084 |
|
| S3 |
0.7846 |
0.7906 |
0.8071 |
|
| S4 |
0.7701 |
0.7761 |
0.8031 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8219 |
0.8075 |
0.0145 |
1.8% |
0.0074 |
0.9% |
25% |
False |
False |
75,926 |
| 10 |
0.8279 |
0.8075 |
0.0204 |
2.5% |
0.0068 |
0.8% |
18% |
False |
False |
70,075 |
| 20 |
0.8293 |
0.7906 |
0.0387 |
4.8% |
0.0077 |
0.9% |
53% |
False |
False |
37,690 |
| 40 |
0.8293 |
0.7836 |
0.0457 |
5.6% |
0.0064 |
0.8% |
60% |
False |
False |
19,061 |
| 60 |
0.8293 |
0.7687 |
0.0606 |
7.5% |
0.0061 |
0.8% |
70% |
False |
False |
12,823 |
| 80 |
0.8293 |
0.7411 |
0.0882 |
10.9% |
0.0058 |
0.7% |
79% |
False |
False |
9,701 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8437 |
|
2.618 |
0.8332 |
|
1.618 |
0.8268 |
|
1.000 |
0.8229 |
|
0.618 |
0.8204 |
|
HIGH |
0.8165 |
|
0.618 |
0.8140 |
|
0.500 |
0.8133 |
|
0.382 |
0.8125 |
|
LOW |
0.8101 |
|
0.618 |
0.8061 |
|
1.000 |
0.8036 |
|
1.618 |
0.7997 |
|
2.618 |
0.7933 |
|
4.250 |
0.7828 |
|
|
| Fisher Pivots for day following 22-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8133 |
0.8138 |
| PP |
0.8125 |
0.8129 |
| S1 |
0.8118 |
0.8120 |
|