CME Canadian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 25-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2017 |
25-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8118 |
0.8110 |
-0.0008 |
-0.1% |
0.8208 |
| High |
0.8165 |
0.8125 |
-0.0040 |
-0.5% |
0.8219 |
| Low |
0.8101 |
0.8079 |
-0.0022 |
-0.3% |
0.8075 |
| Close |
0.8111 |
0.8098 |
-0.0013 |
-0.2% |
0.8111 |
| Range |
0.0064 |
0.0047 |
-0.0018 |
-27.3% |
0.0145 |
| ATR |
0.0070 |
0.0068 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
79,105 |
48,092 |
-31,013 |
-39.2% |
379,633 |
|
| Daily Pivots for day following 25-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8240 |
0.8216 |
0.8124 |
|
| R3 |
0.8194 |
0.8169 |
0.8111 |
|
| R2 |
0.8147 |
0.8147 |
0.8107 |
|
| R1 |
0.8123 |
0.8123 |
0.8102 |
0.8112 |
| PP |
0.8101 |
0.8101 |
0.8101 |
0.8095 |
| S1 |
0.8076 |
0.8076 |
0.8094 |
0.8065 |
| S2 |
0.8054 |
0.8054 |
0.8089 |
|
| S3 |
0.8007 |
0.8029 |
0.8085 |
|
| S4 |
0.7961 |
0.7983 |
0.8072 |
|
|
| 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 |
0.8202 |
0.8075 |
0.0127 |
1.6% |
0.0061 |
0.8% |
18% |
False |
False |
67,980 |
| 10 |
0.8279 |
0.8075 |
0.0204 |
2.5% |
0.0067 |
0.8% |
11% |
False |
False |
73,299 |
| 20 |
0.8293 |
0.7906 |
0.0387 |
4.8% |
0.0077 |
0.9% |
50% |
False |
False |
40,069 |
| 40 |
0.8293 |
0.7836 |
0.0457 |
5.6% |
0.0063 |
0.8% |
57% |
False |
False |
20,249 |
| 60 |
0.8293 |
0.7701 |
0.0592 |
7.3% |
0.0062 |
0.8% |
67% |
False |
False |
13,624 |
| 80 |
0.8293 |
0.7411 |
0.0882 |
10.9% |
0.0058 |
0.7% |
78% |
False |
False |
10,301 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8323 |
|
2.618 |
0.8247 |
|
1.618 |
0.8200 |
|
1.000 |
0.8172 |
|
0.618 |
0.8154 |
|
HIGH |
0.8125 |
|
0.618 |
0.8107 |
|
0.500 |
0.8102 |
|
0.382 |
0.8096 |
|
LOW |
0.8079 |
|
0.618 |
0.8050 |
|
1.000 |
0.8032 |
|
1.618 |
0.8003 |
|
2.618 |
0.7957 |
|
4.250 |
0.7881 |
|
|
| Fisher Pivots for day following 25-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8102 |
0.8122 |
| PP |
0.8101 |
0.8114 |
| S1 |
0.8099 |
0.8106 |
|