CME Canadian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 26-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2017 |
26-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8110 |
0.8088 |
-0.0023 |
-0.3% |
0.8208 |
| High |
0.8125 |
0.8115 |
-0.0010 |
-0.1% |
0.8219 |
| Low |
0.8079 |
0.8060 |
-0.0018 |
-0.2% |
0.8075 |
| Close |
0.8098 |
0.8103 |
0.0005 |
0.1% |
0.8111 |
| Range |
0.0047 |
0.0055 |
0.0008 |
18.3% |
0.0145 |
| ATR |
0.0068 |
0.0067 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
48,092 |
68,296 |
20,204 |
42.0% |
379,633 |
|
| Daily Pivots for day following 26-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8258 |
0.8235 |
0.8133 |
|
| R3 |
0.8203 |
0.8180 |
0.8118 |
|
| R2 |
0.8148 |
0.8148 |
0.8113 |
|
| R1 |
0.8125 |
0.8125 |
0.8108 |
0.8137 |
| PP |
0.8093 |
0.8093 |
0.8093 |
0.8098 |
| S1 |
0.8070 |
0.8070 |
0.8098 |
0.8082 |
| S2 |
0.8038 |
0.8038 |
0.8093 |
|
| S3 |
0.7983 |
0.8015 |
0.8088 |
|
| S4 |
0.7928 |
0.7960 |
0.8073 |
|
|
| 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 |
0.8060 |
0.0142 |
1.8% |
0.0065 |
0.8% |
30% |
False |
True |
69,388 |
| 10 |
0.8255 |
0.8060 |
0.0195 |
2.4% |
0.0066 |
0.8% |
22% |
False |
True |
76,889 |
| 20 |
0.8293 |
0.7906 |
0.0387 |
4.8% |
0.0077 |
1.0% |
51% |
False |
False |
43,456 |
| 40 |
0.8293 |
0.7836 |
0.0457 |
5.6% |
0.0063 |
0.8% |
58% |
False |
False |
21,950 |
| 60 |
0.8293 |
0.7701 |
0.0592 |
7.3% |
0.0062 |
0.8% |
68% |
False |
False |
14,757 |
| 80 |
0.8293 |
0.7422 |
0.0871 |
10.8% |
0.0058 |
0.7% |
78% |
False |
False |
11,154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8349 |
|
2.618 |
0.8259 |
|
1.618 |
0.8204 |
|
1.000 |
0.8170 |
|
0.618 |
0.8149 |
|
HIGH |
0.8115 |
|
0.618 |
0.8094 |
|
0.500 |
0.8088 |
|
0.382 |
0.8081 |
|
LOW |
0.8060 |
|
0.618 |
0.8026 |
|
1.000 |
0.8005 |
|
1.618 |
0.7971 |
|
2.618 |
0.7916 |
|
4.250 |
0.7826 |
|
|
| Fisher Pivots for day following 26-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8098 |
0.8112 |
| PP |
0.8093 |
0.8109 |
| S1 |
0.8088 |
0.8106 |
|