CME Canadian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 28-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2017 |
28-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8105 |
0.8019 |
-0.0086 |
-1.1% |
0.8208 |
| High |
0.8111 |
0.8058 |
-0.0053 |
-0.6% |
0.8219 |
| Low |
0.8015 |
0.7992 |
-0.0024 |
-0.3% |
0.8075 |
| Close |
0.8028 |
0.8053 |
0.0025 |
0.3% |
0.8111 |
| Range |
0.0096 |
0.0067 |
-0.0029 |
-30.4% |
0.0145 |
| ATR |
0.0069 |
0.0069 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
106,661 |
75,476 |
-31,185 |
-29.2% |
379,633 |
|
| Daily Pivots for day following 28-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8234 |
0.8210 |
0.8089 |
|
| R3 |
0.8167 |
0.8143 |
0.8071 |
|
| R2 |
0.8101 |
0.8101 |
0.8065 |
|
| R1 |
0.8077 |
0.8077 |
0.8059 |
0.8089 |
| PP |
0.8034 |
0.8034 |
0.8034 |
0.8040 |
| S1 |
0.8010 |
0.8010 |
0.8046 |
0.8022 |
| S2 |
0.7968 |
0.7968 |
0.8040 |
|
| S3 |
0.7901 |
0.7944 |
0.8034 |
|
| S4 |
0.7835 |
0.7877 |
0.8016 |
|
|
| 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 |
0.8165 |
0.7992 |
0.0173 |
2.1% |
0.0066 |
0.8% |
35% |
False |
True |
75,526 |
| 10 |
0.8255 |
0.7992 |
0.0264 |
3.3% |
0.0070 |
0.9% |
23% |
False |
True |
79,088 |
| 20 |
0.8293 |
0.7906 |
0.0387 |
4.8% |
0.0078 |
1.0% |
38% |
False |
False |
52,438 |
| 40 |
0.8293 |
0.7836 |
0.0457 |
5.7% |
0.0064 |
0.8% |
47% |
False |
False |
26,484 |
| 60 |
0.8293 |
0.7712 |
0.0581 |
7.2% |
0.0063 |
0.8% |
59% |
False |
False |
17,772 |
| 80 |
0.8293 |
0.7422 |
0.0871 |
10.8% |
0.0060 |
0.7% |
72% |
False |
False |
13,429 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8341 |
|
2.618 |
0.8232 |
|
1.618 |
0.8166 |
|
1.000 |
0.8125 |
|
0.618 |
0.8099 |
|
HIGH |
0.8058 |
|
0.618 |
0.8033 |
|
0.500 |
0.8025 |
|
0.382 |
0.8017 |
|
LOW |
0.7992 |
|
0.618 |
0.7950 |
|
1.000 |
0.7925 |
|
1.618 |
0.7884 |
|
2.618 |
0.7817 |
|
4.250 |
0.7709 |
|
|
| Fisher Pivots for day following 28-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8043 |
0.8053 |
| PP |
0.8034 |
0.8053 |
| S1 |
0.8025 |
0.8053 |
|