CME Canadian Dollar Future March 2018
Trading Metrics calculated at close of trading on 27-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2017 |
27-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
0.7880 |
0.7878 |
-0.0002 |
0.0% |
0.7839 |
High |
0.7900 |
0.7895 |
-0.0005 |
-0.1% |
0.7900 |
Low |
0.7858 |
0.7842 |
-0.0016 |
-0.2% |
0.7806 |
Close |
0.7877 |
0.7847 |
-0.0030 |
-0.4% |
0.7877 |
Range |
0.0043 |
0.0054 |
0.0011 |
25.9% |
0.0094 |
ATR |
0.0046 |
0.0046 |
0.0001 |
1.2% |
0.0000 |
Volume |
331 |
468 |
137 |
41.4% |
1,353 |
|
Daily Pivots for day following 27-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8022 |
0.7988 |
0.7876 |
|
R3 |
0.7968 |
0.7934 |
0.7862 |
|
R2 |
0.7915 |
0.7915 |
0.7857 |
|
R1 |
0.7881 |
0.7881 |
0.7852 |
0.7871 |
PP |
0.7861 |
0.7861 |
0.7861 |
0.7856 |
S1 |
0.7827 |
0.7827 |
0.7842 |
0.7818 |
S2 |
0.7808 |
0.7808 |
0.7837 |
|
S3 |
0.7754 |
0.7774 |
0.7832 |
|
S4 |
0.7701 |
0.7720 |
0.7818 |
|
|
Weekly Pivots for week ending 24-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8143 |
0.8104 |
0.7929 |
|
R3 |
0.8049 |
0.8010 |
0.7903 |
|
R2 |
0.7955 |
0.7955 |
0.7894 |
|
R1 |
0.7916 |
0.7916 |
0.7886 |
0.7936 |
PP |
0.7861 |
0.7861 |
0.7861 |
0.7871 |
S1 |
0.7822 |
0.7822 |
0.7868 |
0.7842 |
S2 |
0.7767 |
0.7767 |
0.7860 |
|
S3 |
0.7673 |
0.7728 |
0.7851 |
|
S4 |
0.7579 |
0.7634 |
0.7825 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7900 |
0.7806 |
0.0094 |
1.2% |
0.0046 |
0.6% |
44% |
False |
False |
364 |
10 |
0.7900 |
0.7806 |
0.0094 |
1.2% |
0.0044 |
0.6% |
44% |
False |
False |
419 |
20 |
0.7904 |
0.7754 |
0.0150 |
1.9% |
0.0043 |
0.5% |
62% |
False |
False |
279 |
40 |
0.8044 |
0.7754 |
0.0290 |
3.7% |
0.0043 |
0.5% |
32% |
False |
False |
207 |
60 |
0.8290 |
0.7754 |
0.0536 |
6.8% |
0.0051 |
0.7% |
17% |
False |
False |
173 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8122 |
2.618 |
0.8035 |
1.618 |
0.7982 |
1.000 |
0.7949 |
0.618 |
0.7928 |
HIGH |
0.7895 |
0.618 |
0.7875 |
0.500 |
0.7868 |
0.382 |
0.7862 |
LOW |
0.7842 |
0.618 |
0.7808 |
1.000 |
0.7788 |
1.618 |
0.7755 |
2.618 |
0.7701 |
4.250 |
0.7614 |
|
|
Fisher Pivots for day following 27-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7868 |
0.7868 |
PP |
0.7861 |
0.7861 |
S1 |
0.7854 |
0.7854 |
|