CME Canadian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 04-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2017 |
04-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7995 |
0.8009 |
0.0014 |
0.2% |
0.8110 |
| High |
0.8016 |
0.8036 |
0.0020 |
0.2% |
0.8125 |
| Low |
0.7979 |
0.8004 |
0.0026 |
0.3% |
0.7983 |
| Close |
0.8010 |
0.8019 |
0.0010 |
0.1% |
0.8026 |
| Range |
0.0038 |
0.0032 |
-0.0006 |
-14.7% |
0.0142 |
| ATR |
0.0065 |
0.0063 |
-0.0002 |
-3.6% |
0.0000 |
| Volume |
46,837 |
50,230 |
3,393 |
7.2% |
374,470 |
|
| Daily Pivots for day following 04-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8116 |
0.8099 |
0.8037 |
|
| R3 |
0.8084 |
0.8067 |
0.8028 |
|
| R2 |
0.8052 |
0.8052 |
0.8025 |
|
| R1 |
0.8035 |
0.8035 |
0.8022 |
0.8044 |
| PP |
0.8020 |
0.8020 |
0.8020 |
0.8024 |
| S1 |
0.8003 |
0.8003 |
0.8016 |
0.8012 |
| S2 |
0.7988 |
0.7988 |
0.8013 |
|
| S3 |
0.7956 |
0.7971 |
0.8010 |
|
| S4 |
0.7924 |
0.7939 |
0.8001 |
|
|
| Weekly Pivots for week ending 29-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8471 |
0.8390 |
0.8104 |
|
| R3 |
0.8329 |
0.8248 |
0.8065 |
|
| R2 |
0.8187 |
0.8187 |
0.8052 |
|
| R1 |
0.8106 |
0.8106 |
0.8039 |
0.8075 |
| PP |
0.8045 |
0.8045 |
0.8045 |
0.8029 |
| S1 |
0.7964 |
0.7964 |
0.8012 |
0.7933 |
| S2 |
0.7902 |
0.7902 |
0.7999 |
|
| S3 |
0.7760 |
0.7822 |
0.7986 |
|
| S4 |
0.7618 |
0.7680 |
0.7947 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8058 |
0.7979 |
0.0080 |
1.0% |
0.0049 |
0.6% |
51% |
False |
False |
61,085 |
| 10 |
0.8165 |
0.7979 |
0.0186 |
2.3% |
0.0054 |
0.7% |
22% |
False |
False |
66,158 |
| 20 |
0.8293 |
0.7979 |
0.0315 |
3.9% |
0.0064 |
0.8% |
13% |
False |
False |
62,642 |
| 40 |
0.8293 |
0.7836 |
0.0457 |
5.7% |
0.0064 |
0.8% |
40% |
False |
False |
32,184 |
| 60 |
0.8293 |
0.7744 |
0.0549 |
6.8% |
0.0063 |
0.8% |
50% |
False |
False |
21,582 |
| 80 |
0.8293 |
0.7514 |
0.0780 |
9.7% |
0.0059 |
0.7% |
65% |
False |
False |
16,289 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8172 |
|
2.618 |
0.8120 |
|
1.618 |
0.8088 |
|
1.000 |
0.8068 |
|
0.618 |
0.8056 |
|
HIGH |
0.8036 |
|
0.618 |
0.8024 |
|
0.500 |
0.8020 |
|
0.382 |
0.8016 |
|
LOW |
0.8004 |
|
0.618 |
0.7984 |
|
1.000 |
0.7972 |
|
1.618 |
0.7952 |
|
2.618 |
0.7920 |
|
4.250 |
0.7868 |
|
|
| Fisher Pivots for day following 04-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8020 |
0.8015 |
| PP |
0.8020 |
0.8011 |
| S1 |
0.8019 |
0.8007 |
|