CME Canadian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 05-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2017 |
05-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8009 |
0.8018 |
0.0009 |
0.1% |
0.8110 |
| High |
0.8036 |
0.8028 |
-0.0008 |
-0.1% |
0.8125 |
| Low |
0.8004 |
0.7950 |
-0.0055 |
-0.7% |
0.7983 |
| Close |
0.8019 |
0.7958 |
-0.0062 |
-0.8% |
0.8026 |
| Range |
0.0032 |
0.0078 |
0.0047 |
145.3% |
0.0142 |
| ATR |
0.0063 |
0.0064 |
0.0001 |
1.8% |
0.0000 |
| Volume |
50,230 |
72,304 |
22,074 |
43.9% |
374,470 |
|
| Daily Pivots for day following 05-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8214 |
0.8164 |
0.8001 |
|
| R3 |
0.8135 |
0.8086 |
0.7979 |
|
| R2 |
0.8057 |
0.8057 |
0.7972 |
|
| R1 |
0.8007 |
0.8007 |
0.7965 |
0.7993 |
| PP |
0.7978 |
0.7978 |
0.7978 |
0.7971 |
| S1 |
0.7929 |
0.7929 |
0.7950 |
0.7914 |
| S2 |
0.7900 |
0.7900 |
0.7943 |
|
| S3 |
0.7821 |
0.7850 |
0.7936 |
|
| S4 |
0.7743 |
0.7772 |
0.7914 |
|
|
| 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 |
0.8057 |
0.7950 |
0.0108 |
1.4% |
0.0052 |
0.6% |
7% |
False |
True |
60,451 |
| 10 |
0.8165 |
0.7950 |
0.0215 |
2.7% |
0.0059 |
0.7% |
4% |
False |
True |
67,988 |
| 20 |
0.8293 |
0.7950 |
0.0343 |
4.3% |
0.0063 |
0.8% |
2% |
False |
True |
65,876 |
| 40 |
0.8293 |
0.7836 |
0.0457 |
5.7% |
0.0065 |
0.8% |
27% |
False |
False |
33,983 |
| 60 |
0.8293 |
0.7836 |
0.0457 |
5.7% |
0.0062 |
0.8% |
27% |
False |
False |
22,776 |
| 80 |
0.8293 |
0.7514 |
0.0780 |
9.8% |
0.0060 |
0.7% |
57% |
False |
False |
17,181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8362 |
|
2.618 |
0.8234 |
|
1.618 |
0.8155 |
|
1.000 |
0.8106 |
|
0.618 |
0.8077 |
|
HIGH |
0.8028 |
|
0.618 |
0.7998 |
|
0.500 |
0.7989 |
|
0.382 |
0.7979 |
|
LOW |
0.7950 |
|
0.618 |
0.7901 |
|
1.000 |
0.7871 |
|
1.618 |
0.7822 |
|
2.618 |
0.7744 |
|
4.250 |
0.7616 |
|
|
| Fisher Pivots for day following 05-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7989 |
0.7993 |
| PP |
0.7978 |
0.7981 |
| S1 |
0.7968 |
0.7969 |
|