CME Canadian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 12-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2017 |
12-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7994 |
0.8031 |
0.0038 |
0.5% |
0.8018 |
| High |
0.8034 |
0.8047 |
0.0013 |
0.2% |
0.8036 |
| Low |
0.7984 |
0.8009 |
0.0026 |
0.3% |
0.7940 |
| Close |
0.8019 |
0.8029 |
0.0011 |
0.1% |
0.7984 |
| Range |
0.0051 |
0.0038 |
-0.0013 |
-25.7% |
0.0097 |
| ATR |
0.0058 |
0.0057 |
-0.0001 |
-2.5% |
0.0000 |
| Volume |
54,749 |
64,389 |
9,640 |
17.6% |
296,619 |
|
| Daily Pivots for day following 12-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8141 |
0.8122 |
0.8050 |
|
| R3 |
0.8103 |
0.8085 |
0.8039 |
|
| R2 |
0.8066 |
0.8066 |
0.8036 |
|
| R1 |
0.8047 |
0.8047 |
0.8032 |
0.8038 |
| PP |
0.8028 |
0.8028 |
0.8028 |
0.8023 |
| S1 |
0.8010 |
0.8010 |
0.8026 |
0.8000 |
| S2 |
0.7991 |
0.7991 |
0.8022 |
|
| S3 |
0.7953 |
0.7972 |
0.8019 |
|
| S4 |
0.7916 |
0.7935 |
0.8008 |
|
|
| Weekly Pivots for week ending 06-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8276 |
0.8227 |
0.8037 |
|
| R3 |
0.8180 |
0.8130 |
0.8011 |
|
| R2 |
0.8083 |
0.8083 |
0.8002 |
|
| R1 |
0.8034 |
0.8034 |
0.7993 |
0.8010 |
| PP |
0.7987 |
0.7987 |
0.7987 |
0.7975 |
| S1 |
0.7937 |
0.7937 |
0.7975 |
0.7914 |
| S2 |
0.7890 |
0.7890 |
0.7966 |
|
| S3 |
0.7794 |
0.7841 |
0.7957 |
|
| S4 |
0.7697 |
0.7744 |
0.7931 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8047 |
0.7940 |
0.0107 |
1.3% |
0.0041 |
0.5% |
84% |
True |
False |
53,757 |
| 10 |
0.8057 |
0.7940 |
0.0118 |
1.5% |
0.0046 |
0.6% |
76% |
False |
False |
57,104 |
| 20 |
0.8255 |
0.7940 |
0.0316 |
3.9% |
0.0058 |
0.7% |
28% |
False |
False |
68,096 |
| 40 |
0.8293 |
0.7891 |
0.0402 |
5.0% |
0.0063 |
0.8% |
34% |
False |
False |
40,643 |
| 60 |
0.8293 |
0.7836 |
0.0457 |
5.7% |
0.0061 |
0.8% |
42% |
False |
False |
27,242 |
| 80 |
0.8293 |
0.7514 |
0.0780 |
9.7% |
0.0060 |
0.7% |
66% |
False |
False |
20,520 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8206 |
|
2.618 |
0.8145 |
|
1.618 |
0.8107 |
|
1.000 |
0.8084 |
|
0.618 |
0.8070 |
|
HIGH |
0.8047 |
|
0.618 |
0.8032 |
|
0.500 |
0.8028 |
|
0.382 |
0.8023 |
|
LOW |
0.8009 |
|
0.618 |
0.7986 |
|
1.000 |
0.7971 |
|
1.618 |
0.7948 |
|
2.618 |
0.7911 |
|
4.250 |
0.7850 |
|
|
| Fisher Pivots for day following 12-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8029 |
0.8022 |
| PP |
0.8028 |
0.8015 |
| S1 |
0.8028 |
0.8007 |
|