CME Canadian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 13-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2017 |
13-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8031 |
0.8016 |
-0.0015 |
-0.2% |
0.7982 |
| High |
0.8047 |
0.8035 |
-0.0012 |
-0.1% |
0.8047 |
| Low |
0.8009 |
0.7990 |
-0.0019 |
-0.2% |
0.7966 |
| Close |
0.8029 |
0.8017 |
-0.0013 |
-0.2% |
0.8017 |
| Range |
0.0038 |
0.0045 |
0.0007 |
18.7% |
0.0081 |
| ATR |
0.0057 |
0.0056 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
64,389 |
65,562 |
1,173 |
1.8% |
264,041 |
|
| Daily Pivots for day following 13-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8147 |
0.8126 |
0.8041 |
|
| R3 |
0.8103 |
0.8082 |
0.8029 |
|
| R2 |
0.8058 |
0.8058 |
0.8025 |
|
| R1 |
0.8037 |
0.8037 |
0.8021 |
0.8048 |
| PP |
0.8014 |
0.8014 |
0.8014 |
0.8019 |
| S1 |
0.7993 |
0.7993 |
0.8012 |
0.8003 |
| S2 |
0.7969 |
0.7969 |
0.8008 |
|
| S3 |
0.7925 |
0.7948 |
0.8004 |
|
| S4 |
0.7880 |
0.7904 |
0.7992 |
|
|
| Weekly Pivots for week ending 13-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8251 |
0.8214 |
0.8061 |
|
| R3 |
0.8171 |
0.8134 |
0.8039 |
|
| R2 |
0.8090 |
0.8090 |
0.8031 |
|
| R1 |
0.8053 |
0.8053 |
0.8024 |
0.8072 |
| PP |
0.8010 |
0.8010 |
0.8010 |
0.8019 |
| S1 |
0.7973 |
0.7973 |
0.8009 |
0.7991 |
| S2 |
0.7929 |
0.7929 |
0.8002 |
|
| S3 |
0.7849 |
0.7892 |
0.7994 |
|
| S4 |
0.7768 |
0.7812 |
0.7972 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8047 |
0.7966 |
0.0081 |
1.0% |
0.0040 |
0.5% |
63% |
False |
False |
52,808 |
| 10 |
0.8047 |
0.7940 |
0.0107 |
1.3% |
0.0043 |
0.5% |
72% |
False |
False |
56,066 |
| 20 |
0.8219 |
0.7940 |
0.0280 |
3.5% |
0.0057 |
0.7% |
28% |
False |
False |
65,738 |
| 40 |
0.8293 |
0.7891 |
0.0402 |
5.0% |
0.0063 |
0.8% |
31% |
False |
False |
42,274 |
| 60 |
0.8293 |
0.7836 |
0.0457 |
5.7% |
0.0061 |
0.8% |
39% |
False |
False |
28,330 |
| 80 |
0.8293 |
0.7521 |
0.0772 |
9.6% |
0.0060 |
0.7% |
64% |
False |
False |
21,332 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8224 |
|
2.618 |
0.8151 |
|
1.618 |
0.8107 |
|
1.000 |
0.8079 |
|
0.618 |
0.8062 |
|
HIGH |
0.8035 |
|
0.618 |
0.8018 |
|
0.500 |
0.8012 |
|
0.382 |
0.8007 |
|
LOW |
0.7990 |
|
0.618 |
0.7962 |
|
1.000 |
0.7946 |
|
1.618 |
0.7918 |
|
2.618 |
0.7873 |
|
4.250 |
0.7801 |
|
|
| Fisher Pivots for day following 13-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8015 |
0.8016 |
| PP |
0.8014 |
0.8016 |
| S1 |
0.8012 |
0.8015 |
|