CME Canadian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 16-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2017 |
16-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8016 |
0.8017 |
0.0001 |
0.0% |
0.7982 |
| High |
0.8035 |
0.8023 |
-0.0012 |
-0.1% |
0.8047 |
| Low |
0.7990 |
0.7966 |
-0.0025 |
-0.3% |
0.7966 |
| Close |
0.8017 |
0.7989 |
-0.0027 |
-0.3% |
0.8017 |
| Range |
0.0045 |
0.0057 |
0.0013 |
28.1% |
0.0081 |
| ATR |
0.0056 |
0.0056 |
0.0000 |
0.2% |
0.0000 |
| Volume |
65,562 |
67,351 |
1,789 |
2.7% |
264,041 |
|
| Daily Pivots for day following 16-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8163 |
0.8133 |
0.8020 |
|
| R3 |
0.8106 |
0.8076 |
0.8005 |
|
| R2 |
0.8049 |
0.8049 |
0.7999 |
|
| R1 |
0.8019 |
0.8019 |
0.7994 |
0.8006 |
| PP |
0.7992 |
0.7992 |
0.7992 |
0.7986 |
| S1 |
0.7962 |
0.7962 |
0.7984 |
0.7949 |
| S2 |
0.7935 |
0.7935 |
0.7979 |
|
| S3 |
0.7878 |
0.7905 |
0.7973 |
|
| S4 |
0.7821 |
0.7848 |
0.7958 |
|
|
| 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% |
0.0047 |
0.6% |
29% |
False |
True |
61,048 |
| 10 |
0.8047 |
0.7940 |
0.0107 |
1.3% |
0.0045 |
0.6% |
46% |
False |
False |
57,107 |
| 20 |
0.8202 |
0.7940 |
0.0263 |
3.3% |
0.0054 |
0.7% |
19% |
False |
False |
64,714 |
| 40 |
0.8293 |
0.7906 |
0.0387 |
4.9% |
0.0062 |
0.8% |
22% |
False |
False |
43,942 |
| 60 |
0.8293 |
0.7836 |
0.0457 |
5.7% |
0.0061 |
0.8% |
33% |
False |
False |
29,448 |
| 80 |
0.8293 |
0.7536 |
0.0757 |
9.5% |
0.0059 |
0.7% |
60% |
False |
False |
22,168 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8265 |
|
2.618 |
0.8172 |
|
1.618 |
0.8115 |
|
1.000 |
0.8080 |
|
0.618 |
0.8058 |
|
HIGH |
0.8023 |
|
0.618 |
0.8001 |
|
0.500 |
0.7994 |
|
0.382 |
0.7987 |
|
LOW |
0.7966 |
|
0.618 |
0.7930 |
|
1.000 |
0.7909 |
|
1.618 |
0.7873 |
|
2.618 |
0.7816 |
|
4.250 |
0.7723 |
|
|
| Fisher Pivots for day following 16-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7994 |
0.8006 |
| PP |
0.7992 |
0.8000 |
| S1 |
0.7991 |
0.7995 |
|