CME Canadian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 25-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2017 |
25-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7912 |
0.7890 |
-0.0022 |
-0.3% |
0.8017 |
| High |
0.7926 |
0.7918 |
-0.0008 |
-0.1% |
0.8035 |
| Low |
0.7881 |
0.7805 |
-0.0076 |
-1.0% |
0.7920 |
| Close |
0.7893 |
0.7809 |
-0.0085 |
-1.1% |
0.7923 |
| Range |
0.0045 |
0.0113 |
0.0068 |
153.9% |
0.0115 |
| ATR |
0.0054 |
0.0058 |
0.0004 |
7.8% |
0.0000 |
| Volume |
73,671 |
137,626 |
63,955 |
86.8% |
374,910 |
|
| Daily Pivots for day following 25-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8183 |
0.8109 |
0.7871 |
|
| R3 |
0.8070 |
0.7996 |
0.7840 |
|
| R2 |
0.7957 |
0.7957 |
0.7829 |
|
| R1 |
0.7883 |
0.7883 |
0.7819 |
0.7863 |
| PP |
0.7844 |
0.7844 |
0.7844 |
0.7834 |
| S1 |
0.7770 |
0.7770 |
0.7798 |
0.7750 |
| S2 |
0.7731 |
0.7731 |
0.7788 |
|
| S3 |
0.7618 |
0.7657 |
0.7777 |
|
| S4 |
0.7505 |
0.7544 |
0.7746 |
|
|
| Weekly Pivots for week ending 20-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8304 |
0.8228 |
0.7986 |
|
| R3 |
0.8189 |
0.8113 |
0.7954 |
|
| R2 |
0.8074 |
0.8074 |
0.7944 |
|
| R1 |
0.7998 |
0.7998 |
0.7933 |
0.7979 |
| PP |
0.7959 |
0.7959 |
0.7959 |
0.7949 |
| S1 |
0.7883 |
0.7883 |
0.7912 |
0.7864 |
| S2 |
0.7844 |
0.7844 |
0.7901 |
|
| S3 |
0.7729 |
0.7768 |
0.7891 |
|
| S4 |
0.7614 |
0.7653 |
0.7859 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8035 |
0.7805 |
0.0230 |
2.9% |
0.0063 |
0.8% |
2% |
False |
True |
89,379 |
| 10 |
0.8047 |
0.7805 |
0.0242 |
3.1% |
0.0055 |
0.7% |
1% |
False |
True |
78,200 |
| 20 |
0.8058 |
0.7805 |
0.0253 |
3.2% |
0.0052 |
0.7% |
1% |
False |
True |
68,206 |
| 40 |
0.8293 |
0.7805 |
0.0488 |
6.2% |
0.0065 |
0.8% |
1% |
False |
True |
58,472 |
| 60 |
0.8293 |
0.7805 |
0.0488 |
6.2% |
0.0060 |
0.8% |
1% |
False |
True |
39,140 |
| 80 |
0.8293 |
0.7701 |
0.0592 |
7.6% |
0.0060 |
0.8% |
18% |
False |
False |
29,450 |
| 100 |
0.8293 |
0.7422 |
0.0871 |
11.2% |
0.0058 |
0.7% |
44% |
False |
False |
23,630 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8398 |
|
2.618 |
0.8214 |
|
1.618 |
0.8101 |
|
1.000 |
0.8031 |
|
0.618 |
0.7988 |
|
HIGH |
0.7918 |
|
0.618 |
0.7875 |
|
0.500 |
0.7862 |
|
0.382 |
0.7848 |
|
LOW |
0.7805 |
|
0.618 |
0.7735 |
|
1.000 |
0.7692 |
|
1.618 |
0.7622 |
|
2.618 |
0.7509 |
|
4.250 |
0.7325 |
|
|
| Fisher Pivots for day following 25-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7862 |
0.7868 |
| PP |
0.7844 |
0.7848 |
| S1 |
0.7826 |
0.7828 |
|