CME Canadian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 26-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2017 |
26-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7890 |
0.7822 |
-0.0068 |
-0.9% |
0.8017 |
| High |
0.7918 |
0.7828 |
-0.0091 |
-1.1% |
0.8035 |
| Low |
0.7805 |
0.7780 |
-0.0025 |
-0.3% |
0.7920 |
| Close |
0.7809 |
0.7785 |
-0.0024 |
-0.3% |
0.7923 |
| Range |
0.0113 |
0.0047 |
-0.0066 |
-58.0% |
0.0115 |
| ATR |
0.0058 |
0.0057 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
137,626 |
91,335 |
-46,291 |
-33.6% |
374,910 |
|
| Daily Pivots for day following 26-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7940 |
0.7910 |
0.7811 |
|
| R3 |
0.7892 |
0.7862 |
0.7798 |
|
| R2 |
0.7845 |
0.7845 |
0.7793 |
|
| R1 |
0.7815 |
0.7815 |
0.7789 |
0.7806 |
| PP |
0.7797 |
0.7797 |
0.7797 |
0.7793 |
| S1 |
0.7767 |
0.7767 |
0.7780 |
0.7759 |
| S2 |
0.7750 |
0.7750 |
0.7776 |
|
| S3 |
0.7702 |
0.7720 |
0.7771 |
|
| S4 |
0.7655 |
0.7672 |
0.7758 |
|
|
| 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 |
0.8018 |
0.7780 |
0.0238 |
3.1% |
0.0066 |
0.9% |
2% |
False |
True |
95,889 |
| 10 |
0.8035 |
0.7780 |
0.0255 |
3.3% |
0.0056 |
0.7% |
2% |
False |
True |
80,894 |
| 20 |
0.8057 |
0.7780 |
0.0277 |
3.6% |
0.0051 |
0.7% |
2% |
False |
True |
68,999 |
| 40 |
0.8293 |
0.7780 |
0.0513 |
6.6% |
0.0064 |
0.8% |
1% |
False |
True |
60,719 |
| 60 |
0.8293 |
0.7780 |
0.0513 |
6.6% |
0.0060 |
0.8% |
1% |
False |
True |
40,655 |
| 80 |
0.8293 |
0.7712 |
0.0581 |
7.5% |
0.0060 |
0.8% |
12% |
False |
False |
30,578 |
| 100 |
0.8293 |
0.7422 |
0.0871 |
11.2% |
0.0058 |
0.7% |
42% |
False |
False |
24,543 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8029 |
|
2.618 |
0.7952 |
|
1.618 |
0.7904 |
|
1.000 |
0.7875 |
|
0.618 |
0.7857 |
|
HIGH |
0.7828 |
|
0.618 |
0.7809 |
|
0.500 |
0.7804 |
|
0.382 |
0.7798 |
|
LOW |
0.7780 |
|
0.618 |
0.7751 |
|
1.000 |
0.7733 |
|
1.618 |
0.7703 |
|
2.618 |
0.7656 |
|
4.250 |
0.7578 |
|
|
| Fisher Pivots for day following 26-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7804 |
0.7853 |
| PP |
0.7797 |
0.7830 |
| S1 |
0.7791 |
0.7807 |
|