CME Canadian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 31-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2017 |
31-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7802 |
0.7799 |
-0.0004 |
0.0% |
0.7921 |
| High |
0.7808 |
0.7802 |
-0.0006 |
-0.1% |
0.7931 |
| Low |
0.7778 |
0.7746 |
-0.0033 |
-0.4% |
0.7745 |
| Close |
0.7794 |
0.7758 |
-0.0037 |
-0.5% |
0.7786 |
| Range |
0.0030 |
0.0056 |
0.0026 |
86.7% |
0.0186 |
| ATR |
0.0056 |
0.0056 |
0.0000 |
0.0% |
0.0000 |
| Volume |
61,216 |
81,957 |
20,741 |
33.9% |
462,973 |
|
| Daily Pivots for day following 31-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7936 |
0.7903 |
0.7788 |
|
| R3 |
0.7880 |
0.7847 |
0.7773 |
|
| R2 |
0.7824 |
0.7824 |
0.7768 |
|
| R1 |
0.7791 |
0.7791 |
0.7763 |
0.7780 |
| PP |
0.7768 |
0.7768 |
0.7768 |
0.7763 |
| S1 |
0.7735 |
0.7735 |
0.7752 |
0.7723 |
| S2 |
0.7712 |
0.7712 |
0.7747 |
|
| S3 |
0.7656 |
0.7679 |
0.7742 |
|
| S4 |
0.7600 |
0.7623 |
0.7727 |
|
|
| Weekly Pivots for week ending 27-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8377 |
0.8267 |
0.7888 |
|
| R3 |
0.8191 |
0.8081 |
0.7837 |
|
| R2 |
0.8006 |
0.8006 |
0.7820 |
|
| R1 |
0.7896 |
0.7896 |
0.7803 |
0.7858 |
| PP |
0.7820 |
0.7820 |
0.7820 |
0.7802 |
| S1 |
0.7710 |
0.7710 |
0.7768 |
0.7672 |
| S2 |
0.7635 |
0.7635 |
0.7751 |
|
| S3 |
0.7449 |
0.7525 |
0.7734 |
|
| S4 |
0.7264 |
0.7339 |
0.7683 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7918 |
0.7745 |
0.0173 |
2.2% |
0.0062 |
0.8% |
7% |
False |
False |
93,326 |
| 10 |
0.8035 |
0.7745 |
0.0290 |
3.7% |
0.0056 |
0.7% |
4% |
False |
False |
84,774 |
| 20 |
0.8047 |
0.7745 |
0.0302 |
3.9% |
0.0051 |
0.7% |
4% |
False |
False |
71,896 |
| 40 |
0.8293 |
0.7745 |
0.0548 |
7.1% |
0.0061 |
0.8% |
2% |
False |
False |
66,456 |
| 60 |
0.8293 |
0.7745 |
0.0548 |
7.1% |
0.0060 |
0.8% |
2% |
False |
False |
44,591 |
| 80 |
0.8293 |
0.7742 |
0.0551 |
7.1% |
0.0060 |
0.8% |
3% |
False |
False |
33,536 |
| 100 |
0.8293 |
0.7453 |
0.0840 |
10.8% |
0.0058 |
0.8% |
36% |
False |
False |
26,911 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8040 |
|
2.618 |
0.7948 |
|
1.618 |
0.7892 |
|
1.000 |
0.7858 |
|
0.618 |
0.7836 |
|
HIGH |
0.7802 |
|
0.618 |
0.7780 |
|
0.500 |
0.7774 |
|
0.382 |
0.7767 |
|
LOW |
0.7746 |
|
0.618 |
0.7711 |
|
1.000 |
0.7689 |
|
1.618 |
0.7655 |
|
2.618 |
0.7599 |
|
4.250 |
0.7507 |
|
|
| Fisher Pivots for day following 31-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7774 |
0.7778 |
| PP |
0.7768 |
0.7771 |
| S1 |
0.7763 |
0.7764 |
|