CME Canadian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 06-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2017 |
06-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7807 |
0.7838 |
0.0031 |
0.4% |
0.7802 |
| High |
0.7867 |
0.7875 |
0.0008 |
0.1% |
0.7867 |
| Low |
0.7793 |
0.7825 |
0.0032 |
0.4% |
0.7746 |
| Close |
0.7839 |
0.7865 |
0.0026 |
0.3% |
0.7839 |
| Range |
0.0074 |
0.0050 |
-0.0024 |
-32.4% |
0.0122 |
| ATR |
0.0055 |
0.0055 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
87,957 |
49,502 |
-38,455 |
-43.7% |
368,301 |
|
| Daily Pivots for day following 06-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8005 |
0.7985 |
0.7892 |
|
| R3 |
0.7955 |
0.7935 |
0.7878 |
|
| R2 |
0.7905 |
0.7905 |
0.7874 |
|
| R1 |
0.7885 |
0.7885 |
0.7869 |
0.7895 |
| PP |
0.7855 |
0.7855 |
0.7855 |
0.7860 |
| S1 |
0.7835 |
0.7835 |
0.7860 |
0.7845 |
| S2 |
0.7805 |
0.7805 |
0.7855 |
|
| S3 |
0.7755 |
0.7785 |
0.7851 |
|
| S4 |
0.7705 |
0.7735 |
0.7837 |
|
|
| Weekly Pivots for week ending 03-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8182 |
0.8132 |
0.7905 |
|
| R3 |
0.8060 |
0.8010 |
0.7872 |
|
| R2 |
0.7939 |
0.7939 |
0.7861 |
|
| R1 |
0.7889 |
0.7889 |
0.7850 |
0.7914 |
| PP |
0.7817 |
0.7817 |
0.7817 |
0.7830 |
| S1 |
0.7767 |
0.7767 |
0.7827 |
0.7792 |
| S2 |
0.7695 |
0.7695 |
0.7816 |
|
| S3 |
0.7574 |
0.7645 |
0.7805 |
|
| S4 |
0.7452 |
0.7524 |
0.7772 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7875 |
0.7746 |
0.0130 |
1.6% |
0.0052 |
0.7% |
92% |
True |
False |
71,317 |
| 10 |
0.7926 |
0.7745 |
0.0181 |
2.3% |
0.0056 |
0.7% |
66% |
False |
False |
81,493 |
| 20 |
0.8047 |
0.7745 |
0.0302 |
3.8% |
0.0053 |
0.7% |
40% |
False |
False |
74,678 |
| 40 |
0.8279 |
0.7745 |
0.0534 |
6.8% |
0.0057 |
0.7% |
22% |
False |
False |
71,892 |
| 60 |
0.8293 |
0.7745 |
0.0548 |
7.0% |
0.0060 |
0.8% |
22% |
False |
False |
49,141 |
| 80 |
0.8293 |
0.7745 |
0.0548 |
7.0% |
0.0059 |
0.8% |
22% |
False |
False |
36,952 |
| 100 |
0.8293 |
0.7514 |
0.0780 |
9.9% |
0.0058 |
0.7% |
45% |
False |
False |
29,637 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8088 |
|
2.618 |
0.8006 |
|
1.618 |
0.7956 |
|
1.000 |
0.7925 |
|
0.618 |
0.7906 |
|
HIGH |
0.7875 |
|
0.618 |
0.7856 |
|
0.500 |
0.7850 |
|
0.382 |
0.7844 |
|
LOW |
0.7825 |
|
0.618 |
0.7794 |
|
1.000 |
0.7775 |
|
1.618 |
0.7744 |
|
2.618 |
0.7694 |
|
4.250 |
0.7613 |
|
|
| Fisher Pivots for day following 06-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7860 |
0.7850 |
| PP |
0.7855 |
0.7836 |
| S1 |
0.7850 |
0.7822 |
|