CME Canadian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 07-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2017 |
07-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7838 |
0.7872 |
0.0034 |
0.4% |
0.7802 |
| High |
0.7875 |
0.7872 |
-0.0003 |
0.0% |
0.7867 |
| Low |
0.7825 |
0.7803 |
-0.0023 |
-0.3% |
0.7746 |
| Close |
0.7865 |
0.7825 |
-0.0040 |
-0.5% |
0.7839 |
| Range |
0.0050 |
0.0069 |
0.0019 |
38.0% |
0.0122 |
| ATR |
0.0055 |
0.0056 |
0.0001 |
1.8% |
0.0000 |
| Volume |
49,502 |
61,254 |
11,752 |
23.7% |
368,301 |
|
| Daily Pivots for day following 07-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8040 |
0.8001 |
0.7862 |
|
| R3 |
0.7971 |
0.7932 |
0.7843 |
|
| R2 |
0.7902 |
0.7902 |
0.7837 |
|
| R1 |
0.7863 |
0.7863 |
0.7831 |
0.7848 |
| PP |
0.7833 |
0.7833 |
0.7833 |
0.7825 |
| S1 |
0.7794 |
0.7794 |
0.7818 |
0.7779 |
| S2 |
0.7764 |
0.7764 |
0.7812 |
|
| S3 |
0.7695 |
0.7725 |
0.7806 |
|
| S4 |
0.7626 |
0.7656 |
0.7787 |
|
|
| 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 |
0.7749 |
0.0127 |
1.6% |
0.0055 |
0.7% |
60% |
False |
False |
67,176 |
| 10 |
0.7918 |
0.7745 |
0.0173 |
2.2% |
0.0059 |
0.7% |
46% |
False |
False |
80,251 |
| 20 |
0.8047 |
0.7745 |
0.0302 |
3.9% |
0.0054 |
0.7% |
26% |
False |
False |
75,082 |
| 40 |
0.8255 |
0.7745 |
0.0510 |
6.5% |
0.0057 |
0.7% |
16% |
False |
False |
72,614 |
| 60 |
0.8293 |
0.7745 |
0.0548 |
7.0% |
0.0061 |
0.8% |
15% |
False |
False |
50,159 |
| 80 |
0.8293 |
0.7745 |
0.0548 |
7.0% |
0.0060 |
0.8% |
15% |
False |
False |
37,716 |
| 100 |
0.8293 |
0.7514 |
0.0780 |
10.0% |
0.0058 |
0.7% |
40% |
False |
False |
30,246 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8165 |
|
2.618 |
0.8052 |
|
1.618 |
0.7983 |
|
1.000 |
0.7941 |
|
0.618 |
0.7914 |
|
HIGH |
0.7872 |
|
0.618 |
0.7845 |
|
0.500 |
0.7837 |
|
0.382 |
0.7829 |
|
LOW |
0.7803 |
|
0.618 |
0.7760 |
|
1.000 |
0.7733 |
|
1.618 |
0.7691 |
|
2.618 |
0.7622 |
|
4.250 |
0.7509 |
|
|
| Fisher Pivots for day following 07-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7837 |
0.7834 |
| PP |
0.7833 |
0.7831 |
| S1 |
0.7829 |
0.7828 |
|