CME Canadian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 13-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2017 |
13-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7886 |
0.7883 |
-0.0003 |
0.0% |
0.7838 |
| High |
0.7898 |
0.7891 |
-0.0007 |
-0.1% |
0.7898 |
| Low |
0.7879 |
0.7851 |
-0.0029 |
-0.4% |
0.7803 |
| Close |
0.7889 |
0.7860 |
-0.0030 |
-0.4% |
0.7889 |
| Range |
0.0018 |
0.0040 |
0.0022 |
116.2% |
0.0095 |
| ATR |
0.0052 |
0.0051 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
54,653 |
44,661 |
-9,992 |
-18.3% |
283,971 |
|
| Daily Pivots for day following 13-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7987 |
0.7963 |
0.7882 |
|
| R3 |
0.7947 |
0.7923 |
0.7871 |
|
| R2 |
0.7907 |
0.7907 |
0.7867 |
|
| R1 |
0.7883 |
0.7883 |
0.7863 |
0.7875 |
| PP |
0.7867 |
0.7867 |
0.7867 |
0.7863 |
| S1 |
0.7843 |
0.7843 |
0.7856 |
0.7835 |
| S2 |
0.7827 |
0.7827 |
0.7852 |
|
| S3 |
0.7787 |
0.7803 |
0.7849 |
|
| S4 |
0.7747 |
0.7763 |
0.7838 |
|
|
| Weekly Pivots for week ending 10-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8148 |
0.8114 |
0.7941 |
|
| R3 |
0.8053 |
0.8019 |
0.7915 |
|
| R2 |
0.7958 |
0.7958 |
0.7906 |
|
| R1 |
0.7924 |
0.7924 |
0.7898 |
0.7941 |
| PP |
0.7863 |
0.7863 |
0.7863 |
0.7872 |
| S1 |
0.7829 |
0.7829 |
0.7880 |
0.7846 |
| S2 |
0.7768 |
0.7768 |
0.7872 |
|
| S3 |
0.7673 |
0.7734 |
0.7863 |
|
| S4 |
0.7578 |
0.7639 |
0.7837 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7898 |
0.7803 |
0.0095 |
1.2% |
0.0042 |
0.5% |
60% |
False |
False |
55,826 |
| 10 |
0.7898 |
0.7746 |
0.0152 |
1.9% |
0.0047 |
0.6% |
75% |
False |
False |
63,571 |
| 20 |
0.8035 |
0.7745 |
0.0290 |
3.7% |
0.0051 |
0.7% |
39% |
False |
False |
73,373 |
| 40 |
0.8202 |
0.7745 |
0.0457 |
5.8% |
0.0053 |
0.7% |
25% |
False |
False |
69,043 |
| 60 |
0.8293 |
0.7745 |
0.0548 |
7.0% |
0.0059 |
0.7% |
21% |
False |
False |
53,752 |
| 80 |
0.8293 |
0.7745 |
0.0548 |
7.0% |
0.0058 |
0.7% |
21% |
False |
False |
40,429 |
| 100 |
0.8293 |
0.7536 |
0.0757 |
9.6% |
0.0058 |
0.7% |
43% |
False |
False |
32,409 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8061 |
|
2.618 |
0.7995 |
|
1.618 |
0.7955 |
|
1.000 |
0.7931 |
|
0.618 |
0.7915 |
|
HIGH |
0.7891 |
|
0.618 |
0.7875 |
|
0.500 |
0.7871 |
|
0.382 |
0.7866 |
|
LOW |
0.7851 |
|
0.618 |
0.7826 |
|
1.000 |
0.7811 |
|
1.618 |
0.7786 |
|
2.618 |
0.7746 |
|
4.250 |
0.7681 |
|
|
| Fisher Pivots for day following 13-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7871 |
0.7874 |
| PP |
0.7867 |
0.7869 |
| S1 |
0.7863 |
0.7864 |
|