CME Canadian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 15-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2017 |
15-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7854 |
0.7854 |
0.0000 |
0.0% |
0.7838 |
| High |
0.7877 |
0.7869 |
-0.0008 |
-0.1% |
0.7898 |
| Low |
0.7832 |
0.7822 |
-0.0010 |
-0.1% |
0.7803 |
| Close |
0.7858 |
0.7835 |
-0.0023 |
-0.3% |
0.7889 |
| Range |
0.0045 |
0.0047 |
0.0002 |
5.6% |
0.0095 |
| ATR |
0.0050 |
0.0050 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
76,041 |
73,910 |
-2,131 |
-2.8% |
283,971 |
|
| Daily Pivots for day following 15-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7982 |
0.7955 |
0.7860 |
|
| R3 |
0.7935 |
0.7908 |
0.7847 |
|
| R2 |
0.7888 |
0.7888 |
0.7843 |
|
| R1 |
0.7862 |
0.7862 |
0.7839 |
0.7852 |
| PP |
0.7842 |
0.7842 |
0.7842 |
0.7837 |
| S1 |
0.7815 |
0.7815 |
0.7830 |
0.7805 |
| S2 |
0.7795 |
0.7795 |
0.7826 |
|
| S3 |
0.7748 |
0.7768 |
0.7822 |
|
| S4 |
0.7701 |
0.7721 |
0.7809 |
|
|
| 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 |
0.7822 |
0.0076 |
1.0% |
0.0039 |
0.5% |
17% |
False |
True |
62,851 |
| 10 |
0.7898 |
0.7769 |
0.0128 |
1.6% |
0.0047 |
0.6% |
51% |
False |
False |
63,665 |
| 20 |
0.8035 |
0.7745 |
0.0290 |
3.7% |
0.0051 |
0.6% |
31% |
False |
False |
73,980 |
| 40 |
0.8165 |
0.7745 |
0.0420 |
5.4% |
0.0051 |
0.7% |
21% |
False |
False |
68,825 |
| 60 |
0.8293 |
0.7745 |
0.0548 |
7.0% |
0.0059 |
0.8% |
16% |
False |
False |
56,237 |
| 80 |
0.8293 |
0.7745 |
0.0548 |
7.0% |
0.0059 |
0.7% |
16% |
False |
False |
42,296 |
| 100 |
0.8293 |
0.7564 |
0.0730 |
9.3% |
0.0058 |
0.7% |
37% |
False |
False |
33,905 |
| 120 |
0.8293 |
0.7411 |
0.0882 |
11.3% |
0.0055 |
0.7% |
48% |
False |
False |
28,301 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8068 |
|
2.618 |
0.7992 |
|
1.618 |
0.7945 |
|
1.000 |
0.7915 |
|
0.618 |
0.7898 |
|
HIGH |
0.7869 |
|
0.618 |
0.7851 |
|
0.500 |
0.7845 |
|
0.382 |
0.7839 |
|
LOW |
0.7822 |
|
0.618 |
0.7792 |
|
1.000 |
0.7775 |
|
1.618 |
0.7745 |
|
2.618 |
0.7698 |
|
4.250 |
0.7622 |
|
|
| Fisher Pivots for day following 15-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7845 |
0.7856 |
| PP |
0.7842 |
0.7849 |
| S1 |
0.7838 |
0.7842 |
|