CME Canadian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 29-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2017 |
29-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7836 |
0.7808 |
-0.0029 |
-0.4% |
0.7833 |
| High |
0.7842 |
0.7811 |
-0.0031 |
-0.4% |
0.7893 |
| Low |
0.7799 |
0.7769 |
-0.0031 |
-0.4% |
0.7793 |
| Close |
0.7804 |
0.7784 |
-0.0019 |
-0.2% |
0.7868 |
| Range |
0.0043 |
0.0043 |
-0.0001 |
-1.2% |
0.0101 |
| ATR |
0.0050 |
0.0049 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
68,766 |
79,874 |
11,108 |
16.2% |
258,645 |
|
| Daily Pivots for day following 29-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7915 |
0.7892 |
0.7807 |
|
| R3 |
0.7873 |
0.7850 |
0.7796 |
|
| R2 |
0.7830 |
0.7830 |
0.7792 |
|
| R1 |
0.7807 |
0.7807 |
0.7788 |
0.7798 |
| PP |
0.7788 |
0.7788 |
0.7788 |
0.7783 |
| S1 |
0.7765 |
0.7765 |
0.7780 |
0.7755 |
| S2 |
0.7745 |
0.7745 |
0.7776 |
|
| S3 |
0.7703 |
0.7722 |
0.7772 |
|
| S4 |
0.7660 |
0.7680 |
0.7761 |
|
|
| Weekly Pivots for week ending 24-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8153 |
0.8111 |
0.7923 |
|
| R3 |
0.8052 |
0.8010 |
0.7896 |
|
| R2 |
0.7952 |
0.7952 |
0.7886 |
|
| R1 |
0.7910 |
0.7910 |
0.7877 |
0.7931 |
| PP |
0.7851 |
0.7851 |
0.7851 |
0.7862 |
| S1 |
0.7809 |
0.7809 |
0.7859 |
0.7830 |
| S2 |
0.7751 |
0.7751 |
0.7850 |
|
| S3 |
0.7650 |
0.7709 |
0.7840 |
|
| S4 |
0.7550 |
0.7608 |
0.7813 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7893 |
0.7769 |
0.0125 |
1.6% |
0.0049 |
0.6% |
12% |
False |
True |
68,782 |
| 10 |
0.7893 |
0.7769 |
0.0125 |
1.6% |
0.0049 |
0.6% |
12% |
False |
True |
68,909 |
| 20 |
0.7898 |
0.7749 |
0.0149 |
1.9% |
0.0047 |
0.6% |
24% |
False |
False |
65,944 |
| 40 |
0.8047 |
0.7745 |
0.0302 |
3.9% |
0.0049 |
0.6% |
13% |
False |
False |
68,920 |
| 60 |
0.8293 |
0.7745 |
0.0548 |
7.0% |
0.0057 |
0.7% |
7% |
False |
False |
66,286 |
| 80 |
0.8293 |
0.7745 |
0.0548 |
7.0% |
0.0057 |
0.7% |
7% |
False |
False |
49,930 |
| 100 |
0.8293 |
0.7742 |
0.0551 |
7.1% |
0.0058 |
0.7% |
8% |
False |
False |
40,018 |
| 120 |
0.8293 |
0.7453 |
0.0840 |
10.8% |
0.0056 |
0.7% |
39% |
False |
False |
33,416 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7992 |
|
2.618 |
0.7922 |
|
1.618 |
0.7880 |
|
1.000 |
0.7854 |
|
0.618 |
0.7837 |
|
HIGH |
0.7811 |
|
0.618 |
0.7795 |
|
0.500 |
0.7790 |
|
0.382 |
0.7785 |
|
LOW |
0.7769 |
|
0.618 |
0.7742 |
|
1.000 |
0.7726 |
|
1.618 |
0.7700 |
|
2.618 |
0.7657 |
|
4.250 |
0.7588 |
|
|
| Fisher Pivots for day following 29-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7790 |
0.7828 |
| PP |
0.7788 |
0.7814 |
| S1 |
0.7786 |
0.7799 |
|