CME Canadian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 12-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2017 |
12-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7780 |
0.7779 |
-0.0001 |
0.0% |
0.7872 |
| High |
0.7794 |
0.7805 |
0.0011 |
0.1% |
0.7923 |
| Low |
0.7772 |
0.7756 |
-0.0016 |
-0.2% |
0.7764 |
| Close |
0.7782 |
0.7770 |
-0.0012 |
-0.2% |
0.7773 |
| Range |
0.0023 |
0.0049 |
0.0027 |
117.8% |
0.0158 |
| ATR |
0.0053 |
0.0053 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
60,657 |
75,927 |
15,270 |
25.2% |
369,644 |
|
| Daily Pivots for day following 12-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7924 |
0.7896 |
0.7796 |
|
| R3 |
0.7875 |
0.7847 |
0.7783 |
|
| R2 |
0.7826 |
0.7826 |
0.7778 |
|
| R1 |
0.7798 |
0.7798 |
0.7774 |
0.7787 |
| PP |
0.7777 |
0.7777 |
0.7777 |
0.7772 |
| S1 |
0.7749 |
0.7749 |
0.7765 |
0.7738 |
| S2 |
0.7728 |
0.7728 |
0.7761 |
|
| S3 |
0.7679 |
0.7700 |
0.7756 |
|
| S4 |
0.7630 |
0.7651 |
0.7743 |
|
|
| Weekly Pivots for week ending 08-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8295 |
0.8193 |
0.7860 |
|
| R3 |
0.8137 |
0.8034 |
0.7817 |
|
| R2 |
0.7978 |
0.7978 |
0.7802 |
|
| R1 |
0.7876 |
0.7876 |
0.7788 |
0.7848 |
| PP |
0.7820 |
0.7820 |
0.7820 |
0.7806 |
| S1 |
0.7717 |
0.7717 |
0.7758 |
0.7689 |
| S2 |
0.7661 |
0.7661 |
0.7744 |
|
| S3 |
0.7503 |
0.7559 |
0.7729 |
|
| S4 |
0.7344 |
0.7400 |
0.7686 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7904 |
0.7756 |
0.0148 |
1.9% |
0.0053 |
0.7% |
9% |
False |
True |
73,855 |
| 10 |
0.7923 |
0.7748 |
0.0175 |
2.2% |
0.0057 |
0.7% |
12% |
False |
False |
83,088 |
| 20 |
0.7923 |
0.7748 |
0.0175 |
2.2% |
0.0053 |
0.7% |
12% |
False |
False |
75,807 |
| 40 |
0.8035 |
0.7745 |
0.0290 |
3.7% |
0.0052 |
0.7% |
8% |
False |
False |
74,590 |
| 60 |
0.8202 |
0.7745 |
0.0457 |
5.9% |
0.0053 |
0.7% |
5% |
False |
False |
71,298 |
| 80 |
0.8293 |
0.7745 |
0.0548 |
7.1% |
0.0057 |
0.7% |
4% |
False |
False |
59,266 |
| 100 |
0.8293 |
0.7745 |
0.0548 |
7.1% |
0.0057 |
0.7% |
4% |
False |
False |
47,505 |
| 120 |
0.8293 |
0.7536 |
0.0757 |
9.7% |
0.0057 |
0.7% |
31% |
False |
False |
39,642 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8013 |
|
2.618 |
0.7933 |
|
1.618 |
0.7884 |
|
1.000 |
0.7854 |
|
0.618 |
0.7835 |
|
HIGH |
0.7805 |
|
0.618 |
0.7786 |
|
0.500 |
0.7781 |
|
0.382 |
0.7775 |
|
LOW |
0.7756 |
|
0.618 |
0.7726 |
|
1.000 |
0.7707 |
|
1.618 |
0.7677 |
|
2.618 |
0.7628 |
|
4.250 |
0.7548 |
|
|
| Fisher Pivots for day following 12-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7781 |
0.7783 |
| PP |
0.7777 |
0.7779 |
| S1 |
0.7773 |
0.7774 |
|