CME Canadian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 22-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2017 |
22-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7817 |
0.7883 |
0.0065 |
0.8% |
0.7892 |
| High |
0.7854 |
0.7885 |
0.0032 |
0.4% |
0.7897 |
| Low |
0.7806 |
0.7836 |
0.0030 |
0.4% |
0.7810 |
| Close |
0.7839 |
0.7883 |
0.0043 |
0.6% |
0.7847 |
| Range |
0.0048 |
0.0050 |
0.0002 |
4.2% |
0.0087 |
| ATR |
0.0046 |
0.0046 |
0.0000 |
0.6% |
0.0000 |
| Volume |
303 |
276 |
-27 |
-8.9% |
2,376 |
|
| Daily Pivots for day following 22-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8016 |
0.7999 |
0.7910 |
|
| R3 |
0.7967 |
0.7949 |
0.7896 |
|
| R2 |
0.7917 |
0.7917 |
0.7892 |
|
| R1 |
0.7900 |
0.7900 |
0.7887 |
0.7907 |
| PP |
0.7868 |
0.7868 |
0.7868 |
0.7871 |
| S1 |
0.7850 |
0.7850 |
0.7878 |
0.7858 |
| S2 |
0.7818 |
0.7818 |
0.7873 |
|
| S3 |
0.7769 |
0.7801 |
0.7869 |
|
| S4 |
0.7719 |
0.7751 |
0.7855 |
|
|
| Weekly Pivots for week ending 17-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8112 |
0.8066 |
0.7894 |
|
| R3 |
0.8025 |
0.7979 |
0.7870 |
|
| R2 |
0.7938 |
0.7938 |
0.7862 |
|
| R1 |
0.7892 |
0.7892 |
0.7854 |
0.7872 |
| PP |
0.7851 |
0.7851 |
0.7851 |
0.7841 |
| S1 |
0.7805 |
0.7805 |
0.7839 |
0.7785 |
| S2 |
0.7764 |
0.7764 |
0.7831 |
|
| S3 |
0.7677 |
0.7718 |
0.7823 |
|
| S4 |
0.7590 |
0.7631 |
0.7799 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7885 |
0.7806 |
0.0079 |
1.0% |
0.0045 |
0.6% |
97% |
True |
False |
308 |
| 10 |
0.7904 |
0.7806 |
0.0098 |
1.2% |
0.0040 |
0.5% |
78% |
False |
False |
357 |
| 20 |
0.7904 |
0.7754 |
0.0150 |
1.9% |
0.0043 |
0.5% |
86% |
False |
False |
256 |
| 40 |
0.8060 |
0.7754 |
0.0306 |
3.9% |
0.0044 |
0.6% |
42% |
False |
False |
194 |
| 60 |
0.8290 |
0.7754 |
0.0536 |
6.8% |
0.0053 |
0.7% |
24% |
False |
False |
161 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8095 |
|
2.618 |
0.8015 |
|
1.618 |
0.7965 |
|
1.000 |
0.7935 |
|
0.618 |
0.7916 |
|
HIGH |
0.7885 |
|
0.618 |
0.7866 |
|
0.500 |
0.7860 |
|
0.382 |
0.7854 |
|
LOW |
0.7836 |
|
0.618 |
0.7805 |
|
1.000 |
0.7786 |
|
1.618 |
0.7755 |
|
2.618 |
0.7706 |
|
4.250 |
0.7625 |
|
|
| Fisher Pivots for day following 22-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7875 |
0.7870 |
| PP |
0.7868 |
0.7858 |
| S1 |
0.7860 |
0.7846 |
|