CME Canadian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 28-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2017 |
28-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7878 |
0.7845 |
-0.0033 |
-0.4% |
0.7839 |
| High |
0.7895 |
0.7850 |
-0.0046 |
-0.6% |
0.7900 |
| Low |
0.7842 |
0.7810 |
-0.0032 |
-0.4% |
0.7806 |
| Close |
0.7847 |
0.7813 |
-0.0034 |
-0.4% |
0.7877 |
| Range |
0.0054 |
0.0040 |
-0.0014 |
-25.2% |
0.0094 |
| ATR |
0.0046 |
0.0046 |
0.0000 |
-1.0% |
0.0000 |
| Volume |
468 |
820 |
352 |
75.2% |
1,353 |
|
| Daily Pivots for day following 28-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7944 |
0.7918 |
0.7835 |
|
| R3 |
0.7904 |
0.7878 |
0.7824 |
|
| R2 |
0.7864 |
0.7864 |
0.7820 |
|
| R1 |
0.7838 |
0.7838 |
0.7816 |
0.7831 |
| PP |
0.7824 |
0.7824 |
0.7824 |
0.7820 |
| S1 |
0.7798 |
0.7798 |
0.7809 |
0.7791 |
| S2 |
0.7784 |
0.7784 |
0.7805 |
|
| S3 |
0.7744 |
0.7758 |
0.7802 |
|
| S4 |
0.7704 |
0.7718 |
0.7791 |
|
|
| Weekly Pivots for week ending 24-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8143 |
0.8104 |
0.7929 |
|
| R3 |
0.8049 |
0.8010 |
0.7903 |
|
| R2 |
0.7955 |
0.7955 |
0.7894 |
|
| R1 |
0.7916 |
0.7916 |
0.7886 |
0.7936 |
| PP |
0.7861 |
0.7861 |
0.7861 |
0.7871 |
| S1 |
0.7822 |
0.7822 |
0.7868 |
0.7842 |
| S2 |
0.7767 |
0.7767 |
0.7860 |
|
| S3 |
0.7673 |
0.7728 |
0.7851 |
|
| S4 |
0.7579 |
0.7634 |
0.7825 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7900 |
0.7806 |
0.0094 |
1.2% |
0.0047 |
0.6% |
7% |
False |
False |
439 |
| 10 |
0.7900 |
0.7806 |
0.0094 |
1.2% |
0.0045 |
0.6% |
7% |
False |
False |
482 |
| 20 |
0.7904 |
0.7754 |
0.0150 |
1.9% |
0.0044 |
0.6% |
39% |
False |
False |
310 |
| 40 |
0.8044 |
0.7754 |
0.0290 |
3.7% |
0.0043 |
0.6% |
20% |
False |
False |
226 |
| 60 |
0.8290 |
0.7754 |
0.0536 |
6.9% |
0.0051 |
0.7% |
11% |
False |
False |
186 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8020 |
|
2.618 |
0.7954 |
|
1.618 |
0.7914 |
|
1.000 |
0.7890 |
|
0.618 |
0.7874 |
|
HIGH |
0.7850 |
|
0.618 |
0.7834 |
|
0.500 |
0.7830 |
|
0.382 |
0.7825 |
|
LOW |
0.7810 |
|
0.618 |
0.7785 |
|
1.000 |
0.7770 |
|
1.618 |
0.7745 |
|
2.618 |
0.7705 |
|
4.250 |
0.7640 |
|
|
| Fisher Pivots for day following 28-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7830 |
0.7855 |
| PP |
0.7824 |
0.7841 |
| S1 |
0.7818 |
0.7827 |
|