CME Canadian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 04-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2017 |
04-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7766 |
0.7879 |
0.0114 |
1.5% |
0.7878 |
| High |
0.7895 |
0.7909 |
0.0014 |
0.2% |
0.7895 |
| Low |
0.7764 |
0.7868 |
0.0104 |
1.3% |
0.7758 |
| Close |
0.7887 |
0.7885 |
-0.0002 |
0.0% |
0.7887 |
| Range |
0.0131 |
0.0041 |
-0.0090 |
-68.7% |
0.0137 |
| ATR |
0.0051 |
0.0050 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
2,722 |
1,433 |
-1,289 |
-47.4% |
5,793 |
|
| Daily Pivots for day following 04-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8010 |
0.7989 |
0.7908 |
|
| R3 |
0.7969 |
0.7948 |
0.7896 |
|
| R2 |
0.7928 |
0.7928 |
0.7893 |
|
| R1 |
0.7907 |
0.7907 |
0.7889 |
0.7918 |
| PP |
0.7887 |
0.7887 |
0.7887 |
0.7893 |
| S1 |
0.7866 |
0.7866 |
0.7881 |
0.7877 |
| S2 |
0.7846 |
0.7846 |
0.7877 |
|
| S3 |
0.7805 |
0.7825 |
0.7874 |
|
| S4 |
0.7764 |
0.7784 |
0.7862 |
|
|
| Weekly Pivots for week ending 01-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8258 |
0.8209 |
0.7962 |
|
| R3 |
0.8121 |
0.8072 |
0.7924 |
|
| R2 |
0.7984 |
0.7984 |
0.7912 |
|
| R1 |
0.7935 |
0.7935 |
0.7899 |
0.7959 |
| PP |
0.7847 |
0.7847 |
0.7847 |
0.7859 |
| S1 |
0.7798 |
0.7798 |
0.7874 |
0.7822 |
| S2 |
0.7709 |
0.7709 |
0.7861 |
|
| S3 |
0.7572 |
0.7661 |
0.7849 |
|
| S4 |
0.7435 |
0.7524 |
0.7811 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7909 |
0.7758 |
0.0151 |
1.9% |
0.0057 |
0.7% |
84% |
True |
False |
1,351 |
| 10 |
0.7909 |
0.7758 |
0.0151 |
1.9% |
0.0051 |
0.7% |
84% |
True |
False |
857 |
| 20 |
0.7909 |
0.7758 |
0.0151 |
1.9% |
0.0046 |
0.6% |
84% |
True |
False |
577 |
| 40 |
0.8044 |
0.7754 |
0.0290 |
3.7% |
0.0045 |
0.6% |
45% |
False |
False |
368 |
| 60 |
0.8275 |
0.7754 |
0.0521 |
6.6% |
0.0049 |
0.6% |
25% |
False |
False |
275 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8083 |
|
2.618 |
0.8016 |
|
1.618 |
0.7975 |
|
1.000 |
0.7950 |
|
0.618 |
0.7934 |
|
HIGH |
0.7909 |
|
0.618 |
0.7893 |
|
0.500 |
0.7889 |
|
0.382 |
0.7884 |
|
LOW |
0.7868 |
|
0.618 |
0.7843 |
|
1.000 |
0.7827 |
|
1.618 |
0.7802 |
|
2.618 |
0.7761 |
|
4.250 |
0.7694 |
|
|
| Fisher Pivots for day following 04-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7889 |
0.7868 |
| PP |
0.7887 |
0.7851 |
| S1 |
0.7886 |
0.7834 |
|