CME Canadian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 06-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2017 |
06-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7896 |
0.7886 |
-0.0010 |
-0.1% |
0.7878 |
| High |
0.7931 |
0.7914 |
-0.0018 |
-0.2% |
0.7895 |
| Low |
0.7883 |
0.7820 |
-0.0063 |
-0.8% |
0.7758 |
| Close |
0.7886 |
0.7824 |
-0.0061 |
-0.8% |
0.7887 |
| Range |
0.0049 |
0.0094 |
0.0045 |
93.8% |
0.0137 |
| ATR |
0.0050 |
0.0053 |
0.0003 |
6.2% |
0.0000 |
| Volume |
2,308 |
3,112 |
804 |
34.8% |
5,793 |
|
| Daily Pivots for day following 06-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8134 |
0.8073 |
0.7876 |
|
| R3 |
0.8040 |
0.7979 |
0.7850 |
|
| R2 |
0.7946 |
0.7946 |
0.7841 |
|
| R1 |
0.7885 |
0.7885 |
0.7833 |
0.7869 |
| PP |
0.7852 |
0.7852 |
0.7852 |
0.7844 |
| S1 |
0.7791 |
0.7791 |
0.7815 |
0.7775 |
| S2 |
0.7758 |
0.7758 |
0.7807 |
|
| S3 |
0.7664 |
0.7697 |
0.7798 |
|
| S4 |
0.7570 |
0.7603 |
0.7772 |
|
|
| 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 |
0.7931 |
0.7758 |
0.0173 |
2.2% |
0.0069 |
0.9% |
38% |
False |
False |
2,118 |
| 10 |
0.7931 |
0.7758 |
0.0173 |
2.2% |
0.0057 |
0.7% |
38% |
False |
False |
1,325 |
| 20 |
0.7931 |
0.7758 |
0.0173 |
2.2% |
0.0048 |
0.6% |
38% |
False |
False |
836 |
| 40 |
0.8044 |
0.7754 |
0.0290 |
3.7% |
0.0048 |
0.6% |
24% |
False |
False |
499 |
| 60 |
0.8250 |
0.7754 |
0.0496 |
6.3% |
0.0050 |
0.6% |
14% |
False |
False |
362 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8313 |
|
2.618 |
0.8160 |
|
1.618 |
0.8066 |
|
1.000 |
0.8007 |
|
0.618 |
0.7972 |
|
HIGH |
0.7914 |
|
0.618 |
0.7878 |
|
0.500 |
0.7867 |
|
0.382 |
0.7855 |
|
LOW |
0.7820 |
|
0.618 |
0.7761 |
|
1.000 |
0.7726 |
|
1.618 |
0.7667 |
|
2.618 |
0.7573 |
|
4.250 |
0.7420 |
|
|
| Fisher Pivots for day following 06-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7867 |
0.7875 |
| PP |
0.7852 |
0.7858 |
| S1 |
0.7838 |
0.7841 |
|