CME Canadian Dollar Future March 2018
| 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 |
0.7790 |
0.7790 |
0.0001 |
0.0% |
0.7879 |
| High |
0.7806 |
0.7817 |
0.0012 |
0.1% |
0.7931 |
| Low |
0.7783 |
0.7768 |
-0.0015 |
-0.2% |
0.7776 |
| Close |
0.7794 |
0.7782 |
-0.0012 |
-0.2% |
0.7785 |
| Range |
0.0023 |
0.0049 |
0.0027 |
117.8% |
0.0155 |
| ATR |
0.0050 |
0.0050 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
20,664 |
34,035 |
13,371 |
64.7% |
18,141 |
|
| Daily Pivots for day following 12-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7936 |
0.7908 |
0.7808 |
|
| R3 |
0.7887 |
0.7859 |
0.7795 |
|
| R2 |
0.7838 |
0.7838 |
0.7790 |
|
| R1 |
0.7810 |
0.7810 |
0.7786 |
0.7799 |
| PP |
0.7789 |
0.7789 |
0.7789 |
0.7784 |
| S1 |
0.7761 |
0.7761 |
0.7777 |
0.7750 |
| S2 |
0.7740 |
0.7740 |
0.7773 |
|
| S3 |
0.7691 |
0.7712 |
0.7768 |
|
| S4 |
0.7642 |
0.7663 |
0.7755 |
|
|
| Weekly Pivots for week ending 08-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8296 |
0.8195 |
0.7870 |
|
| R3 |
0.8141 |
0.8040 |
0.7827 |
|
| R2 |
0.7986 |
0.7986 |
0.7813 |
|
| R1 |
0.7885 |
0.7885 |
0.7799 |
0.7858 |
| PP |
0.7831 |
0.7831 |
0.7831 |
0.7817 |
| S1 |
0.7730 |
0.7730 |
0.7770 |
0.7703 |
| S2 |
0.7676 |
0.7676 |
0.7756 |
|
| S3 |
0.7521 |
0.7575 |
0.7742 |
|
| S4 |
0.7366 |
0.7420 |
0.7699 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7914 |
0.7768 |
0.0146 |
1.9% |
0.0052 |
0.7% |
9% |
False |
True |
13,819 |
| 10 |
0.7931 |
0.7758 |
0.0173 |
2.2% |
0.0055 |
0.7% |
14% |
False |
False |
7,734 |
| 20 |
0.7931 |
0.7758 |
0.0173 |
2.2% |
0.0050 |
0.6% |
14% |
False |
False |
4,108 |
| 40 |
0.8039 |
0.7754 |
0.0285 |
3.7% |
0.0048 |
0.6% |
10% |
False |
False |
2,136 |
| 60 |
0.8200 |
0.7754 |
0.0446 |
5.7% |
0.0048 |
0.6% |
6% |
False |
False |
1,454 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8025 |
|
2.618 |
0.7945 |
|
1.618 |
0.7896 |
|
1.000 |
0.7866 |
|
0.618 |
0.7847 |
|
HIGH |
0.7817 |
|
0.618 |
0.7798 |
|
0.500 |
0.7793 |
|
0.382 |
0.7787 |
|
LOW |
0.7768 |
|
0.618 |
0.7738 |
|
1.000 |
0.7719 |
|
1.618 |
0.7689 |
|
2.618 |
0.7640 |
|
4.250 |
0.7560 |
|
|
| Fisher Pivots for day following 12-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7793 |
0.7794 |
| PP |
0.7789 |
0.7790 |
| S1 |
0.7785 |
0.7786 |
|