CME Canadian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 13-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2017 |
13-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7790 |
0.7780 |
-0.0010 |
-0.1% |
0.7879 |
| High |
0.7817 |
0.7831 |
0.0013 |
0.2% |
0.7931 |
| Low |
0.7768 |
0.7776 |
0.0008 |
0.1% |
0.7776 |
| Close |
0.7782 |
0.7825 |
0.0043 |
0.6% |
0.7785 |
| Range |
0.0049 |
0.0055 |
0.0005 |
11.2% |
0.0155 |
| ATR |
0.0050 |
0.0051 |
0.0000 |
0.6% |
0.0000 |
| Volume |
34,035 |
44,477 |
10,442 |
30.7% |
18,141 |
|
| Daily Pivots for day following 13-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7974 |
0.7954 |
0.7855 |
|
| R3 |
0.7920 |
0.7900 |
0.7840 |
|
| R2 |
0.7865 |
0.7865 |
0.7835 |
|
| R1 |
0.7845 |
0.7845 |
0.7830 |
0.7855 |
| PP |
0.7811 |
0.7811 |
0.7811 |
0.7816 |
| S1 |
0.7791 |
0.7791 |
0.7820 |
0.7801 |
| S2 |
0.7756 |
0.7756 |
0.7815 |
|
| S3 |
0.7702 |
0.7736 |
0.7810 |
|
| S4 |
0.7647 |
0.7682 |
0.7795 |
|
|
| 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 |
0.7833 |
0.7768 |
0.0065 |
0.8% |
0.0044 |
0.6% |
88% |
False |
False |
22,092 |
| 10 |
0.7931 |
0.7758 |
0.0173 |
2.2% |
0.0057 |
0.7% |
39% |
False |
False |
12,105 |
| 20 |
0.7931 |
0.7758 |
0.0173 |
2.2% |
0.0051 |
0.6% |
39% |
False |
False |
6,263 |
| 40 |
0.8039 |
0.7754 |
0.0285 |
3.6% |
0.0049 |
0.6% |
25% |
False |
False |
3,243 |
| 60 |
0.8200 |
0.7754 |
0.0446 |
5.7% |
0.0048 |
0.6% |
16% |
False |
False |
2,194 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8062 |
|
2.618 |
0.7973 |
|
1.618 |
0.7919 |
|
1.000 |
0.7885 |
|
0.618 |
0.7864 |
|
HIGH |
0.7831 |
|
0.618 |
0.7810 |
|
0.500 |
0.7803 |
|
0.382 |
0.7797 |
|
LOW |
0.7776 |
|
0.618 |
0.7742 |
|
1.000 |
0.7722 |
|
1.618 |
0.7688 |
|
2.618 |
0.7633 |
|
4.250 |
0.7544 |
|
|
| Fisher Pivots for day following 13-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7818 |
0.7816 |
| PP |
0.7811 |
0.7808 |
| S1 |
0.7803 |
0.7799 |
|