CME Canadian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 15-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2017 |
15-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7814 |
0.7826 |
0.0013 |
0.2% |
0.7790 |
| High |
0.7880 |
0.7864 |
-0.0016 |
-0.2% |
0.7880 |
| Low |
0.7785 |
0.7772 |
-0.0014 |
-0.2% |
0.7768 |
| Close |
0.7858 |
0.7780 |
-0.0079 |
-1.0% |
0.7780 |
| Range |
0.0095 |
0.0092 |
-0.0003 |
-2.6% |
0.0112 |
| ATR |
0.0054 |
0.0056 |
0.0003 |
5.1% |
0.0000 |
| Volume |
74,363 |
88,029 |
13,666 |
18.4% |
261,568 |
|
| Daily Pivots for day following 15-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8081 |
0.8022 |
0.7830 |
|
| R3 |
0.7989 |
0.7930 |
0.7805 |
|
| R2 |
0.7897 |
0.7897 |
0.7796 |
|
| R1 |
0.7838 |
0.7838 |
0.7788 |
0.7822 |
| PP |
0.7805 |
0.7805 |
0.7805 |
0.7797 |
| S1 |
0.7746 |
0.7746 |
0.7771 |
0.7730 |
| S2 |
0.7713 |
0.7713 |
0.7763 |
|
| S3 |
0.7621 |
0.7654 |
0.7754 |
|
| S4 |
0.7529 |
0.7562 |
0.7729 |
|
|
| Weekly Pivots for week ending 15-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8144 |
0.8073 |
0.7841 |
|
| R3 |
0.8032 |
0.7962 |
0.7810 |
|
| R2 |
0.7921 |
0.7921 |
0.7800 |
|
| R1 |
0.7850 |
0.7850 |
0.7790 |
0.7830 |
| PP |
0.7809 |
0.7809 |
0.7809 |
0.7799 |
| S1 |
0.7739 |
0.7739 |
0.7769 |
0.7718 |
| S2 |
0.7698 |
0.7698 |
0.7759 |
|
| S3 |
0.7586 |
0.7627 |
0.7749 |
|
| S4 |
0.7475 |
0.7516 |
0.7718 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7880 |
0.7768 |
0.0112 |
1.4% |
0.0063 |
0.8% |
10% |
False |
False |
52,313 |
| 10 |
0.7931 |
0.7768 |
0.0163 |
2.1% |
0.0059 |
0.8% |
7% |
False |
False |
27,970 |
| 20 |
0.7931 |
0.7758 |
0.0173 |
2.2% |
0.0056 |
0.7% |
12% |
False |
False |
14,360 |
| 40 |
0.8022 |
0.7754 |
0.0268 |
3.4% |
0.0051 |
0.7% |
10% |
False |
False |
7,298 |
| 60 |
0.8161 |
0.7754 |
0.0407 |
5.2% |
0.0049 |
0.6% |
6% |
False |
False |
4,899 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8255 |
|
2.618 |
0.8104 |
|
1.618 |
0.8012 |
|
1.000 |
0.7956 |
|
0.618 |
0.7920 |
|
HIGH |
0.7864 |
|
0.618 |
0.7828 |
|
0.500 |
0.7818 |
|
0.382 |
0.7807 |
|
LOW |
0.7772 |
|
0.618 |
0.7715 |
|
1.000 |
0.7680 |
|
1.618 |
0.7623 |
|
2.618 |
0.7531 |
|
4.250 |
0.7381 |
|
|
| Fisher Pivots for day following 15-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7818 |
0.7826 |
| PP |
0.7805 |
0.7810 |
| S1 |
0.7792 |
0.7795 |
|