CME Canadian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 18-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2017 |
18-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7826 |
0.7785 |
-0.0041 |
-0.5% |
0.7790 |
| High |
0.7864 |
0.7803 |
-0.0061 |
-0.8% |
0.7880 |
| Low |
0.7772 |
0.7779 |
0.0007 |
0.1% |
0.7768 |
| Close |
0.7780 |
0.7785 |
0.0006 |
0.1% |
0.7780 |
| Range |
0.0092 |
0.0024 |
-0.0068 |
-73.9% |
0.0112 |
| ATR |
0.0056 |
0.0054 |
-0.0002 |
-4.1% |
0.0000 |
| Volume |
88,029 |
51,170 |
-36,859 |
-41.9% |
261,568 |
|
| Daily Pivots for day following 18-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7861 |
0.7847 |
0.7798 |
|
| R3 |
0.7837 |
0.7823 |
0.7792 |
|
| R2 |
0.7813 |
0.7813 |
0.7789 |
|
| R1 |
0.7799 |
0.7799 |
0.7787 |
0.7806 |
| PP |
0.7789 |
0.7789 |
0.7789 |
0.7792 |
| S1 |
0.7775 |
0.7775 |
0.7783 |
0.7782 |
| S2 |
0.7765 |
0.7765 |
0.7781 |
|
| S3 |
0.7741 |
0.7751 |
0.7778 |
|
| S4 |
0.7717 |
0.7727 |
0.7772 |
|
|
| 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% |
15% |
False |
False |
58,414 |
| 10 |
0.7931 |
0.7768 |
0.0163 |
2.1% |
0.0057 |
0.7% |
10% |
False |
False |
32,944 |
| 20 |
0.7931 |
0.7758 |
0.0173 |
2.2% |
0.0054 |
0.7% |
16% |
False |
False |
16,901 |
| 40 |
0.7932 |
0.7754 |
0.0178 |
2.3% |
0.0050 |
0.6% |
17% |
False |
False |
8,569 |
| 60 |
0.8125 |
0.7754 |
0.0371 |
4.8% |
0.0048 |
0.6% |
8% |
False |
False |
5,751 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7905 |
|
2.618 |
0.7865 |
|
1.618 |
0.7841 |
|
1.000 |
0.7827 |
|
0.618 |
0.7817 |
|
HIGH |
0.7803 |
|
0.618 |
0.7793 |
|
0.500 |
0.7791 |
|
0.382 |
0.7788 |
|
LOW |
0.7779 |
|
0.618 |
0.7764 |
|
1.000 |
0.7755 |
|
1.618 |
0.7740 |
|
2.618 |
0.7716 |
|
4.250 |
0.7677 |
|
|
| Fisher Pivots for day following 18-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7791 |
0.7826 |
| PP |
0.7789 |
0.7812 |
| S1 |
0.7787 |
0.7799 |
|