CME Canadian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 03-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2017 |
03-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8018 |
0.7995 |
-0.0023 |
-0.3% |
0.8110 |
| High |
0.8024 |
0.8016 |
-0.0008 |
-0.1% |
0.8125 |
| Low |
0.7988 |
0.7979 |
-0.0009 |
-0.1% |
0.7983 |
| Close |
0.8002 |
0.8010 |
0.0008 |
0.1% |
0.8026 |
| Range |
0.0037 |
0.0038 |
0.0001 |
2.7% |
0.0142 |
| ATR |
0.0067 |
0.0065 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
56,940 |
46,837 |
-10,103 |
-17.7% |
374,470 |
|
| Daily Pivots for day following 03-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8114 |
0.8099 |
0.8030 |
|
| R3 |
0.8076 |
0.8062 |
0.8020 |
|
| R2 |
0.8039 |
0.8039 |
0.8016 |
|
| R1 |
0.8024 |
0.8024 |
0.8013 |
0.8032 |
| PP |
0.8001 |
0.8001 |
0.8001 |
0.8005 |
| S1 |
0.7987 |
0.7987 |
0.8006 |
0.7994 |
| S2 |
0.7964 |
0.7964 |
0.8003 |
|
| S3 |
0.7926 |
0.7949 |
0.7999 |
|
| S4 |
0.7889 |
0.7912 |
0.7989 |
|
|
| Weekly Pivots for week ending 29-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8471 |
0.8390 |
0.8104 |
|
| R3 |
0.8329 |
0.8248 |
0.8065 |
|
| R2 |
0.8187 |
0.8187 |
0.8052 |
|
| R1 |
0.8106 |
0.8106 |
0.8039 |
0.8075 |
| PP |
0.8045 |
0.8045 |
0.8045 |
0.8029 |
| S1 |
0.7964 |
0.7964 |
0.8012 |
0.7933 |
| S2 |
0.7902 |
0.7902 |
0.7999 |
|
| S3 |
0.7760 |
0.7822 |
0.7986 |
|
| S4 |
0.7618 |
0.7680 |
0.7947 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8111 |
0.7979 |
0.0132 |
1.6% |
0.0062 |
0.8% |
23% |
False |
True |
72,371 |
| 10 |
0.8202 |
0.7979 |
0.0224 |
2.8% |
0.0063 |
0.8% |
14% |
False |
True |
70,880 |
| 20 |
0.8293 |
0.7979 |
0.0315 |
3.9% |
0.0071 |
0.9% |
10% |
False |
True |
61,016 |
| 40 |
0.8293 |
0.7836 |
0.0457 |
5.7% |
0.0064 |
0.8% |
38% |
False |
False |
30,939 |
| 60 |
0.8293 |
0.7742 |
0.0551 |
6.9% |
0.0063 |
0.8% |
49% |
False |
False |
20,750 |
| 80 |
0.8293 |
0.7453 |
0.0840 |
10.5% |
0.0060 |
0.7% |
66% |
False |
False |
15,664 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8175 |
|
2.618 |
0.8114 |
|
1.618 |
0.8077 |
|
1.000 |
0.8054 |
|
0.618 |
0.8039 |
|
HIGH |
0.8016 |
|
0.618 |
0.8002 |
|
0.500 |
0.7997 |
|
0.382 |
0.7993 |
|
LOW |
0.7979 |
|
0.618 |
0.7955 |
|
1.000 |
0.7941 |
|
1.618 |
0.7918 |
|
2.618 |
0.7880 |
|
4.250 |
0.7819 |
|
|
| Fisher Pivots for day following 03-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8005 |
0.8018 |
| PP |
0.8001 |
0.8015 |
| S1 |
0.7997 |
0.8012 |
|