CME Canadian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 06-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2017 |
06-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8018 |
0.7961 |
-0.0057 |
-0.7% |
0.8018 |
| High |
0.8028 |
0.7987 |
-0.0041 |
-0.5% |
0.8036 |
| Low |
0.7950 |
0.7940 |
-0.0010 |
-0.1% |
0.7940 |
| Close |
0.7958 |
0.7984 |
0.0027 |
0.3% |
0.7984 |
| Range |
0.0078 |
0.0048 |
-0.0031 |
-39.5% |
0.0097 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
72,304 |
70,308 |
-1,996 |
-2.8% |
296,619 |
|
| Daily Pivots for day following 06-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8113 |
0.8096 |
0.8010 |
|
| R3 |
0.8065 |
0.8048 |
0.7997 |
|
| R2 |
0.8018 |
0.8018 |
0.7993 |
|
| R1 |
0.8001 |
0.8001 |
0.7988 |
0.8009 |
| PP |
0.7970 |
0.7970 |
0.7970 |
0.7974 |
| S1 |
0.7953 |
0.7953 |
0.7980 |
0.7962 |
| S2 |
0.7923 |
0.7923 |
0.7975 |
|
| S3 |
0.7875 |
0.7906 |
0.7971 |
|
| S4 |
0.7828 |
0.7858 |
0.7958 |
|
|
| Weekly Pivots for week ending 06-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8276 |
0.8227 |
0.8037 |
|
| R3 |
0.8180 |
0.8130 |
0.8011 |
|
| R2 |
0.8083 |
0.8083 |
0.8002 |
|
| R1 |
0.8034 |
0.8034 |
0.7993 |
0.8010 |
| PP |
0.7987 |
0.7987 |
0.7987 |
0.7975 |
| S1 |
0.7937 |
0.7937 |
0.7975 |
0.7914 |
| S2 |
0.7890 |
0.7890 |
0.7966 |
|
| S3 |
0.7794 |
0.7841 |
0.7957 |
|
| S4 |
0.7697 |
0.7744 |
0.7931 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8036 |
0.7940 |
0.0097 |
1.2% |
0.0046 |
0.6% |
46% |
False |
True |
59,323 |
| 10 |
0.8125 |
0.7940 |
0.0186 |
2.3% |
0.0057 |
0.7% |
24% |
False |
True |
67,108 |
| 20 |
0.8279 |
0.7940 |
0.0340 |
4.3% |
0.0062 |
0.8% |
13% |
False |
True |
68,592 |
| 40 |
0.8293 |
0.7836 |
0.0457 |
5.7% |
0.0065 |
0.8% |
32% |
False |
False |
35,729 |
| 60 |
0.8293 |
0.7836 |
0.0457 |
5.7% |
0.0062 |
0.8% |
32% |
False |
False |
23,946 |
| 80 |
0.8293 |
0.7514 |
0.0780 |
9.8% |
0.0060 |
0.7% |
60% |
False |
False |
18,057 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8189 |
|
2.618 |
0.8111 |
|
1.618 |
0.8064 |
|
1.000 |
0.8035 |
|
0.618 |
0.8016 |
|
HIGH |
0.7987 |
|
0.618 |
0.7969 |
|
0.500 |
0.7963 |
|
0.382 |
0.7958 |
|
LOW |
0.7940 |
|
0.618 |
0.7910 |
|
1.000 |
0.7892 |
|
1.618 |
0.7863 |
|
2.618 |
0.7815 |
|
4.250 |
0.7738 |
|
|
| Fisher Pivots for day following 06-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7977 |
0.7988 |
| PP |
0.7970 |
0.7987 |
| S1 |
0.7963 |
0.7985 |
|