CME Canadian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 09-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2017 |
09-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7961 |
0.7982 |
0.0021 |
0.3% |
0.8018 |
| High |
0.7987 |
0.7987 |
0.0000 |
0.0% |
0.8036 |
| Low |
0.7940 |
0.7966 |
0.0027 |
0.3% |
0.7940 |
| Close |
0.7984 |
0.7973 |
-0.0011 |
-0.1% |
0.7984 |
| Range |
0.0048 |
0.0021 |
-0.0027 |
-55.8% |
0.0097 |
| ATR |
0.0063 |
0.0060 |
-0.0003 |
-4.7% |
0.0000 |
| Volume |
70,308 |
26,148 |
-44,160 |
-62.8% |
296,619 |
|
| Daily Pivots for day following 09-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8038 |
0.8027 |
0.7985 |
|
| R3 |
0.8017 |
0.8006 |
0.7979 |
|
| R2 |
0.7996 |
0.7996 |
0.7977 |
|
| R1 |
0.7985 |
0.7985 |
0.7975 |
0.7980 |
| PP |
0.7975 |
0.7975 |
0.7975 |
0.7973 |
| S1 |
0.7964 |
0.7964 |
0.7971 |
0.7959 |
| S2 |
0.7954 |
0.7954 |
0.7969 |
|
| S3 |
0.7933 |
0.7943 |
0.7967 |
|
| S4 |
0.7912 |
0.7922 |
0.7961 |
|
|
| 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% |
0.0043 |
0.5% |
35% |
False |
False |
53,165 |
| 10 |
0.8115 |
0.7940 |
0.0176 |
2.2% |
0.0054 |
0.7% |
19% |
False |
False |
64,914 |
| 20 |
0.8279 |
0.7940 |
0.0340 |
4.3% |
0.0061 |
0.8% |
10% |
False |
False |
69,107 |
| 40 |
0.8293 |
0.7836 |
0.0457 |
5.7% |
0.0064 |
0.8% |
30% |
False |
False |
36,372 |
| 60 |
0.8293 |
0.7836 |
0.0457 |
5.7% |
0.0061 |
0.8% |
30% |
False |
False |
24,377 |
| 80 |
0.8293 |
0.7514 |
0.0780 |
9.8% |
0.0059 |
0.7% |
59% |
False |
False |
18,377 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8076 |
|
2.618 |
0.8042 |
|
1.618 |
0.8021 |
|
1.000 |
0.8008 |
|
0.618 |
0.8000 |
|
HIGH |
0.7987 |
|
0.618 |
0.7979 |
|
0.500 |
0.7977 |
|
0.382 |
0.7974 |
|
LOW |
0.7966 |
|
0.618 |
0.7953 |
|
1.000 |
0.7945 |
|
1.618 |
0.7932 |
|
2.618 |
0.7911 |
|
4.250 |
0.7877 |
|
|
| Fisher Pivots for day following 09-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7977 |
0.7984 |
| PP |
0.7975 |
0.7980 |
| S1 |
0.7974 |
0.7977 |
|