CME Canadian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 10-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2017 |
10-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7982 |
0.7972 |
-0.0010 |
-0.1% |
0.8018 |
| High |
0.7987 |
0.8014 |
0.0027 |
0.3% |
0.8036 |
| Low |
0.7966 |
0.7968 |
0.0002 |
0.0% |
0.7940 |
| Close |
0.7973 |
0.7997 |
0.0024 |
0.3% |
0.7984 |
| Range |
0.0021 |
0.0046 |
0.0025 |
119.1% |
0.0097 |
| ATR |
0.0060 |
0.0059 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
26,148 |
53,193 |
27,045 |
103.4% |
296,619 |
|
| Daily Pivots for day following 10-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8131 |
0.8110 |
0.8022 |
|
| R3 |
0.8085 |
0.8064 |
0.8010 |
|
| R2 |
0.8039 |
0.8039 |
0.8005 |
|
| R1 |
0.8018 |
0.8018 |
0.8001 |
0.8029 |
| PP |
0.7993 |
0.7993 |
0.7993 |
0.7998 |
| S1 |
0.7972 |
0.7972 |
0.7993 |
0.7983 |
| S2 |
0.7947 |
0.7947 |
0.7989 |
|
| S3 |
0.7901 |
0.7926 |
0.7984 |
|
| S4 |
0.7855 |
0.7880 |
0.7972 |
|
|
| 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% |
0.0045 |
0.6% |
60% |
False |
False |
54,436 |
| 10 |
0.8111 |
0.7940 |
0.0171 |
2.1% |
0.0054 |
0.7% |
34% |
False |
False |
63,404 |
| 20 |
0.8255 |
0.7940 |
0.0316 |
3.9% |
0.0060 |
0.7% |
18% |
False |
False |
70,146 |
| 40 |
0.8293 |
0.7836 |
0.0457 |
5.7% |
0.0065 |
0.8% |
35% |
False |
False |
37,697 |
| 60 |
0.8293 |
0.7836 |
0.0457 |
5.7% |
0.0062 |
0.8% |
35% |
False |
False |
25,261 |
| 80 |
0.8293 |
0.7514 |
0.0780 |
9.7% |
0.0059 |
0.7% |
62% |
False |
False |
19,037 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8210 |
|
2.618 |
0.8134 |
|
1.618 |
0.8088 |
|
1.000 |
0.8060 |
|
0.618 |
0.8042 |
|
HIGH |
0.8014 |
|
0.618 |
0.7996 |
|
0.500 |
0.7991 |
|
0.382 |
0.7986 |
|
LOW |
0.7968 |
|
0.618 |
0.7940 |
|
1.000 |
0.7922 |
|
1.618 |
0.7894 |
|
2.618 |
0.7848 |
|
4.250 |
0.7772 |
|
|
| Fisher Pivots for day following 10-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7995 |
0.7990 |
| PP |
0.7993 |
0.7984 |
| S1 |
0.7991 |
0.7977 |
|