CME Canadian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 11-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2017 |
11-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7972 |
0.7994 |
0.0022 |
0.3% |
0.8018 |
| High |
0.8014 |
0.8034 |
0.0020 |
0.2% |
0.8036 |
| Low |
0.7968 |
0.7984 |
0.0016 |
0.2% |
0.7940 |
| Close |
0.7997 |
0.8019 |
0.0022 |
0.3% |
0.7984 |
| Range |
0.0046 |
0.0051 |
0.0004 |
9.8% |
0.0097 |
| ATR |
0.0059 |
0.0058 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
53,193 |
54,749 |
1,556 |
2.9% |
296,619 |
|
| Daily Pivots for day following 11-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8164 |
0.8142 |
0.8046 |
|
| R3 |
0.8113 |
0.8091 |
0.8032 |
|
| R2 |
0.8063 |
0.8063 |
0.8028 |
|
| R1 |
0.8041 |
0.8041 |
0.8023 |
0.8052 |
| PP |
0.8012 |
0.8012 |
0.8012 |
0.8018 |
| S1 |
0.7990 |
0.7990 |
0.8014 |
0.8001 |
| S2 |
0.7962 |
0.7962 |
0.8009 |
|
| S3 |
0.7911 |
0.7940 |
0.8005 |
|
| S4 |
0.7861 |
0.7889 |
0.7991 |
|
|
| 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 |
0.8034 |
0.7940 |
0.0095 |
1.2% |
0.0049 |
0.6% |
84% |
True |
False |
55,340 |
| 10 |
0.8058 |
0.7940 |
0.0119 |
1.5% |
0.0049 |
0.6% |
67% |
False |
False |
58,213 |
| 20 |
0.8255 |
0.7940 |
0.0316 |
3.9% |
0.0059 |
0.7% |
25% |
False |
False |
69,735 |
| 40 |
0.8293 |
0.7842 |
0.0451 |
5.6% |
0.0065 |
0.8% |
39% |
False |
False |
39,046 |
| 60 |
0.8293 |
0.7836 |
0.0457 |
5.7% |
0.0061 |
0.8% |
40% |
False |
False |
26,171 |
| 80 |
0.8293 |
0.7514 |
0.0780 |
9.7% |
0.0060 |
0.7% |
65% |
False |
False |
19,720 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8249 |
|
2.618 |
0.8166 |
|
1.618 |
0.8116 |
|
1.000 |
0.8085 |
|
0.618 |
0.8065 |
|
HIGH |
0.8034 |
|
0.618 |
0.8015 |
|
0.500 |
0.8009 |
|
0.382 |
0.8003 |
|
LOW |
0.7984 |
|
0.618 |
0.7952 |
|
1.000 |
0.7933 |
|
1.618 |
0.7902 |
|
2.618 |
0.7851 |
|
4.250 |
0.7769 |
|
|
| Fisher Pivots for day following 11-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8015 |
0.8012 |
| PP |
0.8012 |
0.8006 |
| S1 |
0.8009 |
0.8000 |
|