CME Canadian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 17-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2017 |
17-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8017 |
0.7992 |
-0.0025 |
-0.3% |
0.7982 |
| High |
0.8023 |
0.7995 |
-0.0028 |
-0.3% |
0.8047 |
| Low |
0.7966 |
0.7945 |
-0.0020 |
-0.3% |
0.7966 |
| Close |
0.7989 |
0.7977 |
-0.0013 |
-0.2% |
0.8017 |
| Range |
0.0057 |
0.0049 |
-0.0008 |
-13.2% |
0.0081 |
| ATR |
0.0056 |
0.0055 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
67,351 |
65,961 |
-1,390 |
-2.1% |
264,041 |
|
| Daily Pivots for day following 17-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8120 |
0.8098 |
0.8004 |
|
| R3 |
0.8071 |
0.8048 |
0.7990 |
|
| R2 |
0.8021 |
0.8021 |
0.7986 |
|
| R1 |
0.7999 |
0.7999 |
0.7981 |
0.7986 |
| PP |
0.7972 |
0.7972 |
0.7972 |
0.7965 |
| S1 |
0.7950 |
0.7950 |
0.7972 |
0.7936 |
| S2 |
0.7923 |
0.7923 |
0.7967 |
|
| S3 |
0.7873 |
0.7900 |
0.7963 |
|
| S4 |
0.7824 |
0.7851 |
0.7949 |
|
|
| Weekly Pivots for week ending 13-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8251 |
0.8214 |
0.8061 |
|
| R3 |
0.8171 |
0.8134 |
0.8039 |
|
| R2 |
0.8090 |
0.8090 |
0.8031 |
|
| R1 |
0.8053 |
0.8053 |
0.8024 |
0.8072 |
| PP |
0.8010 |
0.8010 |
0.8010 |
0.8019 |
| S1 |
0.7973 |
0.7973 |
0.8009 |
0.7991 |
| S2 |
0.7929 |
0.7929 |
0.8002 |
|
| S3 |
0.7849 |
0.7892 |
0.7994 |
|
| S4 |
0.7768 |
0.7812 |
0.7972 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8047 |
0.7945 |
0.0102 |
1.3% |
0.0048 |
0.6% |
31% |
False |
True |
63,602 |
| 10 |
0.8047 |
0.7940 |
0.0107 |
1.3% |
0.0046 |
0.6% |
35% |
False |
False |
59,019 |
| 20 |
0.8202 |
0.7940 |
0.0263 |
3.3% |
0.0055 |
0.7% |
14% |
False |
False |
64,949 |
| 40 |
0.8293 |
0.7906 |
0.0387 |
4.9% |
0.0063 |
0.8% |
18% |
False |
False |
45,581 |
| 60 |
0.8293 |
0.7836 |
0.0457 |
5.7% |
0.0061 |
0.8% |
31% |
False |
False |
30,543 |
| 80 |
0.8293 |
0.7558 |
0.0735 |
9.2% |
0.0059 |
0.7% |
57% |
False |
False |
22,990 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8205 |
|
2.618 |
0.8124 |
|
1.618 |
0.8075 |
|
1.000 |
0.8044 |
|
0.618 |
0.8025 |
|
HIGH |
0.7995 |
|
0.618 |
0.7976 |
|
0.500 |
0.7970 |
|
0.382 |
0.7964 |
|
LOW |
0.7945 |
|
0.618 |
0.7914 |
|
1.000 |
0.7896 |
|
1.618 |
0.7865 |
|
2.618 |
0.7815 |
|
4.250 |
0.7735 |
|
|
| Fisher Pivots for day following 17-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7974 |
0.7990 |
| PP |
0.7972 |
0.7985 |
| S1 |
0.7970 |
0.7981 |
|