CME Canadian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 18-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2017 |
18-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7992 |
0.7989 |
-0.0003 |
0.0% |
0.7982 |
| High |
0.7995 |
0.8030 |
0.0036 |
0.4% |
0.8047 |
| Low |
0.7945 |
0.7982 |
0.0037 |
0.5% |
0.7966 |
| Close |
0.7977 |
0.8027 |
0.0050 |
0.6% |
0.8017 |
| Range |
0.0049 |
0.0048 |
-0.0001 |
-2.0% |
0.0081 |
| ATR |
0.0055 |
0.0055 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
65,961 |
71,840 |
5,879 |
8.9% |
264,041 |
|
| Daily Pivots for day following 18-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8158 |
0.8141 |
0.8053 |
|
| R3 |
0.8110 |
0.8092 |
0.8040 |
|
| R2 |
0.8061 |
0.8061 |
0.8035 |
|
| R1 |
0.8044 |
0.8044 |
0.8031 |
0.8052 |
| PP |
0.8013 |
0.8013 |
0.8013 |
0.8017 |
| S1 |
0.7995 |
0.7995 |
0.8022 |
0.8004 |
| S2 |
0.7964 |
0.7964 |
0.8018 |
|
| S3 |
0.7916 |
0.7947 |
0.8013 |
|
| S4 |
0.7867 |
0.7898 |
0.8000 |
|
|
| 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% |
0.0047 |
0.6% |
80% |
False |
False |
67,020 |
| 10 |
0.8047 |
0.7940 |
0.0107 |
1.3% |
0.0048 |
0.6% |
81% |
False |
False |
61,180 |
| 20 |
0.8165 |
0.7940 |
0.0225 |
2.8% |
0.0051 |
0.6% |
39% |
False |
False |
63,669 |
| 40 |
0.8293 |
0.7906 |
0.0387 |
4.8% |
0.0063 |
0.8% |
31% |
False |
False |
47,365 |
| 60 |
0.8293 |
0.7836 |
0.0457 |
5.7% |
0.0061 |
0.8% |
42% |
False |
False |
31,735 |
| 80 |
0.8293 |
0.7564 |
0.0730 |
9.1% |
0.0060 |
0.7% |
63% |
False |
False |
23,886 |
| 100 |
0.8293 |
0.7411 |
0.0882 |
11.0% |
0.0056 |
0.7% |
70% |
False |
False |
19,165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8236 |
|
2.618 |
0.8157 |
|
1.618 |
0.8108 |
|
1.000 |
0.8078 |
|
0.618 |
0.8060 |
|
HIGH |
0.8030 |
|
0.618 |
0.8011 |
|
0.500 |
0.8006 |
|
0.382 |
0.8000 |
|
LOW |
0.7982 |
|
0.618 |
0.7952 |
|
1.000 |
0.7933 |
|
1.618 |
0.7903 |
|
2.618 |
0.7855 |
|
4.250 |
0.7775 |
|
|
| Fisher Pivots for day following 18-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8020 |
0.8014 |
| PP |
0.8013 |
0.8001 |
| S1 |
0.8006 |
0.7988 |
|