CME Canadian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 19-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2017 |
19-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7989 |
0.8027 |
0.0038 |
0.5% |
0.7982 |
| High |
0.8030 |
0.8035 |
0.0005 |
0.1% |
0.8047 |
| Low |
0.7982 |
0.8007 |
0.0025 |
0.3% |
0.7966 |
| Close |
0.8027 |
0.8011 |
-0.0016 |
-0.2% |
0.8017 |
| Range |
0.0048 |
0.0029 |
-0.0020 |
-41.2% |
0.0081 |
| ATR |
0.0055 |
0.0053 |
-0.0002 |
-3.5% |
0.0000 |
| Volume |
71,840 |
58,787 |
-13,053 |
-18.2% |
264,041 |
|
| Daily Pivots for day following 19-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8103 |
0.8086 |
0.8027 |
|
| R3 |
0.8075 |
0.8057 |
0.8019 |
|
| R2 |
0.8046 |
0.8046 |
0.8016 |
|
| R1 |
0.8029 |
0.8029 |
0.8014 |
0.8023 |
| PP |
0.8018 |
0.8018 |
0.8018 |
0.8015 |
| S1 |
0.8000 |
0.8000 |
0.8008 |
0.7995 |
| S2 |
0.7989 |
0.7989 |
0.8006 |
|
| S3 |
0.7961 |
0.7972 |
0.8003 |
|
| S4 |
0.7932 |
0.7943 |
0.7995 |
|
|
| 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 |
0.8035 |
0.7945 |
0.0090 |
1.1% |
0.0046 |
0.6% |
73% |
True |
False |
65,900 |
| 10 |
0.8047 |
0.7940 |
0.0107 |
1.3% |
0.0043 |
0.5% |
67% |
False |
False |
59,828 |
| 20 |
0.8165 |
0.7940 |
0.0225 |
2.8% |
0.0051 |
0.6% |
32% |
False |
False |
63,908 |
| 40 |
0.8293 |
0.7906 |
0.0387 |
4.8% |
0.0063 |
0.8% |
27% |
False |
False |
48,826 |
| 60 |
0.8293 |
0.7836 |
0.0457 |
5.7% |
0.0060 |
0.8% |
38% |
False |
False |
32,705 |
| 80 |
0.8293 |
0.7599 |
0.0695 |
8.7% |
0.0059 |
0.7% |
59% |
False |
False |
24,613 |
| 100 |
0.8293 |
0.7411 |
0.0882 |
11.0% |
0.0056 |
0.7% |
68% |
False |
False |
19,752 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8156 |
|
2.618 |
0.8110 |
|
1.618 |
0.8081 |
|
1.000 |
0.8064 |
|
0.618 |
0.8053 |
|
HIGH |
0.8035 |
|
0.618 |
0.8024 |
|
0.500 |
0.8021 |
|
0.382 |
0.8017 |
|
LOW |
0.8007 |
|
0.618 |
0.7989 |
|
1.000 |
0.7978 |
|
1.618 |
0.7960 |
|
2.618 |
0.7932 |
|
4.250 |
0.7885 |
|
|
| Fisher Pivots for day following 19-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8021 |
0.8004 |
| PP |
0.8018 |
0.7997 |
| S1 |
0.8014 |
0.7990 |
|