CME Canadian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 20-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2017 |
20-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8027 |
0.8011 |
-0.0016 |
-0.2% |
0.8017 |
| High |
0.8035 |
0.8018 |
-0.0017 |
-0.2% |
0.8035 |
| Low |
0.8007 |
0.7920 |
-0.0087 |
-1.1% |
0.7920 |
| Close |
0.8011 |
0.7923 |
-0.0089 |
-1.1% |
0.7923 |
| Range |
0.0029 |
0.0098 |
0.0069 |
243.9% |
0.0115 |
| ATR |
0.0053 |
0.0056 |
0.0003 |
6.0% |
0.0000 |
| Volume |
58,787 |
110,971 |
52,184 |
88.8% |
374,910 |
|
| Daily Pivots for day following 20-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8247 |
0.8183 |
0.7976 |
|
| R3 |
0.8149 |
0.8085 |
0.7949 |
|
| R2 |
0.8051 |
0.8051 |
0.7940 |
|
| R1 |
0.7987 |
0.7987 |
0.7931 |
0.7970 |
| PP |
0.7954 |
0.7954 |
0.7954 |
0.7945 |
| S1 |
0.7889 |
0.7889 |
0.7914 |
0.7872 |
| S2 |
0.7856 |
0.7856 |
0.7905 |
|
| S3 |
0.7758 |
0.7791 |
0.7896 |
|
| S4 |
0.7660 |
0.7693 |
0.7869 |
|
|
| Weekly Pivots for week ending 20-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8304 |
0.8228 |
0.7986 |
|
| R3 |
0.8189 |
0.8113 |
0.7954 |
|
| R2 |
0.8074 |
0.8074 |
0.7944 |
|
| R1 |
0.7998 |
0.7998 |
0.7933 |
0.7979 |
| PP |
0.7959 |
0.7959 |
0.7959 |
0.7949 |
| S1 |
0.7883 |
0.7883 |
0.7912 |
0.7864 |
| S2 |
0.7844 |
0.7844 |
0.7901 |
|
| S3 |
0.7729 |
0.7768 |
0.7891 |
|
| S4 |
0.7614 |
0.7653 |
0.7859 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8035 |
0.7920 |
0.0115 |
1.5% |
0.0056 |
0.7% |
2% |
False |
True |
74,982 |
| 10 |
0.8047 |
0.7920 |
0.0127 |
1.6% |
0.0048 |
0.6% |
2% |
False |
True |
63,895 |
| 20 |
0.8125 |
0.7920 |
0.0205 |
2.6% |
0.0053 |
0.7% |
1% |
False |
True |
65,502 |
| 40 |
0.8293 |
0.7906 |
0.0387 |
4.9% |
0.0065 |
0.8% |
4% |
False |
False |
51,596 |
| 60 |
0.8293 |
0.7836 |
0.0457 |
5.8% |
0.0060 |
0.8% |
19% |
False |
False |
34,541 |
| 80 |
0.8293 |
0.7687 |
0.0606 |
7.7% |
0.0059 |
0.7% |
39% |
False |
False |
25,993 |
| 100 |
0.8293 |
0.7411 |
0.0882 |
11.1% |
0.0057 |
0.7% |
58% |
False |
False |
20,861 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8434 |
|
2.618 |
0.8275 |
|
1.618 |
0.8177 |
|
1.000 |
0.8116 |
|
0.618 |
0.8079 |
|
HIGH |
0.8018 |
|
0.618 |
0.7981 |
|
0.500 |
0.7969 |
|
0.382 |
0.7957 |
|
LOW |
0.7920 |
|
0.618 |
0.7859 |
|
1.000 |
0.7822 |
|
1.618 |
0.7761 |
|
2.618 |
0.7663 |
|
4.250 |
0.7504 |
|
|
| Fisher Pivots for day following 20-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7969 |
0.7978 |
| PP |
0.7954 |
0.7959 |
| S1 |
0.7938 |
0.7941 |
|