CME Canadian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 23-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2017 |
23-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8011 |
0.7921 |
-0.0090 |
-1.1% |
0.8017 |
| High |
0.8018 |
0.7931 |
-0.0087 |
-1.1% |
0.8035 |
| Low |
0.7920 |
0.7901 |
-0.0019 |
-0.2% |
0.7920 |
| Close |
0.7923 |
0.7913 |
-0.0010 |
-0.1% |
0.7923 |
| Range |
0.0098 |
0.0030 |
-0.0068 |
-69.9% |
0.0115 |
| ATR |
0.0056 |
0.0055 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
110,971 |
65,842 |
-45,129 |
-40.7% |
374,910 |
|
| Daily Pivots for day following 23-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8003 |
0.7988 |
0.7929 |
|
| R3 |
0.7974 |
0.7958 |
0.7921 |
|
| R2 |
0.7944 |
0.7944 |
0.7918 |
|
| R1 |
0.7929 |
0.7929 |
0.7916 |
0.7922 |
| PP |
0.7915 |
0.7915 |
0.7915 |
0.7911 |
| S1 |
0.7899 |
0.7899 |
0.7910 |
0.7892 |
| S2 |
0.7885 |
0.7885 |
0.7908 |
|
| S3 |
0.7856 |
0.7870 |
0.7905 |
|
| S4 |
0.7826 |
0.7840 |
0.7897 |
|
|
| 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 |
0.7901 |
0.0134 |
1.7% |
0.0051 |
0.6% |
9% |
False |
True |
74,680 |
| 10 |
0.8047 |
0.7901 |
0.0146 |
1.8% |
0.0049 |
0.6% |
8% |
False |
True |
67,864 |
| 20 |
0.8115 |
0.7901 |
0.0214 |
2.7% |
0.0052 |
0.7% |
6% |
False |
True |
66,389 |
| 40 |
0.8293 |
0.7901 |
0.0392 |
5.0% |
0.0064 |
0.8% |
3% |
False |
True |
53,229 |
| 60 |
0.8293 |
0.7836 |
0.0457 |
5.8% |
0.0059 |
0.7% |
17% |
False |
False |
35,629 |
| 80 |
0.8293 |
0.7701 |
0.0592 |
7.5% |
0.0059 |
0.7% |
36% |
False |
False |
26,815 |
| 100 |
0.8293 |
0.7411 |
0.0882 |
11.1% |
0.0057 |
0.7% |
57% |
False |
False |
21,519 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8056 |
|
2.618 |
0.8008 |
|
1.618 |
0.7978 |
|
1.000 |
0.7960 |
|
0.618 |
0.7949 |
|
HIGH |
0.7931 |
|
0.618 |
0.7919 |
|
0.500 |
0.7916 |
|
0.382 |
0.7912 |
|
LOW |
0.7901 |
|
0.618 |
0.7883 |
|
1.000 |
0.7871 |
|
1.618 |
0.7853 |
|
2.618 |
0.7824 |
|
4.250 |
0.7776 |
|
|
| Fisher Pivots for day following 23-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7916 |
0.7968 |
| PP |
0.7915 |
0.7950 |
| S1 |
0.7914 |
0.7931 |
|