CME Canadian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 24-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2017 |
24-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7921 |
0.7912 |
-0.0010 |
-0.1% |
0.8017 |
| High |
0.7931 |
0.7926 |
-0.0005 |
-0.1% |
0.8035 |
| Low |
0.7901 |
0.7881 |
-0.0020 |
-0.3% |
0.7920 |
| Close |
0.7913 |
0.7893 |
-0.0020 |
-0.3% |
0.7923 |
| Range |
0.0030 |
0.0045 |
0.0015 |
50.8% |
0.0115 |
| ATR |
0.0055 |
0.0054 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
65,842 |
73,671 |
7,829 |
11.9% |
374,910 |
|
| Daily Pivots for day following 24-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8033 |
0.8008 |
0.7917 |
|
| R3 |
0.7989 |
0.7963 |
0.7905 |
|
| R2 |
0.7944 |
0.7944 |
0.7901 |
|
| R1 |
0.7919 |
0.7919 |
0.7897 |
0.7909 |
| PP |
0.7900 |
0.7900 |
0.7900 |
0.7895 |
| S1 |
0.7874 |
0.7874 |
0.7889 |
0.7865 |
| S2 |
0.7855 |
0.7855 |
0.7885 |
|
| S3 |
0.7811 |
0.7830 |
0.7881 |
|
| S4 |
0.7766 |
0.7785 |
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 |
0.7881 |
0.0154 |
2.0% |
0.0050 |
0.6% |
8% |
False |
True |
76,222 |
| 10 |
0.8047 |
0.7881 |
0.0166 |
2.1% |
0.0049 |
0.6% |
7% |
False |
True |
69,912 |
| 20 |
0.8111 |
0.7881 |
0.0230 |
2.9% |
0.0051 |
0.6% |
5% |
False |
True |
66,658 |
| 40 |
0.8293 |
0.7881 |
0.0412 |
5.2% |
0.0064 |
0.8% |
3% |
False |
True |
55,057 |
| 60 |
0.8293 |
0.7836 |
0.0457 |
5.8% |
0.0059 |
0.7% |
12% |
False |
False |
36,853 |
| 80 |
0.8293 |
0.7701 |
0.0592 |
7.5% |
0.0059 |
0.8% |
32% |
False |
False |
27,732 |
| 100 |
0.8293 |
0.7422 |
0.0871 |
11.0% |
0.0057 |
0.7% |
54% |
False |
False |
22,254 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8115 |
|
2.618 |
0.8042 |
|
1.618 |
0.7998 |
|
1.000 |
0.7970 |
|
0.618 |
0.7953 |
|
HIGH |
0.7926 |
|
0.618 |
0.7909 |
|
0.500 |
0.7903 |
|
0.382 |
0.7898 |
|
LOW |
0.7881 |
|
0.618 |
0.7853 |
|
1.000 |
0.7837 |
|
1.618 |
0.7809 |
|
2.618 |
0.7764 |
|
4.250 |
0.7692 |
|
|
| Fisher Pivots for day following 24-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7903 |
0.7950 |
| PP |
0.7900 |
0.7931 |
| S1 |
0.7896 |
0.7912 |
|