CME Canadian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 27-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2017 |
27-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7822 |
0.7786 |
-0.0036 |
-0.5% |
0.7921 |
| High |
0.7828 |
0.7811 |
-0.0017 |
-0.2% |
0.7931 |
| Low |
0.7780 |
0.7745 |
-0.0035 |
-0.4% |
0.7745 |
| Close |
0.7785 |
0.7786 |
0.0001 |
0.0% |
0.7786 |
| Range |
0.0047 |
0.0066 |
0.0019 |
39.0% |
0.0186 |
| ATR |
0.0057 |
0.0058 |
0.0001 |
1.1% |
0.0000 |
| Volume |
91,335 |
94,499 |
3,164 |
3.5% |
462,973 |
|
| Daily Pivots for day following 27-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7979 |
0.7948 |
0.7822 |
|
| R3 |
0.7913 |
0.7882 |
0.7804 |
|
| R2 |
0.7847 |
0.7847 |
0.7798 |
|
| R1 |
0.7816 |
0.7816 |
0.7792 |
0.7798 |
| PP |
0.7781 |
0.7781 |
0.7781 |
0.7772 |
| S1 |
0.7750 |
0.7750 |
0.7779 |
0.7732 |
| S2 |
0.7715 |
0.7715 |
0.7773 |
|
| S3 |
0.7649 |
0.7684 |
0.7767 |
|
| S4 |
0.7583 |
0.7618 |
0.7749 |
|
|
| Weekly Pivots for week ending 27-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8377 |
0.8267 |
0.7888 |
|
| R3 |
0.8191 |
0.8081 |
0.7837 |
|
| R2 |
0.8006 |
0.8006 |
0.7820 |
|
| R1 |
0.7896 |
0.7896 |
0.7803 |
0.7858 |
| PP |
0.7820 |
0.7820 |
0.7820 |
0.7802 |
| S1 |
0.7710 |
0.7710 |
0.7768 |
0.7672 |
| S2 |
0.7635 |
0.7635 |
0.7751 |
|
| S3 |
0.7449 |
0.7525 |
0.7734 |
|
| S4 |
0.7264 |
0.7339 |
0.7683 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7931 |
0.7745 |
0.0186 |
2.4% |
0.0060 |
0.8% |
22% |
False |
True |
92,594 |
| 10 |
0.8035 |
0.7745 |
0.0290 |
3.7% |
0.0058 |
0.7% |
14% |
False |
True |
83,788 |
| 20 |
0.8047 |
0.7745 |
0.0302 |
3.9% |
0.0051 |
0.7% |
13% |
False |
True |
69,927 |
| 40 |
0.8293 |
0.7745 |
0.0548 |
7.0% |
0.0063 |
0.8% |
7% |
False |
True |
63,021 |
| 60 |
0.8293 |
0.7745 |
0.0548 |
7.0% |
0.0060 |
0.8% |
7% |
False |
True |
42,219 |
| 80 |
0.8293 |
0.7712 |
0.0581 |
7.5% |
0.0061 |
0.8% |
13% |
False |
False |
31,759 |
| 100 |
0.8293 |
0.7422 |
0.0871 |
11.2% |
0.0058 |
0.7% |
42% |
False |
False |
25,482 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8092 |
|
2.618 |
0.7984 |
|
1.618 |
0.7918 |
|
1.000 |
0.7877 |
|
0.618 |
0.7852 |
|
HIGH |
0.7811 |
|
0.618 |
0.7786 |
|
0.500 |
0.7778 |
|
0.382 |
0.7770 |
|
LOW |
0.7745 |
|
0.618 |
0.7704 |
|
1.000 |
0.7679 |
|
1.618 |
0.7638 |
|
2.618 |
0.7572 |
|
4.250 |
0.7465 |
|
|
| Fisher Pivots for day following 27-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7783 |
0.7832 |
| PP |
0.7781 |
0.7816 |
| S1 |
0.7778 |
0.7801 |
|