CME Canadian Dollar Future December 2017
Trading Metrics calculated at close of trading on 30-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2017 |
30-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
0.7786 |
0.7802 |
0.0016 |
0.2% |
0.7921 |
High |
0.7811 |
0.7808 |
-0.0003 |
0.0% |
0.7931 |
Low |
0.7745 |
0.7778 |
0.0033 |
0.4% |
0.7745 |
Close |
0.7786 |
0.7794 |
0.0009 |
0.1% |
0.7786 |
Range |
0.0066 |
0.0030 |
-0.0036 |
-54.5% |
0.0186 |
ATR |
0.0058 |
0.0056 |
-0.0002 |
-3.4% |
0.0000 |
Volume |
94,499 |
61,216 |
-33,283 |
-35.2% |
462,973 |
|
Daily Pivots for day following 30-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7883 |
0.7869 |
0.7811 |
|
R3 |
0.7853 |
0.7839 |
0.7802 |
|
R2 |
0.7823 |
0.7823 |
0.7800 |
|
R1 |
0.7809 |
0.7809 |
0.7797 |
0.7801 |
PP |
0.7793 |
0.7793 |
0.7793 |
0.7790 |
S1 |
0.7779 |
0.7779 |
0.7791 |
0.7771 |
S2 |
0.7763 |
0.7763 |
0.7789 |
|
S3 |
0.7733 |
0.7749 |
0.7786 |
|
S4 |
0.7703 |
0.7719 |
0.7778 |
|
|
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 |
0.7926 |
0.7745 |
0.0181 |
2.3% |
0.0060 |
0.8% |
27% |
False |
False |
91,669 |
10 |
0.8035 |
0.7745 |
0.0290 |
3.7% |
0.0055 |
0.7% |
17% |
False |
False |
83,174 |
20 |
0.8047 |
0.7745 |
0.0302 |
3.9% |
0.0050 |
0.6% |
16% |
False |
False |
70,140 |
40 |
0.8293 |
0.7745 |
0.0548 |
7.0% |
0.0061 |
0.8% |
9% |
False |
False |
64,467 |
60 |
0.8293 |
0.7745 |
0.0548 |
7.0% |
0.0060 |
0.8% |
9% |
False |
False |
43,231 |
80 |
0.8293 |
0.7742 |
0.0551 |
7.1% |
0.0060 |
0.8% |
9% |
False |
False |
32,520 |
100 |
0.8293 |
0.7422 |
0.0871 |
11.2% |
0.0058 |
0.7% |
43% |
False |
False |
26,093 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7936 |
2.618 |
0.7887 |
1.618 |
0.7857 |
1.000 |
0.7838 |
0.618 |
0.7827 |
HIGH |
0.7808 |
0.618 |
0.7797 |
0.500 |
0.7793 |
0.382 |
0.7789 |
LOW |
0.7778 |
0.618 |
0.7759 |
1.000 |
0.7748 |
1.618 |
0.7729 |
2.618 |
0.7699 |
4.250 |
0.7651 |
|
|
Fisher Pivots for day following 30-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7794 |
0.7791 |
PP |
0.7793 |
0.7789 |
S1 |
0.7793 |
0.7786 |
|