CME Canadian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 02-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2017 |
02-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7761 |
0.7776 |
0.0015 |
0.2% |
0.7921 |
| High |
0.7782 |
0.7816 |
0.0034 |
0.4% |
0.7931 |
| Low |
0.7749 |
0.7769 |
0.0021 |
0.3% |
0.7745 |
| Close |
0.7767 |
0.7809 |
0.0043 |
0.5% |
0.7786 |
| Range |
0.0034 |
0.0046 |
0.0013 |
38.8% |
0.0186 |
| ATR |
0.0054 |
0.0054 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
67,054 |
70,117 |
3,063 |
4.6% |
462,973 |
|
| Daily Pivots for day following 02-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7937 |
0.7920 |
0.7835 |
|
| R3 |
0.7891 |
0.7873 |
0.7822 |
|
| R2 |
0.7844 |
0.7844 |
0.7818 |
|
| R1 |
0.7827 |
0.7827 |
0.7813 |
0.7836 |
| PP |
0.7798 |
0.7798 |
0.7798 |
0.7802 |
| S1 |
0.7780 |
0.7780 |
0.7805 |
0.7789 |
| S2 |
0.7751 |
0.7751 |
0.7800 |
|
| S3 |
0.7705 |
0.7734 |
0.7796 |
|
| S4 |
0.7658 |
0.7687 |
0.7783 |
|
|
| 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 |
0.7816 |
0.7745 |
0.0071 |
0.9% |
0.0046 |
0.6% |
91% |
True |
False |
74,968 |
| 10 |
0.8018 |
0.7745 |
0.0273 |
3.5% |
0.0056 |
0.7% |
23% |
False |
False |
85,428 |
| 20 |
0.8047 |
0.7745 |
0.0302 |
3.9% |
0.0050 |
0.6% |
21% |
False |
False |
72,628 |
| 40 |
0.8293 |
0.7745 |
0.0548 |
7.0% |
0.0057 |
0.7% |
12% |
False |
False |
69,252 |
| 60 |
0.8293 |
0.7745 |
0.0548 |
7.0% |
0.0060 |
0.8% |
12% |
False |
False |
46,865 |
| 80 |
0.8293 |
0.7745 |
0.0548 |
7.0% |
0.0059 |
0.8% |
12% |
False |
False |
35,239 |
| 100 |
0.8293 |
0.7514 |
0.0780 |
10.0% |
0.0058 |
0.7% |
38% |
False |
False |
28,271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8013 |
|
2.618 |
0.7937 |
|
1.618 |
0.7891 |
|
1.000 |
0.7862 |
|
0.618 |
0.7844 |
|
HIGH |
0.7816 |
|
0.618 |
0.7798 |
|
0.500 |
0.7792 |
|
0.382 |
0.7787 |
|
LOW |
0.7769 |
|
0.618 |
0.7740 |
|
1.000 |
0.7723 |
|
1.618 |
0.7694 |
|
2.618 |
0.7647 |
|
4.250 |
0.7571 |
|
|
| Fisher Pivots for day following 02-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7803 |
0.7800 |
| PP |
0.7798 |
0.7790 |
| S1 |
0.7792 |
0.7781 |
|