CME Canadian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 03-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2017 |
03-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7776 |
0.7807 |
0.0031 |
0.4% |
0.7802 |
| High |
0.7816 |
0.7867 |
0.0052 |
0.7% |
0.7867 |
| Low |
0.7769 |
0.7793 |
0.0024 |
0.3% |
0.7746 |
| Close |
0.7809 |
0.7839 |
0.0029 |
0.4% |
0.7839 |
| Range |
0.0046 |
0.0074 |
0.0028 |
59.1% |
0.0122 |
| ATR |
0.0054 |
0.0055 |
0.0001 |
2.7% |
0.0000 |
| Volume |
70,117 |
87,957 |
17,840 |
25.4% |
368,301 |
|
| Daily Pivots for day following 03-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8055 |
0.8021 |
0.7879 |
|
| R3 |
0.7981 |
0.7947 |
0.7859 |
|
| R2 |
0.7907 |
0.7907 |
0.7852 |
|
| R1 |
0.7873 |
0.7873 |
0.7845 |
0.7890 |
| PP |
0.7833 |
0.7833 |
0.7833 |
0.7841 |
| S1 |
0.7799 |
0.7799 |
0.7832 |
0.7816 |
| S2 |
0.7759 |
0.7759 |
0.7825 |
|
| S3 |
0.7685 |
0.7725 |
0.7818 |
|
| S4 |
0.7611 |
0.7651 |
0.7798 |
|
|
| Weekly Pivots for week ending 03-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8182 |
0.8132 |
0.7905 |
|
| R3 |
0.8060 |
0.8010 |
0.7872 |
|
| R2 |
0.7939 |
0.7939 |
0.7861 |
|
| R1 |
0.7889 |
0.7889 |
0.7850 |
0.7914 |
| PP |
0.7817 |
0.7817 |
0.7817 |
0.7830 |
| S1 |
0.7767 |
0.7767 |
0.7827 |
0.7792 |
| S2 |
0.7695 |
0.7695 |
0.7816 |
|
| S3 |
0.7574 |
0.7645 |
0.7805 |
|
| S4 |
0.7452 |
0.7524 |
0.7772 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7867 |
0.7746 |
0.0122 |
1.6% |
0.0048 |
0.6% |
77% |
True |
False |
73,660 |
| 10 |
0.7931 |
0.7745 |
0.0186 |
2.4% |
0.0054 |
0.7% |
50% |
False |
False |
83,127 |
| 20 |
0.8047 |
0.7745 |
0.0302 |
3.8% |
0.0051 |
0.7% |
31% |
False |
False |
73,511 |
| 40 |
0.8279 |
0.7745 |
0.0534 |
6.8% |
0.0057 |
0.7% |
18% |
False |
False |
71,051 |
| 60 |
0.8293 |
0.7745 |
0.0548 |
7.0% |
0.0061 |
0.8% |
17% |
False |
False |
48,323 |
| 80 |
0.8293 |
0.7745 |
0.0548 |
7.0% |
0.0059 |
0.8% |
17% |
False |
False |
36,337 |
| 100 |
0.8293 |
0.7514 |
0.0780 |
9.9% |
0.0058 |
0.7% |
42% |
False |
False |
29,148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8182 |
|
2.618 |
0.8061 |
|
1.618 |
0.7987 |
|
1.000 |
0.7941 |
|
0.618 |
0.7913 |
|
HIGH |
0.7867 |
|
0.618 |
0.7839 |
|
0.500 |
0.7830 |
|
0.382 |
0.7821 |
|
LOW |
0.7793 |
|
0.618 |
0.7747 |
|
1.000 |
0.7719 |
|
1.618 |
0.7673 |
|
2.618 |
0.7599 |
|
4.250 |
0.7478 |
|
|
| Fisher Pivots for day following 03-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7836 |
0.7828 |
| PP |
0.7833 |
0.7818 |
| S1 |
0.7830 |
0.7808 |
|