CME Canadian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 08-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2017 |
08-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7872 |
0.7833 |
-0.0039 |
-0.5% |
0.7802 |
| High |
0.7872 |
0.7867 |
-0.0005 |
-0.1% |
0.7867 |
| Low |
0.7803 |
0.7830 |
0.0028 |
0.4% |
0.7746 |
| Close |
0.7825 |
0.7861 |
0.0036 |
0.5% |
0.7839 |
| Range |
0.0069 |
0.0037 |
-0.0032 |
-46.4% |
0.0122 |
| ATR |
0.0056 |
0.0055 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
61,254 |
53,568 |
-7,686 |
-12.5% |
368,301 |
|
| Daily Pivots for day following 08-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7964 |
0.7949 |
0.7881 |
|
| R3 |
0.7927 |
0.7912 |
0.7871 |
|
| R2 |
0.7890 |
0.7890 |
0.7867 |
|
| R1 |
0.7875 |
0.7875 |
0.7864 |
0.7882 |
| PP |
0.7853 |
0.7853 |
0.7853 |
0.7856 |
| S1 |
0.7838 |
0.7838 |
0.7857 |
0.7845 |
| S2 |
0.7816 |
0.7816 |
0.7854 |
|
| S3 |
0.7779 |
0.7801 |
0.7850 |
|
| S4 |
0.7742 |
0.7764 |
0.7840 |
|
|
| 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 |
0.7875 |
0.7769 |
0.0106 |
1.3% |
0.0055 |
0.7% |
86% |
False |
False |
64,479 |
| 10 |
0.7875 |
0.7745 |
0.0130 |
1.7% |
0.0051 |
0.6% |
89% |
False |
False |
71,845 |
| 20 |
0.8047 |
0.7745 |
0.0302 |
3.8% |
0.0053 |
0.7% |
38% |
False |
False |
75,022 |
| 40 |
0.8255 |
0.7745 |
0.0510 |
6.5% |
0.0056 |
0.7% |
23% |
False |
False |
72,379 |
| 60 |
0.8293 |
0.7745 |
0.0548 |
7.0% |
0.0061 |
0.8% |
21% |
False |
False |
51,038 |
| 80 |
0.8293 |
0.7745 |
0.0548 |
7.0% |
0.0059 |
0.8% |
21% |
False |
False |
38,384 |
| 100 |
0.8293 |
0.7514 |
0.0780 |
9.9% |
0.0058 |
0.7% |
45% |
False |
False |
30,781 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8024 |
|
2.618 |
0.7964 |
|
1.618 |
0.7927 |
|
1.000 |
0.7904 |
|
0.618 |
0.7890 |
|
HIGH |
0.7867 |
|
0.618 |
0.7853 |
|
0.500 |
0.7849 |
|
0.382 |
0.7844 |
|
LOW |
0.7830 |
|
0.618 |
0.7807 |
|
1.000 |
0.7793 |
|
1.618 |
0.7770 |
|
2.618 |
0.7733 |
|
4.250 |
0.7673 |
|
|
| Fisher Pivots for day following 08-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7857 |
0.7853 |
| PP |
0.7853 |
0.7846 |
| S1 |
0.7849 |
0.7839 |
|