CME Canadian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 09-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2017 |
09-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7833 |
0.7857 |
0.0025 |
0.3% |
0.7802 |
| High |
0.7867 |
0.7897 |
0.0030 |
0.4% |
0.7867 |
| Low |
0.7830 |
0.7852 |
0.0022 |
0.3% |
0.7746 |
| Close |
0.7861 |
0.7894 |
0.0033 |
0.4% |
0.7839 |
| Range |
0.0037 |
0.0045 |
0.0008 |
21.6% |
0.0122 |
| ATR |
0.0055 |
0.0054 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
53,568 |
64,994 |
11,426 |
21.3% |
368,301 |
|
| Daily Pivots for day following 09-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8016 |
0.8000 |
0.7918 |
|
| R3 |
0.7971 |
0.7955 |
0.7906 |
|
| R2 |
0.7926 |
0.7926 |
0.7902 |
|
| R1 |
0.7910 |
0.7910 |
0.7898 |
0.7918 |
| PP |
0.7881 |
0.7881 |
0.7881 |
0.7885 |
| S1 |
0.7865 |
0.7865 |
0.7889 |
0.7873 |
| S2 |
0.7836 |
0.7836 |
0.7885 |
|
| S3 |
0.7791 |
0.7820 |
0.7881 |
|
| S4 |
0.7746 |
0.7775 |
0.7869 |
|
|
| 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 |
0.7897 |
0.7793 |
0.0104 |
1.3% |
0.0055 |
0.7% |
97% |
True |
False |
63,455 |
| 10 |
0.7897 |
0.7745 |
0.0152 |
1.9% |
0.0051 |
0.6% |
98% |
True |
False |
69,211 |
| 20 |
0.8035 |
0.7745 |
0.0290 |
3.7% |
0.0053 |
0.7% |
51% |
False |
False |
75,053 |
| 40 |
0.8255 |
0.7745 |
0.0510 |
6.5% |
0.0056 |
0.7% |
29% |
False |
False |
71,574 |
| 60 |
0.8293 |
0.7745 |
0.0548 |
6.9% |
0.0060 |
0.8% |
27% |
False |
False |
52,113 |
| 80 |
0.8293 |
0.7745 |
0.0548 |
6.9% |
0.0059 |
0.7% |
27% |
False |
False |
39,195 |
| 100 |
0.8293 |
0.7514 |
0.0780 |
9.9% |
0.0058 |
0.7% |
49% |
False |
False |
31,426 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8088 |
|
2.618 |
0.8014 |
|
1.618 |
0.7969 |
|
1.000 |
0.7942 |
|
0.618 |
0.7924 |
|
HIGH |
0.7897 |
|
0.618 |
0.7879 |
|
0.500 |
0.7874 |
|
0.382 |
0.7869 |
|
LOW |
0.7852 |
|
0.618 |
0.7824 |
|
1.000 |
0.7807 |
|
1.618 |
0.7779 |
|
2.618 |
0.7734 |
|
4.250 |
0.7660 |
|
|
| Fisher Pivots for day following 09-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7887 |
0.7879 |
| PP |
0.7881 |
0.7864 |
| S1 |
0.7874 |
0.7850 |
|