CME Canadian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 10-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2017 |
10-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7857 |
0.7886 |
0.0029 |
0.4% |
0.7838 |
| High |
0.7897 |
0.7898 |
0.0001 |
0.0% |
0.7898 |
| Low |
0.7852 |
0.7879 |
0.0028 |
0.4% |
0.7803 |
| Close |
0.7894 |
0.7889 |
-0.0004 |
-0.1% |
0.7889 |
| Range |
0.0045 |
0.0018 |
-0.0027 |
-58.9% |
0.0095 |
| ATR |
0.0054 |
0.0052 |
-0.0003 |
-4.7% |
0.0000 |
| Volume |
64,994 |
54,653 |
-10,341 |
-15.9% |
283,971 |
|
| Daily Pivots for day following 10-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7944 |
0.7935 |
0.7899 |
|
| R3 |
0.7925 |
0.7916 |
0.7894 |
|
| R2 |
0.7907 |
0.7907 |
0.7892 |
|
| R1 |
0.7898 |
0.7898 |
0.7891 |
0.7903 |
| PP |
0.7889 |
0.7889 |
0.7889 |
0.7891 |
| S1 |
0.7880 |
0.7880 |
0.7887 |
0.7884 |
| S2 |
0.7870 |
0.7870 |
0.7886 |
|
| S3 |
0.7852 |
0.7861 |
0.7884 |
|
| S4 |
0.7833 |
0.7843 |
0.7879 |
|
|
| Weekly Pivots for week ending 10-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8148 |
0.8114 |
0.7941 |
|
| R3 |
0.8053 |
0.8019 |
0.7915 |
|
| R2 |
0.7958 |
0.7958 |
0.7906 |
|
| R1 |
0.7924 |
0.7924 |
0.7898 |
0.7941 |
| PP |
0.7863 |
0.7863 |
0.7863 |
0.7872 |
| S1 |
0.7829 |
0.7829 |
0.7880 |
0.7846 |
| S2 |
0.7768 |
0.7768 |
0.7872 |
|
| S3 |
0.7673 |
0.7734 |
0.7863 |
|
| S4 |
0.7578 |
0.7639 |
0.7837 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7898 |
0.7803 |
0.0095 |
1.2% |
0.0044 |
0.6% |
91% |
True |
False |
56,794 |
| 10 |
0.7898 |
0.7746 |
0.0152 |
1.9% |
0.0046 |
0.6% |
94% |
True |
False |
65,227 |
| 20 |
0.8035 |
0.7745 |
0.0290 |
3.7% |
0.0052 |
0.7% |
50% |
False |
False |
74,507 |
| 40 |
0.8219 |
0.7745 |
0.0474 |
6.0% |
0.0054 |
0.7% |
30% |
False |
False |
70,122 |
| 60 |
0.8293 |
0.7745 |
0.0548 |
6.9% |
0.0059 |
0.8% |
26% |
False |
False |
53,018 |
| 80 |
0.8293 |
0.7745 |
0.0548 |
6.9% |
0.0059 |
0.7% |
26% |
False |
False |
39,874 |
| 100 |
0.8293 |
0.7521 |
0.0772 |
9.8% |
0.0058 |
0.7% |
48% |
False |
False |
31,967 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7976 |
|
2.618 |
0.7946 |
|
1.618 |
0.7927 |
|
1.000 |
0.7916 |
|
0.618 |
0.7909 |
|
HIGH |
0.7898 |
|
0.618 |
0.7890 |
|
0.500 |
0.7888 |
|
0.382 |
0.7886 |
|
LOW |
0.7879 |
|
0.618 |
0.7868 |
|
1.000 |
0.7861 |
|
1.618 |
0.7849 |
|
2.618 |
0.7831 |
|
4.250 |
0.7800 |
|
|
| Fisher Pivots for day following 10-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7889 |
0.7881 |
| PP |
0.7889 |
0.7872 |
| S1 |
0.7888 |
0.7864 |
|