CME Canadian Dollar Future December 2017
Trading Metrics calculated at close of trading on 14-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2017 |
14-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
0.7883 |
0.7854 |
-0.0029 |
-0.4% |
0.7838 |
High |
0.7891 |
0.7877 |
-0.0014 |
-0.2% |
0.7898 |
Low |
0.7851 |
0.7832 |
-0.0019 |
-0.2% |
0.7803 |
Close |
0.7860 |
0.7858 |
-0.0002 |
0.0% |
0.7889 |
Range |
0.0040 |
0.0045 |
0.0005 |
11.3% |
0.0095 |
ATR |
0.0051 |
0.0050 |
0.0000 |
-0.9% |
0.0000 |
Volume |
44,661 |
76,041 |
31,380 |
70.3% |
283,971 |
|
Daily Pivots for day following 14-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7989 |
0.7968 |
0.7882 |
|
R3 |
0.7945 |
0.7924 |
0.7870 |
|
R2 |
0.7900 |
0.7900 |
0.7866 |
|
R1 |
0.7879 |
0.7879 |
0.7862 |
0.7890 |
PP |
0.7856 |
0.7856 |
0.7856 |
0.7861 |
S1 |
0.7835 |
0.7835 |
0.7854 |
0.7845 |
S2 |
0.7811 |
0.7811 |
0.7850 |
|
S3 |
0.7767 |
0.7790 |
0.7846 |
|
S4 |
0.7722 |
0.7746 |
0.7834 |
|
|
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 |
0.7830 |
0.0067 |
0.9% |
0.0037 |
0.5% |
41% |
False |
False |
58,783 |
10 |
0.7898 |
0.7749 |
0.0149 |
1.9% |
0.0046 |
0.6% |
73% |
False |
False |
62,980 |
20 |
0.8035 |
0.7745 |
0.0290 |
3.7% |
0.0051 |
0.6% |
39% |
False |
False |
73,877 |
40 |
0.8202 |
0.7745 |
0.0457 |
5.8% |
0.0053 |
0.7% |
25% |
False |
False |
69,413 |
60 |
0.8293 |
0.7745 |
0.0548 |
7.0% |
0.0059 |
0.7% |
21% |
False |
False |
55,013 |
80 |
0.8293 |
0.7745 |
0.0548 |
7.0% |
0.0058 |
0.7% |
21% |
False |
False |
41,377 |
100 |
0.8293 |
0.7558 |
0.0735 |
9.4% |
0.0058 |
0.7% |
41% |
False |
False |
33,167 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8066 |
2.618 |
0.7993 |
1.618 |
0.7949 |
1.000 |
0.7921 |
0.618 |
0.7904 |
HIGH |
0.7877 |
0.618 |
0.7860 |
0.500 |
0.7854 |
0.382 |
0.7849 |
LOW |
0.7832 |
0.618 |
0.7804 |
1.000 |
0.7788 |
1.618 |
0.7760 |
2.618 |
0.7715 |
4.250 |
0.7643 |
|
|
Fisher Pivots for day following 14-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7857 |
0.7865 |
PP |
0.7856 |
0.7863 |
S1 |
0.7854 |
0.7860 |
|