CME Canadian Dollar Future December 2017
Trading Metrics calculated at close of trading on 21-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2017 |
21-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
0.7833 |
0.7808 |
-0.0025 |
-0.3% |
0.7883 |
High |
0.7843 |
0.7846 |
0.0003 |
0.0% |
0.7891 |
Low |
0.7801 |
0.7793 |
-0.0009 |
-0.1% |
0.7800 |
Close |
0.7809 |
0.7830 |
0.0020 |
0.3% |
0.7838 |
Range |
0.0042 |
0.0053 |
0.0012 |
27.7% |
0.0091 |
ATR |
0.0050 |
0.0050 |
0.0000 |
0.5% |
0.0000 |
Volume |
55,306 |
73,302 |
17,996 |
32.5% |
337,271 |
|
Daily Pivots for day following 21-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7982 |
0.7959 |
0.7859 |
|
R3 |
0.7929 |
0.7906 |
0.7844 |
|
R2 |
0.7876 |
0.7876 |
0.7839 |
|
R1 |
0.7853 |
0.7853 |
0.7834 |
0.7864 |
PP |
0.7823 |
0.7823 |
0.7823 |
0.7828 |
S1 |
0.7800 |
0.7800 |
0.7825 |
0.7811 |
S2 |
0.7770 |
0.7770 |
0.7820 |
|
S3 |
0.7717 |
0.7747 |
0.7815 |
|
S4 |
0.7664 |
0.7694 |
0.7800 |
|
|
Weekly Pivots for week ending 17-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8114 |
0.8066 |
0.7887 |
|
R3 |
0.8024 |
0.7976 |
0.7862 |
|
R2 |
0.7933 |
0.7933 |
0.7854 |
|
R1 |
0.7885 |
0.7885 |
0.7846 |
0.7864 |
PP |
0.7843 |
0.7843 |
0.7843 |
0.7832 |
S1 |
0.7795 |
0.7795 |
0.7829 |
0.7774 |
S2 |
0.7752 |
0.7752 |
0.7821 |
|
S3 |
0.7662 |
0.7704 |
0.7813 |
|
S4 |
0.7571 |
0.7614 |
0.7788 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7869 |
0.7793 |
0.0076 |
1.0% |
0.0049 |
0.6% |
49% |
False |
True |
69,035 |
10 |
0.7898 |
0.7793 |
0.0105 |
1.3% |
0.0043 |
0.5% |
35% |
False |
True |
63,909 |
20 |
0.7918 |
0.7745 |
0.0173 |
2.2% |
0.0051 |
0.6% |
49% |
False |
False |
72,080 |
40 |
0.8111 |
0.7745 |
0.0366 |
4.7% |
0.0051 |
0.7% |
23% |
False |
False |
69,369 |
60 |
0.8293 |
0.7745 |
0.0548 |
7.0% |
0.0060 |
0.8% |
15% |
False |
False |
60,731 |
80 |
0.8293 |
0.7745 |
0.0548 |
7.0% |
0.0057 |
0.7% |
15% |
False |
False |
45,659 |
100 |
0.8293 |
0.7701 |
0.0592 |
7.6% |
0.0058 |
0.7% |
22% |
False |
False |
36,601 |
120 |
0.8293 |
0.7422 |
0.0871 |
11.1% |
0.0056 |
0.7% |
47% |
False |
False |
30,559 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8071 |
2.618 |
0.7984 |
1.618 |
0.7931 |
1.000 |
0.7899 |
0.618 |
0.7878 |
HIGH |
0.7846 |
0.618 |
0.7825 |
0.500 |
0.7819 |
0.382 |
0.7813 |
LOW |
0.7793 |
0.618 |
0.7760 |
1.000 |
0.7740 |
1.618 |
0.7707 |
2.618 |
0.7654 |
4.250 |
0.7567 |
|
|
Fisher Pivots for day following 21-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7826 |
0.7830 |
PP |
0.7823 |
0.7830 |
S1 |
0.7819 |
0.7830 |
|