CME Canadian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 27-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2017 |
27-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7872 |
0.7869 |
-0.0003 |
0.0% |
0.7833 |
| High |
0.7893 |
0.7888 |
-0.0005 |
-0.1% |
0.7893 |
| Low |
0.7846 |
0.7832 |
-0.0014 |
-0.2% |
0.7793 |
| Close |
0.7868 |
0.7838 |
-0.0030 |
-0.4% |
0.7868 |
| Range |
0.0047 |
0.0056 |
0.0009 |
20.2% |
0.0101 |
| ATR |
0.0050 |
0.0051 |
0.0000 |
0.9% |
0.0000 |
| Volume |
64,020 |
65,237 |
1,217 |
1.9% |
258,645 |
|
| Daily Pivots for day following 27-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8022 |
0.7986 |
0.7869 |
|
| R3 |
0.7965 |
0.7930 |
0.7854 |
|
| R2 |
0.7909 |
0.7909 |
0.7848 |
|
| R1 |
0.7873 |
0.7873 |
0.7843 |
0.7863 |
| PP |
0.7853 |
0.7853 |
0.7853 |
0.7847 |
| S1 |
0.7817 |
0.7817 |
0.7833 |
0.7807 |
| S2 |
0.7796 |
0.7796 |
0.7828 |
|
| S3 |
0.7740 |
0.7761 |
0.7822 |
|
| S4 |
0.7683 |
0.7704 |
0.7807 |
|
|
| Weekly Pivots for week ending 24-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8153 |
0.8111 |
0.7923 |
|
| R3 |
0.8052 |
0.8010 |
0.7896 |
|
| R2 |
0.7952 |
0.7952 |
0.7886 |
|
| R1 |
0.7910 |
0.7910 |
0.7877 |
0.7931 |
| PP |
0.7851 |
0.7851 |
0.7851 |
0.7862 |
| S1 |
0.7809 |
0.7809 |
0.7859 |
0.7830 |
| S2 |
0.7751 |
0.7751 |
0.7850 |
|
| S3 |
0.7650 |
0.7709 |
0.7840 |
|
| S4 |
0.7550 |
0.7608 |
0.7813 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7893 |
0.7793 |
0.0101 |
1.3% |
0.0051 |
0.6% |
45% |
False |
False |
64,776 |
| 10 |
0.7893 |
0.7793 |
0.0101 |
1.3% |
0.0049 |
0.6% |
45% |
False |
False |
66,115 |
| 20 |
0.7898 |
0.7746 |
0.0152 |
1.9% |
0.0047 |
0.6% |
61% |
False |
False |
65,671 |
| 40 |
0.8047 |
0.7745 |
0.0302 |
3.8% |
0.0049 |
0.6% |
31% |
False |
False |
67,799 |
| 60 |
0.8293 |
0.7745 |
0.0548 |
7.0% |
0.0058 |
0.7% |
17% |
False |
False |
63,904 |
| 80 |
0.8293 |
0.7745 |
0.0548 |
7.0% |
0.0057 |
0.7% |
17% |
False |
False |
48,082 |
| 100 |
0.8293 |
0.7712 |
0.0581 |
7.4% |
0.0058 |
0.7% |
22% |
False |
False |
38,541 |
| 120 |
0.8293 |
0.7422 |
0.0871 |
11.1% |
0.0056 |
0.7% |
48% |
False |
False |
32,180 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8128 |
|
2.618 |
0.8036 |
|
1.618 |
0.7979 |
|
1.000 |
0.7944 |
|
0.618 |
0.7923 |
|
HIGH |
0.7888 |
|
0.618 |
0.7866 |
|
0.500 |
0.7860 |
|
0.382 |
0.7853 |
|
LOW |
0.7832 |
|
0.618 |
0.7797 |
|
1.000 |
0.7775 |
|
1.618 |
0.7740 |
|
2.618 |
0.7684 |
|
4.250 |
0.7591 |
|
|
| Fisher Pivots for day following 27-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7860 |
0.7859 |
| PP |
0.7853 |
0.7852 |
| S1 |
0.7845 |
0.7845 |
|