CME Canadian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 28-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2017 |
28-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7869 |
0.7836 |
-0.0033 |
-0.4% |
0.7833 |
| High |
0.7888 |
0.7842 |
-0.0046 |
-0.6% |
0.7893 |
| Low |
0.7832 |
0.7799 |
-0.0033 |
-0.4% |
0.7793 |
| Close |
0.7838 |
0.7804 |
-0.0035 |
-0.4% |
0.7868 |
| Range |
0.0056 |
0.0043 |
-0.0013 |
-23.9% |
0.0101 |
| ATR |
0.0051 |
0.0050 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
65,237 |
68,766 |
3,529 |
5.4% |
258,645 |
|
| Daily Pivots for day following 28-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7944 |
0.7917 |
0.7827 |
|
| R3 |
0.7901 |
0.7874 |
0.7815 |
|
| R2 |
0.7858 |
0.7858 |
0.7811 |
|
| R1 |
0.7831 |
0.7831 |
0.7807 |
0.7823 |
| PP |
0.7815 |
0.7815 |
0.7815 |
0.7811 |
| S1 |
0.7788 |
0.7788 |
0.7800 |
0.7780 |
| S2 |
0.7772 |
0.7772 |
0.7796 |
|
| S3 |
0.7729 |
0.7745 |
0.7792 |
|
| S4 |
0.7686 |
0.7702 |
0.7780 |
|
|
| 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 |
0.7% |
11% |
False |
False |
67,468 |
| 10 |
0.7893 |
0.7793 |
0.0101 |
1.3% |
0.0049 |
0.6% |
11% |
False |
False |
68,525 |
| 20 |
0.7898 |
0.7746 |
0.0152 |
1.9% |
0.0048 |
0.6% |
38% |
False |
False |
66,048 |
| 40 |
0.8047 |
0.7745 |
0.0302 |
3.9% |
0.0049 |
0.6% |
19% |
False |
False |
68,094 |
| 60 |
0.8293 |
0.7745 |
0.0548 |
7.0% |
0.0057 |
0.7% |
11% |
False |
False |
64,994 |
| 80 |
0.8293 |
0.7745 |
0.0548 |
7.0% |
0.0057 |
0.7% |
11% |
False |
False |
48,936 |
| 100 |
0.8293 |
0.7742 |
0.0551 |
7.1% |
0.0058 |
0.7% |
11% |
False |
False |
39,226 |
| 120 |
0.8293 |
0.7422 |
0.0871 |
11.2% |
0.0057 |
0.7% |
44% |
False |
False |
32,752 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8025 |
|
2.618 |
0.7955 |
|
1.618 |
0.7912 |
|
1.000 |
0.7885 |
|
0.618 |
0.7869 |
|
HIGH |
0.7842 |
|
0.618 |
0.7826 |
|
0.500 |
0.7821 |
|
0.382 |
0.7815 |
|
LOW |
0.7799 |
|
0.618 |
0.7772 |
|
1.000 |
0.7756 |
|
1.618 |
0.7729 |
|
2.618 |
0.7686 |
|
4.250 |
0.7616 |
|
|
| Fisher Pivots for day following 28-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7821 |
0.7846 |
| PP |
0.7815 |
0.7832 |
| S1 |
0.7809 |
0.7818 |
|