CME Canadian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 30-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2017 |
30-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7808 |
0.7774 |
-0.0033 |
-0.4% |
0.7833 |
| High |
0.7811 |
0.7784 |
-0.0028 |
-0.4% |
0.7893 |
| Low |
0.7769 |
0.7748 |
-0.0021 |
-0.3% |
0.7793 |
| Close |
0.7784 |
0.7752 |
-0.0032 |
-0.4% |
0.7868 |
| Range |
0.0043 |
0.0036 |
-0.0007 |
-16.5% |
0.0101 |
| ATR |
0.0049 |
0.0049 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
79,874 |
85,650 |
5,776 |
7.2% |
258,645 |
|
| Daily Pivots for day following 30-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7868 |
0.7845 |
0.7772 |
|
| R3 |
0.7832 |
0.7810 |
0.7762 |
|
| R2 |
0.7797 |
0.7797 |
0.7759 |
|
| R1 |
0.7774 |
0.7774 |
0.7755 |
0.7768 |
| PP |
0.7761 |
0.7761 |
0.7761 |
0.7758 |
| S1 |
0.7739 |
0.7739 |
0.7749 |
0.7732 |
| S2 |
0.7726 |
0.7726 |
0.7745 |
|
| S3 |
0.7690 |
0.7703 |
0.7742 |
|
| S4 |
0.7655 |
0.7668 |
0.7732 |
|
|
| 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 |
0.7748 |
0.0145 |
1.9% |
0.0045 |
0.6% |
3% |
False |
True |
72,709 |
| 10 |
0.7893 |
0.7748 |
0.0145 |
1.9% |
0.0048 |
0.6% |
3% |
False |
True |
70,083 |
| 20 |
0.7898 |
0.7748 |
0.0150 |
1.9% |
0.0047 |
0.6% |
3% |
False |
True |
66,874 |
| 40 |
0.8047 |
0.7745 |
0.0302 |
3.9% |
0.0049 |
0.6% |
2% |
False |
False |
69,806 |
| 60 |
0.8293 |
0.7745 |
0.0548 |
7.1% |
0.0054 |
0.7% |
1% |
False |
False |
67,418 |
| 80 |
0.8293 |
0.7745 |
0.0548 |
7.1% |
0.0057 |
0.7% |
1% |
False |
False |
50,995 |
| 100 |
0.8293 |
0.7744 |
0.0549 |
7.1% |
0.0058 |
0.7% |
1% |
False |
False |
40,871 |
| 120 |
0.8293 |
0.7514 |
0.0780 |
10.1% |
0.0056 |
0.7% |
31% |
False |
False |
34,128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7934 |
|
2.618 |
0.7876 |
|
1.618 |
0.7841 |
|
1.000 |
0.7819 |
|
0.618 |
0.7805 |
|
HIGH |
0.7784 |
|
0.618 |
0.7770 |
|
0.500 |
0.7766 |
|
0.382 |
0.7762 |
|
LOW |
0.7748 |
|
0.618 |
0.7726 |
|
1.000 |
0.7713 |
|
1.618 |
0.7691 |
|
2.618 |
0.7655 |
|
4.250 |
0.7597 |
|
|
| Fisher Pivots for day following 30-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7766 |
0.7795 |
| PP |
0.7761 |
0.7781 |
| S1 |
0.7757 |
0.7766 |
|