CME Canadian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 04-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2017 |
04-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7755 |
0.7872 |
0.0117 |
1.5% |
0.7869 |
| High |
0.7887 |
0.7903 |
0.0016 |
0.2% |
0.7888 |
| Low |
0.7754 |
0.7859 |
0.0105 |
1.3% |
0.7748 |
| Close |
0.7878 |
0.7877 |
-0.0002 |
0.0% |
0.7878 |
| Range |
0.0133 |
0.0044 |
-0.0089 |
-66.9% |
0.0140 |
| ATR |
0.0055 |
0.0054 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
159,130 |
74,216 |
-84,914 |
-53.4% |
458,657 |
|
| Daily Pivots for day following 04-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8011 |
0.7988 |
0.7901 |
|
| R3 |
0.7967 |
0.7944 |
0.7889 |
|
| R2 |
0.7923 |
0.7923 |
0.7885 |
|
| R1 |
0.7900 |
0.7900 |
0.7881 |
0.7912 |
| PP |
0.7879 |
0.7879 |
0.7879 |
0.7885 |
| S1 |
0.7856 |
0.7856 |
0.7872 |
0.7868 |
| S2 |
0.7835 |
0.7835 |
0.7868 |
|
| S3 |
0.7791 |
0.7812 |
0.7864 |
|
| S4 |
0.7747 |
0.7768 |
0.7852 |
|
|
| Weekly Pivots for week ending 01-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8258 |
0.8208 |
0.7955 |
|
| R3 |
0.8118 |
0.8068 |
0.7917 |
|
| R2 |
0.7978 |
0.7978 |
0.7904 |
|
| R1 |
0.7928 |
0.7928 |
0.7891 |
0.7953 |
| PP |
0.7838 |
0.7838 |
0.7838 |
0.7851 |
| S1 |
0.7788 |
0.7788 |
0.7865 |
0.7813 |
| S2 |
0.7698 |
0.7698 |
0.7852 |
|
| S3 |
0.7558 |
0.7648 |
0.7840 |
|
| S4 |
0.7418 |
0.7508 |
0.7801 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7903 |
0.7748 |
0.0155 |
2.0% |
0.0060 |
0.8% |
83% |
True |
False |
93,527 |
| 10 |
0.7903 |
0.7748 |
0.0155 |
2.0% |
0.0055 |
0.7% |
83% |
True |
False |
79,151 |
| 20 |
0.7903 |
0.7748 |
0.0155 |
2.0% |
0.0050 |
0.6% |
83% |
True |
False |
70,638 |
| 40 |
0.8047 |
0.7745 |
0.0302 |
3.8% |
0.0051 |
0.6% |
44% |
False |
False |
72,074 |
| 60 |
0.8279 |
0.7745 |
0.0534 |
6.8% |
0.0055 |
0.7% |
25% |
False |
False |
70,913 |
| 80 |
0.8293 |
0.7745 |
0.0548 |
7.0% |
0.0058 |
0.7% |
24% |
False |
False |
53,902 |
| 100 |
0.8293 |
0.7745 |
0.0548 |
7.0% |
0.0058 |
0.7% |
24% |
False |
False |
43,197 |
| 120 |
0.8293 |
0.7514 |
0.0780 |
9.9% |
0.0057 |
0.7% |
47% |
False |
False |
36,063 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8090 |
|
2.618 |
0.8018 |
|
1.618 |
0.7974 |
|
1.000 |
0.7947 |
|
0.618 |
0.7930 |
|
HIGH |
0.7903 |
|
0.618 |
0.7886 |
|
0.500 |
0.7881 |
|
0.382 |
0.7875 |
|
LOW |
0.7859 |
|
0.618 |
0.7831 |
|
1.000 |
0.7814 |
|
1.618 |
0.7787 |
|
2.618 |
0.7743 |
|
4.250 |
0.7671 |
|
|
| Fisher Pivots for day following 04-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7881 |
0.7859 |
| PP |
0.7879 |
0.7842 |
| S1 |
0.7878 |
0.7825 |
|