CME Canadian Dollar Future December 2017
Trading Metrics calculated at close of trading on 06-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2017 |
06-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
0.7886 |
0.7880 |
-0.0006 |
-0.1% |
0.7869 |
High |
0.7923 |
0.7904 |
-0.0018 |
-0.2% |
0.7888 |
Low |
0.7873 |
0.7809 |
-0.0063 |
-0.8% |
0.7748 |
Close |
0.7876 |
0.7814 |
-0.0063 |
-0.8% |
0.7878 |
Range |
0.0050 |
0.0095 |
0.0045 |
90.0% |
0.0140 |
ATR |
0.0054 |
0.0057 |
0.0003 |
5.5% |
0.0000 |
Volume |
62,736 |
87,079 |
24,343 |
38.8% |
458,657 |
|
Daily Pivots for day following 06-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8127 |
0.8065 |
0.7866 |
|
R3 |
0.8032 |
0.7970 |
0.7840 |
|
R2 |
0.7937 |
0.7937 |
0.7831 |
|
R1 |
0.7875 |
0.7875 |
0.7822 |
0.7859 |
PP |
0.7842 |
0.7842 |
0.7842 |
0.7834 |
S1 |
0.7780 |
0.7780 |
0.7805 |
0.7764 |
S2 |
0.7747 |
0.7747 |
0.7796 |
|
S3 |
0.7652 |
0.7685 |
0.7787 |
|
S4 |
0.7557 |
0.7590 |
0.7761 |
|
|
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 |
0.7923 |
0.7748 |
0.0175 |
2.2% |
0.0072 |
0.9% |
38% |
False |
False |
93,762 |
10 |
0.7923 |
0.7748 |
0.0175 |
2.2% |
0.0060 |
0.8% |
38% |
False |
False |
81,272 |
20 |
0.7923 |
0.7748 |
0.0175 |
2.2% |
0.0051 |
0.7% |
38% |
False |
False |
72,590 |
40 |
0.8047 |
0.7745 |
0.0302 |
3.9% |
0.0053 |
0.7% |
23% |
False |
False |
73,836 |
60 |
0.8255 |
0.7745 |
0.0510 |
6.5% |
0.0055 |
0.7% |
13% |
False |
False |
72,606 |
80 |
0.8293 |
0.7745 |
0.0548 |
7.0% |
0.0059 |
0.7% |
13% |
False |
False |
55,766 |
100 |
0.8293 |
0.7745 |
0.0548 |
7.0% |
0.0058 |
0.7% |
13% |
False |
False |
44,691 |
120 |
0.8293 |
0.7514 |
0.0780 |
10.0% |
0.0057 |
0.7% |
38% |
False |
False |
37,303 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8308 |
2.618 |
0.8153 |
1.618 |
0.8058 |
1.000 |
0.7999 |
0.618 |
0.7963 |
HIGH |
0.7904 |
0.618 |
0.7868 |
0.500 |
0.7857 |
0.382 |
0.7845 |
LOW |
0.7809 |
0.618 |
0.7750 |
1.000 |
0.7714 |
1.618 |
0.7655 |
2.618 |
0.7560 |
4.250 |
0.7405 |
|
|
Fisher Pivots for day following 06-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7857 |
0.7866 |
PP |
0.7842 |
0.7848 |
S1 |
0.7828 |
0.7831 |
|