CME Canadian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 07-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2017 |
07-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7880 |
0.7818 |
-0.0063 |
-0.8% |
0.7869 |
| High |
0.7904 |
0.7822 |
-0.0082 |
-1.0% |
0.7888 |
| Low |
0.7809 |
0.7772 |
-0.0037 |
-0.5% |
0.7748 |
| Close |
0.7814 |
0.7776 |
-0.0038 |
-0.5% |
0.7878 |
| Range |
0.0095 |
0.0050 |
-0.0045 |
-47.4% |
0.0140 |
| ATR |
0.0057 |
0.0056 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
87,079 |
73,507 |
-13,572 |
-15.6% |
458,657 |
|
| Daily Pivots for day following 07-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7940 |
0.7908 |
0.7803 |
|
| R3 |
0.7890 |
0.7858 |
0.7789 |
|
| R2 |
0.7840 |
0.7840 |
0.7785 |
|
| R1 |
0.7808 |
0.7808 |
0.7780 |
0.7799 |
| PP |
0.7790 |
0.7790 |
0.7790 |
0.7785 |
| S1 |
0.7758 |
0.7758 |
0.7771 |
0.7749 |
| S2 |
0.7740 |
0.7740 |
0.7766 |
|
| S3 |
0.7690 |
0.7708 |
0.7762 |
|
| S4 |
0.7640 |
0.7658 |
0.7748 |
|
|
| 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 |
0.7754 |
0.0169 |
2.2% |
0.0074 |
1.0% |
13% |
False |
False |
91,333 |
| 10 |
0.7923 |
0.7748 |
0.0175 |
2.2% |
0.0060 |
0.8% |
16% |
False |
False |
82,021 |
| 20 |
0.7923 |
0.7748 |
0.0175 |
2.2% |
0.0052 |
0.7% |
16% |
False |
False |
73,587 |
| 40 |
0.8047 |
0.7745 |
0.0302 |
3.9% |
0.0053 |
0.7% |
10% |
False |
False |
74,305 |
| 60 |
0.8255 |
0.7745 |
0.0510 |
6.6% |
0.0055 |
0.7% |
6% |
False |
False |
72,782 |
| 80 |
0.8293 |
0.7745 |
0.0548 |
7.0% |
0.0059 |
0.8% |
6% |
False |
False |
56,675 |
| 100 |
0.8293 |
0.7745 |
0.0548 |
7.0% |
0.0058 |
0.7% |
6% |
False |
False |
45,425 |
| 120 |
0.8293 |
0.7514 |
0.0780 |
10.0% |
0.0057 |
0.7% |
34% |
False |
False |
37,915 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8035 |
|
2.618 |
0.7953 |
|
1.618 |
0.7903 |
|
1.000 |
0.7872 |
|
0.618 |
0.7853 |
|
HIGH |
0.7822 |
|
0.618 |
0.7803 |
|
0.500 |
0.7797 |
|
0.382 |
0.7791 |
|
LOW |
0.7772 |
|
0.618 |
0.7741 |
|
1.000 |
0.7722 |
|
1.618 |
0.7691 |
|
2.618 |
0.7641 |
|
4.250 |
0.7560 |
|
|
| Fisher Pivots for day following 07-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7797 |
0.7847 |
| PP |
0.7790 |
0.7823 |
| S1 |
0.7783 |
0.7799 |
|