CME Canadian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 08-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2017 |
08-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7818 |
0.7780 |
-0.0037 |
-0.5% |
0.7872 |
| High |
0.7822 |
0.7810 |
-0.0012 |
-0.2% |
0.7923 |
| Low |
0.7772 |
0.7764 |
-0.0008 |
-0.1% |
0.7764 |
| Close |
0.7776 |
0.7773 |
-0.0003 |
0.0% |
0.7773 |
| Range |
0.0050 |
0.0046 |
-0.0004 |
-8.0% |
0.0158 |
| ATR |
0.0056 |
0.0055 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
73,507 |
72,106 |
-1,401 |
-1.9% |
369,644 |
|
| Daily Pivots for day following 08-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7920 |
0.7893 |
0.7798 |
|
| R3 |
0.7874 |
0.7847 |
0.7786 |
|
| R2 |
0.7828 |
0.7828 |
0.7781 |
|
| R1 |
0.7801 |
0.7801 |
0.7777 |
0.7792 |
| PP |
0.7782 |
0.7782 |
0.7782 |
0.7778 |
| S1 |
0.7755 |
0.7755 |
0.7769 |
0.7746 |
| S2 |
0.7736 |
0.7736 |
0.7765 |
|
| S3 |
0.7690 |
0.7709 |
0.7760 |
|
| S4 |
0.7644 |
0.7663 |
0.7748 |
|
|
| Weekly Pivots for week ending 08-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8295 |
0.8193 |
0.7860 |
|
| R3 |
0.8137 |
0.8034 |
0.7817 |
|
| R2 |
0.7978 |
0.7978 |
0.7802 |
|
| R1 |
0.7876 |
0.7876 |
0.7788 |
0.7848 |
| PP |
0.7820 |
0.7820 |
0.7820 |
0.7806 |
| S1 |
0.7717 |
0.7717 |
0.7758 |
0.7689 |
| S2 |
0.7661 |
0.7661 |
0.7744 |
|
| S3 |
0.7503 |
0.7559 |
0.7729 |
|
| S4 |
0.7344 |
0.7400 |
0.7686 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7923 |
0.7764 |
0.0158 |
2.0% |
0.0057 |
0.7% |
6% |
False |
True |
73,928 |
| 10 |
0.7923 |
0.7748 |
0.0175 |
2.2% |
0.0060 |
0.8% |
14% |
False |
False |
82,830 |
| 20 |
0.7923 |
0.7748 |
0.0175 |
2.2% |
0.0052 |
0.7% |
14% |
False |
False |
73,943 |
| 40 |
0.8035 |
0.7745 |
0.0290 |
3.7% |
0.0053 |
0.7% |
10% |
False |
False |
74,498 |
| 60 |
0.8255 |
0.7745 |
0.0510 |
6.6% |
0.0055 |
0.7% |
5% |
False |
False |
72,364 |
| 80 |
0.8293 |
0.7745 |
0.0548 |
7.1% |
0.0058 |
0.7% |
5% |
False |
False |
57,570 |
| 100 |
0.8293 |
0.7745 |
0.0548 |
7.1% |
0.0058 |
0.7% |
5% |
False |
False |
46,144 |
| 120 |
0.8293 |
0.7514 |
0.0780 |
10.0% |
0.0057 |
0.7% |
33% |
False |
False |
38,512 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8005 |
|
2.618 |
0.7930 |
|
1.618 |
0.7884 |
|
1.000 |
0.7856 |
|
0.618 |
0.7838 |
|
HIGH |
0.7810 |
|
0.618 |
0.7792 |
|
0.500 |
0.7787 |
|
0.382 |
0.7782 |
|
LOW |
0.7764 |
|
0.618 |
0.7736 |
|
1.000 |
0.7718 |
|
1.618 |
0.7690 |
|
2.618 |
0.7644 |
|
4.250 |
0.7569 |
|
|
| Fisher Pivots for day following 08-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7787 |
0.7834 |
| PP |
0.7782 |
0.7814 |
| S1 |
0.7778 |
0.7793 |
|