CME Canadian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 14-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2017 |
14-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7770 |
0.7801 |
0.0031 |
0.4% |
0.7872 |
| High |
0.7818 |
0.7866 |
0.0048 |
0.6% |
0.7923 |
| Low |
0.7765 |
0.7773 |
0.0009 |
0.1% |
0.7764 |
| Close |
0.7813 |
0.7845 |
0.0033 |
0.4% |
0.7773 |
| Range |
0.0054 |
0.0093 |
0.0040 |
73.8% |
0.0158 |
| ATR |
0.0053 |
0.0056 |
0.0003 |
5.4% |
0.0000 |
| Volume |
100,995 |
117,709 |
16,714 |
16.5% |
369,644 |
|
| Daily Pivots for day following 14-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8107 |
0.8069 |
0.7896 |
|
| R3 |
0.8014 |
0.7976 |
0.7871 |
|
| R2 |
0.7921 |
0.7921 |
0.7862 |
|
| R1 |
0.7883 |
0.7883 |
0.7854 |
0.7902 |
| PP |
0.7828 |
0.7828 |
0.7828 |
0.7838 |
| S1 |
0.7790 |
0.7790 |
0.7836 |
0.7809 |
| S2 |
0.7735 |
0.7735 |
0.7828 |
|
| S3 |
0.7642 |
0.7697 |
0.7819 |
|
| S4 |
0.7549 |
0.7604 |
0.7794 |
|
|
| 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 |
0.7866 |
0.7756 |
0.0110 |
1.4% |
0.0053 |
0.7% |
81% |
True |
False |
85,478 |
| 10 |
0.7923 |
0.7754 |
0.0169 |
2.1% |
0.0064 |
0.8% |
54% |
False |
False |
88,406 |
| 20 |
0.7923 |
0.7748 |
0.0175 |
2.2% |
0.0056 |
0.7% |
56% |
False |
False |
79,244 |
| 40 |
0.8035 |
0.7745 |
0.0290 |
3.7% |
0.0053 |
0.7% |
34% |
False |
False |
76,612 |
| 60 |
0.8165 |
0.7745 |
0.0420 |
5.3% |
0.0052 |
0.7% |
24% |
False |
False |
72,298 |
| 80 |
0.8293 |
0.7745 |
0.0548 |
7.0% |
0.0058 |
0.7% |
18% |
False |
False |
61,989 |
| 100 |
0.8293 |
0.7745 |
0.0548 |
7.0% |
0.0058 |
0.7% |
18% |
False |
False |
49,686 |
| 120 |
0.8293 |
0.7564 |
0.0730 |
9.3% |
0.0058 |
0.7% |
39% |
False |
False |
41,461 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8261 |
|
2.618 |
0.8109 |
|
1.618 |
0.8016 |
|
1.000 |
0.7959 |
|
0.618 |
0.7923 |
|
HIGH |
0.7866 |
|
0.618 |
0.7830 |
|
0.500 |
0.7820 |
|
0.382 |
0.7809 |
|
LOW |
0.7773 |
|
0.618 |
0.7716 |
|
1.000 |
0.7680 |
|
1.618 |
0.7623 |
|
2.618 |
0.7530 |
|
4.250 |
0.7378 |
|
|
| Fisher Pivots for day following 14-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7837 |
0.7834 |
| PP |
0.7828 |
0.7822 |
| S1 |
0.7820 |
0.7811 |
|