CME Canadian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 15-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2017 |
15-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7801 |
0.7813 |
0.0012 |
0.1% |
0.7780 |
| High |
0.7866 |
0.7849 |
-0.0017 |
-0.2% |
0.7866 |
| Low |
0.7773 |
0.7755 |
-0.0018 |
-0.2% |
0.7755 |
| Close |
0.7845 |
0.7764 |
-0.0082 |
-1.0% |
0.7764 |
| Range |
0.0093 |
0.0095 |
0.0002 |
1.6% |
0.0111 |
| ATR |
0.0056 |
0.0058 |
0.0003 |
5.0% |
0.0000 |
| Volume |
117,709 |
32,661 |
-85,048 |
-72.3% |
387,949 |
|
| Daily Pivots for day following 15-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8073 |
0.8013 |
0.7815 |
|
| R3 |
0.7978 |
0.7918 |
0.7789 |
|
| R2 |
0.7884 |
0.7884 |
0.7781 |
|
| R1 |
0.7824 |
0.7824 |
0.7772 |
0.7806 |
| PP |
0.7789 |
0.7789 |
0.7789 |
0.7780 |
| S1 |
0.7729 |
0.7729 |
0.7755 |
0.7712 |
| S2 |
0.7695 |
0.7695 |
0.7746 |
|
| S3 |
0.7600 |
0.7635 |
0.7738 |
|
| S4 |
0.7506 |
0.7540 |
0.7712 |
|
|
| Weekly Pivots for week ending 15-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8129 |
0.8058 |
0.7825 |
|
| R3 |
0.8018 |
0.7946 |
0.7794 |
|
| R2 |
0.7906 |
0.7906 |
0.7784 |
|
| R1 |
0.7835 |
0.7835 |
0.7774 |
0.7815 |
| PP |
0.7795 |
0.7795 |
0.7795 |
0.7785 |
| S1 |
0.7723 |
0.7723 |
0.7753 |
0.7703 |
| S2 |
0.7683 |
0.7683 |
0.7743 |
|
| S3 |
0.7572 |
0.7612 |
0.7733 |
|
| S4 |
0.7460 |
0.7500 |
0.7702 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7866 |
0.7755 |
0.0111 |
1.4% |
0.0063 |
0.8% |
8% |
False |
True |
77,589 |
| 10 |
0.7923 |
0.7755 |
0.0168 |
2.2% |
0.0060 |
0.8% |
5% |
False |
True |
75,759 |
| 20 |
0.7923 |
0.7748 |
0.0175 |
2.2% |
0.0059 |
0.8% |
9% |
False |
False |
78,055 |
| 40 |
0.8018 |
0.7745 |
0.0273 |
3.5% |
0.0055 |
0.7% |
7% |
False |
False |
75,959 |
| 60 |
0.8165 |
0.7745 |
0.0420 |
5.4% |
0.0054 |
0.7% |
4% |
False |
False |
71,942 |
| 80 |
0.8293 |
0.7745 |
0.0548 |
7.1% |
0.0059 |
0.8% |
3% |
False |
False |
62,392 |
| 100 |
0.8293 |
0.7745 |
0.0548 |
7.1% |
0.0058 |
0.7% |
3% |
False |
False |
50,007 |
| 120 |
0.8293 |
0.7599 |
0.0695 |
8.9% |
0.0058 |
0.7% |
24% |
False |
False |
41,728 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8251 |
|
2.618 |
0.8096 |
|
1.618 |
0.8002 |
|
1.000 |
0.7944 |
|
0.618 |
0.7907 |
|
HIGH |
0.7849 |
|
0.618 |
0.7813 |
|
0.500 |
0.7802 |
|
0.382 |
0.7791 |
|
LOW |
0.7755 |
|
0.618 |
0.7696 |
|
1.000 |
0.7660 |
|
1.618 |
0.7602 |
|
2.618 |
0.7507 |
|
4.250 |
0.7353 |
|
|
| Fisher Pivots for day following 15-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7802 |
0.7810 |
| PP |
0.7789 |
0.7795 |
| S1 |
0.7776 |
0.7779 |
|