CME Canadian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 18-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2017 |
18-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7813 |
0.7771 |
-0.0042 |
-0.5% |
0.7780 |
| High |
0.7849 |
0.7786 |
-0.0064 |
-0.8% |
0.7866 |
| Low |
0.7755 |
0.7763 |
0.0008 |
0.1% |
0.7755 |
| Close |
0.7764 |
0.7770 |
0.0006 |
0.1% |
0.7764 |
| Range |
0.0095 |
0.0023 |
-0.0072 |
-75.7% |
0.0111 |
| ATR |
0.0058 |
0.0056 |
-0.0003 |
-4.3% |
0.0000 |
| Volume |
32,661 |
6,005 |
-26,656 |
-81.6% |
387,949 |
|
| Daily Pivots for day following 18-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7841 |
0.7828 |
0.7782 |
|
| R3 |
0.7818 |
0.7805 |
0.7776 |
|
| R2 |
0.7795 |
0.7795 |
0.7774 |
|
| R1 |
0.7783 |
0.7783 |
0.7772 |
0.7778 |
| PP |
0.7773 |
0.7773 |
0.7773 |
0.7770 |
| S1 |
0.7760 |
0.7760 |
0.7767 |
0.7755 |
| S2 |
0.7750 |
0.7750 |
0.7765 |
|
| S3 |
0.7727 |
0.7737 |
0.7763 |
|
| S4 |
0.7704 |
0.7714 |
0.7757 |
|
|
| 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% |
13% |
False |
False |
66,659 |
| 10 |
0.7923 |
0.7755 |
0.0168 |
2.2% |
0.0058 |
0.7% |
9% |
False |
False |
68,938 |
| 20 |
0.7923 |
0.7748 |
0.0175 |
2.2% |
0.0056 |
0.7% |
12% |
False |
False |
74,045 |
| 40 |
0.7931 |
0.7745 |
0.0186 |
2.4% |
0.0053 |
0.7% |
13% |
False |
False |
73,335 |
| 60 |
0.8125 |
0.7745 |
0.0380 |
4.9% |
0.0053 |
0.7% |
6% |
False |
False |
70,724 |
| 80 |
0.8293 |
0.7745 |
0.0548 |
7.1% |
0.0059 |
0.8% |
4% |
False |
False |
62,465 |
| 100 |
0.8293 |
0.7745 |
0.0548 |
7.1% |
0.0057 |
0.7% |
4% |
False |
False |
50,059 |
| 120 |
0.8293 |
0.7687 |
0.0606 |
7.8% |
0.0057 |
0.7% |
14% |
False |
False |
41,773 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7883 |
|
2.618 |
0.7846 |
|
1.618 |
0.7823 |
|
1.000 |
0.7808 |
|
0.618 |
0.7800 |
|
HIGH |
0.7786 |
|
0.618 |
0.7777 |
|
0.500 |
0.7774 |
|
0.382 |
0.7771 |
|
LOW |
0.7763 |
|
0.618 |
0.7748 |
|
1.000 |
0.7740 |
|
1.618 |
0.7725 |
|
2.618 |
0.7702 |
|
4.250 |
0.7665 |
|
|
| Fisher Pivots for day following 18-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7774 |
0.7810 |
| PP |
0.7773 |
0.7797 |
| S1 |
0.7771 |
0.7783 |
|