CME Canadian Dollar Future December 2017
| Trading Metrics calculated at close of trading on 19-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2017 |
19-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7771 |
0.7773 |
0.0002 |
0.0% |
0.7780 |
| High |
0.7786 |
0.7779 |
-0.0007 |
-0.1% |
0.7866 |
| Low |
0.7763 |
0.7752 |
-0.0011 |
-0.1% |
0.7755 |
| Close |
0.7770 |
0.7759 |
-0.0011 |
-0.1% |
0.7764 |
| Range |
0.0023 |
0.0027 |
0.0004 |
17.4% |
0.0111 |
| ATR |
0.0056 |
0.0054 |
-0.0002 |
-3.7% |
0.0000 |
| Volume |
6,005 |
1,739 |
-4,266 |
-71.0% |
387,949 |
|
| Daily Pivots for day following 19-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7844 |
0.7828 |
0.7774 |
|
| R3 |
0.7817 |
0.7801 |
0.7766 |
|
| R2 |
0.7790 |
0.7790 |
0.7764 |
|
| R1 |
0.7775 |
0.7775 |
0.7761 |
0.7769 |
| PP |
0.7763 |
0.7763 |
0.7763 |
0.7760 |
| S1 |
0.7748 |
0.7748 |
0.7757 |
0.7742 |
| S2 |
0.7736 |
0.7736 |
0.7754 |
|
| S3 |
0.7709 |
0.7721 |
0.7752 |
|
| S4 |
0.7682 |
0.7694 |
0.7744 |
|
|
| 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 |
0.7752 |
0.0114 |
1.5% |
0.0058 |
0.8% |
7% |
False |
True |
51,821 |
| 10 |
0.7904 |
0.7752 |
0.0153 |
2.0% |
0.0055 |
0.7% |
5% |
False |
True |
62,838 |
| 20 |
0.7923 |
0.7748 |
0.0175 |
2.2% |
0.0056 |
0.7% |
6% |
False |
False |
71,366 |
| 40 |
0.7926 |
0.7745 |
0.0181 |
2.3% |
0.0053 |
0.7% |
8% |
False |
False |
71,732 |
| 60 |
0.8115 |
0.7745 |
0.0370 |
4.8% |
0.0053 |
0.7% |
4% |
False |
False |
69,951 |
| 80 |
0.8293 |
0.7745 |
0.0548 |
7.1% |
0.0059 |
0.8% |
3% |
False |
False |
62,481 |
| 100 |
0.8293 |
0.7745 |
0.0548 |
7.1% |
0.0057 |
0.7% |
3% |
False |
False |
50,070 |
| 120 |
0.8293 |
0.7701 |
0.0592 |
7.6% |
0.0057 |
0.7% |
10% |
False |
False |
41,787 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7893 |
|
2.618 |
0.7849 |
|
1.618 |
0.7822 |
|
1.000 |
0.7805 |
|
0.618 |
0.7795 |
|
HIGH |
0.7779 |
|
0.618 |
0.7768 |
|
0.500 |
0.7765 |
|
0.382 |
0.7762 |
|
LOW |
0.7752 |
|
0.618 |
0.7735 |
|
1.000 |
0.7725 |
|
1.618 |
0.7708 |
|
2.618 |
0.7681 |
|
4.250 |
0.7637 |
|
|
| Fisher Pivots for day following 19-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7765 |
0.7800 |
| PP |
0.7763 |
0.7787 |
| S1 |
0.7761 |
0.7773 |
|