CME Canadian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 01-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2017 |
01-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7783 |
0.7766 |
-0.0018 |
-0.2% |
0.7878 |
| High |
0.7791 |
0.7895 |
0.0105 |
1.3% |
0.7895 |
| Low |
0.7758 |
0.7764 |
0.0006 |
0.1% |
0.7758 |
| Close |
0.7761 |
0.7887 |
0.0126 |
1.6% |
0.7887 |
| Range |
0.0033 |
0.0131 |
0.0098 |
303.1% |
0.0137 |
| ATR |
0.0045 |
0.0051 |
0.0006 |
14.2% |
0.0000 |
| Volume |
1,018 |
2,722 |
1,704 |
167.4% |
5,793 |
|
| Daily Pivots for day following 01-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8242 |
0.8195 |
0.7959 |
|
| R3 |
0.8111 |
0.8064 |
0.7923 |
|
| R2 |
0.7980 |
0.7980 |
0.7911 |
|
| R1 |
0.7933 |
0.7933 |
0.7899 |
0.7956 |
| PP |
0.7849 |
0.7849 |
0.7849 |
0.7860 |
| S1 |
0.7802 |
0.7802 |
0.7874 |
0.7825 |
| S2 |
0.7718 |
0.7718 |
0.7862 |
|
| S3 |
0.7587 |
0.7671 |
0.7850 |
|
| S4 |
0.7456 |
0.7540 |
0.7814 |
|
|
| Weekly Pivots for week ending 01-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8258 |
0.8209 |
0.7962 |
|
| R3 |
0.8121 |
0.8072 |
0.7924 |
|
| R2 |
0.7984 |
0.7984 |
0.7912 |
|
| R1 |
0.7935 |
0.7935 |
0.7899 |
0.7959 |
| PP |
0.7847 |
0.7847 |
0.7847 |
0.7859 |
| S1 |
0.7798 |
0.7798 |
0.7874 |
0.7822 |
| S2 |
0.7709 |
0.7709 |
0.7861 |
|
| S3 |
0.7572 |
0.7661 |
0.7849 |
|
| S4 |
0.7435 |
0.7524 |
0.7811 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7895 |
0.7758 |
0.0137 |
1.7% |
0.0059 |
0.8% |
94% |
True |
False |
1,158 |
| 10 |
0.7900 |
0.7758 |
0.0142 |
1.8% |
0.0054 |
0.7% |
90% |
False |
False |
749 |
| 20 |
0.7904 |
0.7758 |
0.0146 |
1.9% |
0.0048 |
0.6% |
88% |
False |
False |
512 |
| 40 |
0.8044 |
0.7754 |
0.0290 |
3.7% |
0.0045 |
0.6% |
46% |
False |
False |
334 |
| 60 |
0.8290 |
0.7754 |
0.0536 |
6.8% |
0.0050 |
0.6% |
25% |
False |
False |
253 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8452 |
|
2.618 |
0.8238 |
|
1.618 |
0.8107 |
|
1.000 |
0.8026 |
|
0.618 |
0.7976 |
|
HIGH |
0.7895 |
|
0.618 |
0.7845 |
|
0.500 |
0.7830 |
|
0.382 |
0.7814 |
|
LOW |
0.7764 |
|
0.618 |
0.7683 |
|
1.000 |
0.7633 |
|
1.618 |
0.7552 |
|
2.618 |
0.7421 |
|
4.250 |
0.7207 |
|
|
| Fisher Pivots for day following 01-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7868 |
0.7867 |
| PP |
0.7849 |
0.7847 |
| S1 |
0.7830 |
0.7827 |
|