CME Canadian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 07-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2017 |
07-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7886 |
0.7829 |
-0.0057 |
-0.7% |
0.7878 |
| High |
0.7914 |
0.7833 |
-0.0081 |
-1.0% |
0.7895 |
| Low |
0.7820 |
0.7783 |
-0.0037 |
-0.5% |
0.7758 |
| Close |
0.7824 |
0.7786 |
-0.0038 |
-0.5% |
0.7887 |
| Range |
0.0094 |
0.0050 |
-0.0044 |
-47.3% |
0.0137 |
| ATR |
0.0053 |
0.0053 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
3,112 |
2,977 |
-135 |
-4.3% |
5,793 |
|
| Daily Pivots for day following 07-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7949 |
0.7917 |
0.7813 |
|
| R3 |
0.7900 |
0.7868 |
0.7800 |
|
| R2 |
0.7850 |
0.7850 |
0.7795 |
|
| R1 |
0.7818 |
0.7818 |
0.7791 |
0.7809 |
| PP |
0.7801 |
0.7801 |
0.7801 |
0.7796 |
| S1 |
0.7769 |
0.7769 |
0.7781 |
0.7760 |
| S2 |
0.7751 |
0.7751 |
0.7777 |
|
| S3 |
0.7702 |
0.7719 |
0.7772 |
|
| S4 |
0.7652 |
0.7670 |
0.7759 |
|
|
| 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 |
0.7931 |
0.7764 |
0.0167 |
2.1% |
0.0073 |
0.9% |
13% |
False |
False |
2,510 |
| 10 |
0.7931 |
0.7758 |
0.0173 |
2.2% |
0.0057 |
0.7% |
16% |
False |
False |
1,595 |
| 20 |
0.7931 |
0.7758 |
0.0173 |
2.2% |
0.0049 |
0.6% |
16% |
False |
False |
976 |
| 40 |
0.8044 |
0.7754 |
0.0290 |
3.7% |
0.0048 |
0.6% |
11% |
False |
False |
572 |
| 60 |
0.8250 |
0.7754 |
0.0496 |
6.4% |
0.0050 |
0.6% |
6% |
False |
False |
410 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8043 |
|
2.618 |
0.7962 |
|
1.618 |
0.7913 |
|
1.000 |
0.7882 |
|
0.618 |
0.7863 |
|
HIGH |
0.7833 |
|
0.618 |
0.7814 |
|
0.500 |
0.7808 |
|
0.382 |
0.7802 |
|
LOW |
0.7783 |
|
0.618 |
0.7752 |
|
1.000 |
0.7734 |
|
1.618 |
0.7703 |
|
2.618 |
0.7653 |
|
4.250 |
0.7573 |
|
|
| Fisher Pivots for day following 07-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7808 |
0.7857 |
| PP |
0.7801 |
0.7833 |
| S1 |
0.7793 |
0.7810 |
|