CME Canadian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 08-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2017 |
08-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7829 |
0.7791 |
-0.0038 |
-0.5% |
0.7879 |
| High |
0.7833 |
0.7821 |
-0.0012 |
-0.2% |
0.7931 |
| Low |
0.7783 |
0.7776 |
-0.0007 |
-0.1% |
0.7776 |
| Close |
0.7786 |
0.7785 |
-0.0001 |
0.0% |
0.7785 |
| Range |
0.0050 |
0.0045 |
-0.0005 |
-10.1% |
0.0155 |
| ATR |
0.0053 |
0.0052 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
2,977 |
8,311 |
5,334 |
179.2% |
18,141 |
|
| Daily Pivots for day following 08-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7927 |
0.7900 |
0.7809 |
|
| R3 |
0.7883 |
0.7856 |
0.7797 |
|
| R2 |
0.7838 |
0.7838 |
0.7793 |
|
| R1 |
0.7811 |
0.7811 |
0.7789 |
0.7803 |
| PP |
0.7794 |
0.7794 |
0.7794 |
0.7789 |
| S1 |
0.7767 |
0.7767 |
0.7780 |
0.7758 |
| S2 |
0.7749 |
0.7749 |
0.7776 |
|
| S3 |
0.7705 |
0.7722 |
0.7772 |
|
| S4 |
0.7660 |
0.7678 |
0.7760 |
|
|
| Weekly Pivots for week ending 08-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8296 |
0.8195 |
0.7870 |
|
| R3 |
0.8141 |
0.8040 |
0.7827 |
|
| R2 |
0.7986 |
0.7986 |
0.7813 |
|
| R1 |
0.7885 |
0.7885 |
0.7799 |
0.7858 |
| PP |
0.7831 |
0.7831 |
0.7831 |
0.7817 |
| S1 |
0.7730 |
0.7730 |
0.7770 |
0.7703 |
| S2 |
0.7676 |
0.7676 |
0.7756 |
|
| S3 |
0.7521 |
0.7575 |
0.7742 |
|
| S4 |
0.7366 |
0.7420 |
0.7699 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7931 |
0.7776 |
0.0155 |
2.0% |
0.0056 |
0.7% |
5% |
False |
True |
3,628 |
| 10 |
0.7931 |
0.7758 |
0.0173 |
2.2% |
0.0057 |
0.7% |
15% |
False |
False |
2,393 |
| 20 |
0.7931 |
0.7758 |
0.0173 |
2.2% |
0.0049 |
0.6% |
15% |
False |
False |
1,386 |
| 40 |
0.8039 |
0.7754 |
0.0285 |
3.7% |
0.0049 |
0.6% |
11% |
False |
False |
775 |
| 60 |
0.8250 |
0.7754 |
0.0496 |
6.4% |
0.0049 |
0.6% |
6% |
False |
False |
547 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8010 |
|
2.618 |
0.7937 |
|
1.618 |
0.7893 |
|
1.000 |
0.7865 |
|
0.618 |
0.7848 |
|
HIGH |
0.7821 |
|
0.618 |
0.7804 |
|
0.500 |
0.7798 |
|
0.382 |
0.7793 |
|
LOW |
0.7776 |
|
0.618 |
0.7748 |
|
1.000 |
0.7732 |
|
1.618 |
0.7704 |
|
2.618 |
0.7659 |
|
4.250 |
0.7587 |
|
|
| Fisher Pivots for day following 08-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7798 |
0.7845 |
| PP |
0.7794 |
0.7825 |
| S1 |
0.7789 |
0.7805 |
|