CME Canadian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 11-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2017 |
11-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7791 |
0.7790 |
-0.0002 |
0.0% |
0.7879 |
| High |
0.7821 |
0.7806 |
-0.0015 |
-0.2% |
0.7931 |
| Low |
0.7776 |
0.7783 |
0.0007 |
0.1% |
0.7776 |
| Close |
0.7785 |
0.7794 |
0.0009 |
0.1% |
0.7785 |
| Range |
0.0045 |
0.0023 |
-0.0022 |
-49.4% |
0.0155 |
| ATR |
0.0052 |
0.0050 |
-0.0002 |
-4.1% |
0.0000 |
| Volume |
8,311 |
20,664 |
12,353 |
148.6% |
18,141 |
|
| Daily Pivots for day following 11-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7862 |
0.7850 |
0.7806 |
|
| R3 |
0.7839 |
0.7828 |
0.7800 |
|
| R2 |
0.7817 |
0.7817 |
0.7798 |
|
| R1 |
0.7805 |
0.7805 |
0.7796 |
0.7811 |
| PP |
0.7794 |
0.7794 |
0.7794 |
0.7797 |
| S1 |
0.7783 |
0.7783 |
0.7791 |
0.7788 |
| S2 |
0.7772 |
0.7772 |
0.7789 |
|
| S3 |
0.7749 |
0.7760 |
0.7787 |
|
| S4 |
0.7727 |
0.7738 |
0.7781 |
|
|
| 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% |
0.0052 |
0.7% |
11% |
False |
False |
7,474 |
| 10 |
0.7931 |
0.7758 |
0.0173 |
2.2% |
0.0054 |
0.7% |
21% |
False |
False |
4,413 |
| 20 |
0.7931 |
0.7758 |
0.0173 |
2.2% |
0.0049 |
0.6% |
21% |
False |
False |
2,416 |
| 40 |
0.8039 |
0.7754 |
0.0285 |
3.7% |
0.0048 |
0.6% |
14% |
False |
False |
1,289 |
| 60 |
0.8217 |
0.7754 |
0.0463 |
5.9% |
0.0049 |
0.6% |
9% |
False |
False |
889 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7901 |
|
2.618 |
0.7864 |
|
1.618 |
0.7842 |
|
1.000 |
0.7828 |
|
0.618 |
0.7819 |
|
HIGH |
0.7806 |
|
0.618 |
0.7797 |
|
0.500 |
0.7794 |
|
0.382 |
0.7792 |
|
LOW |
0.7783 |
|
0.618 |
0.7769 |
|
1.000 |
0.7761 |
|
1.618 |
0.7747 |
|
2.618 |
0.7724 |
|
4.250 |
0.7687 |
|
|
| Fisher Pivots for day following 11-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7794 |
0.7804 |
| PP |
0.7794 |
0.7801 |
| S1 |
0.7794 |
0.7797 |
|