CME Canadian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 14-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2017 |
14-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7780 |
0.7814 |
0.0033 |
0.4% |
0.7879 |
| High |
0.7831 |
0.7880 |
0.0049 |
0.6% |
0.7931 |
| Low |
0.7776 |
0.7785 |
0.0009 |
0.1% |
0.7776 |
| Close |
0.7825 |
0.7858 |
0.0033 |
0.4% |
0.7785 |
| Range |
0.0055 |
0.0095 |
0.0040 |
73.4% |
0.0155 |
| ATR |
0.0051 |
0.0054 |
0.0003 |
6.2% |
0.0000 |
| Volume |
44,477 |
74,363 |
29,886 |
67.2% |
18,141 |
|
| Daily Pivots for day following 14-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8124 |
0.8086 |
0.7910 |
|
| R3 |
0.8030 |
0.7991 |
0.7884 |
|
| R2 |
0.7935 |
0.7935 |
0.7875 |
|
| R1 |
0.7897 |
0.7897 |
0.7867 |
0.7916 |
| PP |
0.7841 |
0.7841 |
0.7841 |
0.7851 |
| S1 |
0.7802 |
0.7802 |
0.7849 |
0.7822 |
| S2 |
0.7746 |
0.7746 |
0.7841 |
|
| S3 |
0.7652 |
0.7708 |
0.7832 |
|
| S4 |
0.7557 |
0.7613 |
0.7806 |
|
|
| 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 |
0.7880 |
0.7768 |
0.0112 |
1.4% |
0.0053 |
0.7% |
81% |
True |
False |
36,370 |
| 10 |
0.7931 |
0.7764 |
0.0167 |
2.1% |
0.0063 |
0.8% |
56% |
False |
False |
19,440 |
| 20 |
0.7931 |
0.7758 |
0.0173 |
2.2% |
0.0053 |
0.7% |
58% |
False |
False |
9,967 |
| 40 |
0.8039 |
0.7754 |
0.0285 |
3.6% |
0.0050 |
0.6% |
37% |
False |
False |
5,098 |
| 60 |
0.8161 |
0.7754 |
0.0407 |
5.2% |
0.0048 |
0.6% |
26% |
False |
False |
3,432 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8281 |
|
2.618 |
0.8127 |
|
1.618 |
0.8032 |
|
1.000 |
0.7974 |
|
0.618 |
0.7938 |
|
HIGH |
0.7880 |
|
0.618 |
0.7843 |
|
0.500 |
0.7832 |
|
0.382 |
0.7821 |
|
LOW |
0.7785 |
|
0.618 |
0.7727 |
|
1.000 |
0.7691 |
|
1.618 |
0.7632 |
|
2.618 |
0.7538 |
|
4.250 |
0.7383 |
|
|
| Fisher Pivots for day following 14-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7849 |
0.7847 |
| PP |
0.7841 |
0.7835 |
| S1 |
0.7832 |
0.7824 |
|