CME Canadian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 19-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2017 |
19-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7785 |
0.7789 |
0.0005 |
0.1% |
0.7790 |
| High |
0.7803 |
0.7797 |
-0.0006 |
-0.1% |
0.7880 |
| Low |
0.7779 |
0.7753 |
-0.0026 |
-0.3% |
0.7768 |
| Close |
0.7785 |
0.7779 |
-0.0006 |
-0.1% |
0.7780 |
| Range |
0.0024 |
0.0044 |
0.0020 |
83.3% |
0.0112 |
| ATR |
0.0054 |
0.0053 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
51,170 |
57,612 |
6,442 |
12.6% |
261,568 |
|
| Daily Pivots for day following 19-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7908 |
0.7888 |
0.7803 |
|
| R3 |
0.7864 |
0.7844 |
0.7791 |
|
| R2 |
0.7820 |
0.7820 |
0.7787 |
|
| R1 |
0.7800 |
0.7800 |
0.7783 |
0.7788 |
| PP |
0.7776 |
0.7776 |
0.7776 |
0.7770 |
| S1 |
0.7756 |
0.7756 |
0.7775 |
0.7744 |
| S2 |
0.7732 |
0.7732 |
0.7771 |
|
| S3 |
0.7688 |
0.7712 |
0.7767 |
|
| S4 |
0.7644 |
0.7668 |
0.7755 |
|
|
| Weekly Pivots for week ending 15-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8144 |
0.8073 |
0.7841 |
|
| R3 |
0.8032 |
0.7962 |
0.7810 |
|
| R2 |
0.7921 |
0.7921 |
0.7800 |
|
| R1 |
0.7850 |
0.7850 |
0.7790 |
0.7830 |
| PP |
0.7809 |
0.7809 |
0.7809 |
0.7799 |
| S1 |
0.7739 |
0.7739 |
0.7769 |
0.7718 |
| S2 |
0.7698 |
0.7698 |
0.7759 |
|
| S3 |
0.7586 |
0.7627 |
0.7749 |
|
| S4 |
0.7475 |
0.7516 |
0.7718 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7880 |
0.7753 |
0.0127 |
1.6% |
0.0062 |
0.8% |
21% |
False |
True |
63,130 |
| 10 |
0.7914 |
0.7753 |
0.0161 |
2.1% |
0.0057 |
0.7% |
16% |
False |
True |
38,475 |
| 20 |
0.7931 |
0.7753 |
0.0179 |
2.3% |
0.0055 |
0.7% |
15% |
False |
True |
19,759 |
| 40 |
0.7931 |
0.7753 |
0.0179 |
2.3% |
0.0050 |
0.6% |
15% |
False |
True |
10,006 |
| 60 |
0.8114 |
0.7753 |
0.0362 |
4.6% |
0.0048 |
0.6% |
7% |
False |
True |
6,711 |
| 80 |
0.8290 |
0.7753 |
0.0537 |
6.9% |
0.0053 |
0.7% |
5% |
False |
True |
5,054 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7984 |
|
2.618 |
0.7912 |
|
1.618 |
0.7868 |
|
1.000 |
0.7841 |
|
0.618 |
0.7824 |
|
HIGH |
0.7797 |
|
0.618 |
0.7780 |
|
0.500 |
0.7775 |
|
0.382 |
0.7769 |
|
LOW |
0.7753 |
|
0.618 |
0.7725 |
|
1.000 |
0.7709 |
|
1.618 |
0.7681 |
|
2.618 |
0.7637 |
|
4.250 |
0.7566 |
|
|
| Fisher Pivots for day following 19-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7778 |
0.7808 |
| PP |
0.7776 |
0.7798 |
| S1 |
0.7775 |
0.7789 |
|