CME Canadian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 20-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2017 |
20-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7789 |
0.7777 |
-0.0012 |
-0.2% |
0.7790 |
| High |
0.7797 |
0.7814 |
0.0017 |
0.2% |
0.7880 |
| Low |
0.7753 |
0.7777 |
0.0024 |
0.3% |
0.7768 |
| Close |
0.7779 |
0.7808 |
0.0029 |
0.4% |
0.7780 |
| Range |
0.0044 |
0.0037 |
-0.0007 |
-15.9% |
0.0112 |
| ATR |
0.0053 |
0.0052 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
57,612 |
47,773 |
-9,839 |
-17.1% |
261,568 |
|
| Daily Pivots for day following 20-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7910 |
0.7896 |
0.7828 |
|
| R3 |
0.7873 |
0.7859 |
0.7818 |
|
| R2 |
0.7836 |
0.7836 |
0.7814 |
|
| R1 |
0.7822 |
0.7822 |
0.7811 |
0.7829 |
| PP |
0.7799 |
0.7799 |
0.7799 |
0.7803 |
| S1 |
0.7785 |
0.7785 |
0.7804 |
0.7792 |
| S2 |
0.7762 |
0.7762 |
0.7801 |
|
| S3 |
0.7725 |
0.7748 |
0.7797 |
|
| S4 |
0.7688 |
0.7711 |
0.7787 |
|
|
| 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% |
0.0058 |
0.7% |
43% |
False |
False |
63,789 |
| 10 |
0.7880 |
0.7753 |
0.0127 |
1.6% |
0.0051 |
0.7% |
43% |
False |
False |
42,941 |
| 20 |
0.7931 |
0.7753 |
0.0179 |
2.3% |
0.0054 |
0.7% |
31% |
False |
False |
22,133 |
| 40 |
0.7931 |
0.7753 |
0.0179 |
2.3% |
0.0050 |
0.6% |
31% |
False |
False |
11,199 |
| 60 |
0.8111 |
0.7753 |
0.0359 |
4.6% |
0.0048 |
0.6% |
15% |
False |
False |
7,506 |
| 80 |
0.8290 |
0.7753 |
0.0537 |
6.9% |
0.0054 |
0.7% |
10% |
False |
False |
5,651 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7971 |
|
2.618 |
0.7910 |
|
1.618 |
0.7873 |
|
1.000 |
0.7850 |
|
0.618 |
0.7836 |
|
HIGH |
0.7814 |
|
0.618 |
0.7799 |
|
0.500 |
0.7795 |
|
0.382 |
0.7791 |
|
LOW |
0.7777 |
|
0.618 |
0.7754 |
|
1.000 |
0.7740 |
|
1.618 |
0.7717 |
|
2.618 |
0.7680 |
|
4.250 |
0.7619 |
|
|
| Fisher Pivots for day following 20-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7803 |
0.7799 |
| PP |
0.7799 |
0.7791 |
| S1 |
0.7795 |
0.7783 |
|