CME Canadian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 21-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2017 |
21-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7777 |
0.7805 |
0.0028 |
0.4% |
0.7790 |
| High |
0.7814 |
0.7889 |
0.0076 |
1.0% |
0.7880 |
| Low |
0.7777 |
0.7802 |
0.0025 |
0.3% |
0.7768 |
| Close |
0.7808 |
0.7869 |
0.0061 |
0.8% |
0.7780 |
| Range |
0.0037 |
0.0088 |
0.0051 |
136.5% |
0.0112 |
| ATR |
0.0052 |
0.0055 |
0.0003 |
4.8% |
0.0000 |
| Volume |
47,773 |
94,749 |
46,976 |
98.3% |
261,568 |
|
| Daily Pivots for day following 21-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8116 |
0.8080 |
0.7917 |
|
| R3 |
0.8028 |
0.7992 |
0.7893 |
|
| R2 |
0.7941 |
0.7941 |
0.7885 |
|
| R1 |
0.7905 |
0.7905 |
0.7877 |
0.7923 |
| PP |
0.7853 |
0.7853 |
0.7853 |
0.7862 |
| S1 |
0.7817 |
0.7817 |
0.7860 |
0.7835 |
| S2 |
0.7766 |
0.7766 |
0.7852 |
|
| S3 |
0.7678 |
0.7730 |
0.7844 |
|
| S4 |
0.7591 |
0.7642 |
0.7820 |
|
|
| 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 |
0.7889 |
0.7753 |
0.0137 |
1.7% |
0.0057 |
0.7% |
85% |
True |
False |
67,866 |
| 10 |
0.7889 |
0.7753 |
0.0137 |
1.7% |
0.0055 |
0.7% |
85% |
True |
False |
52,118 |
| 20 |
0.7931 |
0.7753 |
0.0179 |
2.3% |
0.0056 |
0.7% |
65% |
False |
False |
26,856 |
| 40 |
0.7931 |
0.7753 |
0.0179 |
2.3% |
0.0050 |
0.6% |
65% |
False |
False |
13,556 |
| 60 |
0.8060 |
0.7753 |
0.0307 |
3.9% |
0.0048 |
0.6% |
38% |
False |
False |
9,082 |
| 80 |
0.8290 |
0.7753 |
0.0537 |
6.8% |
0.0054 |
0.7% |
22% |
False |
False |
6,835 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8261 |
|
2.618 |
0.8118 |
|
1.618 |
0.8031 |
|
1.000 |
0.7977 |
|
0.618 |
0.7943 |
|
HIGH |
0.7889 |
|
0.618 |
0.7856 |
|
0.500 |
0.7845 |
|
0.382 |
0.7835 |
|
LOW |
0.7802 |
|
0.618 |
0.7747 |
|
1.000 |
0.7714 |
|
1.618 |
0.7660 |
|
2.618 |
0.7572 |
|
4.250 |
0.7430 |
|
|
| Fisher Pivots for day following 21-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7861 |
0.7853 |
| PP |
0.7853 |
0.7837 |
| S1 |
0.7845 |
0.7821 |
|