CME Canadian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 22-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2017 |
22-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7805 |
0.7864 |
0.0059 |
0.8% |
0.7785 |
| High |
0.7889 |
0.7889 |
-0.0001 |
0.0% |
0.7889 |
| Low |
0.7802 |
0.7828 |
0.0026 |
0.3% |
0.7753 |
| Close |
0.7869 |
0.7866 |
-0.0003 |
0.0% |
0.7866 |
| Range |
0.0088 |
0.0061 |
-0.0027 |
-30.3% |
0.0137 |
| ATR |
0.0055 |
0.0055 |
0.0000 |
0.8% |
0.0000 |
| Volume |
94,749 |
62,694 |
-32,055 |
-33.8% |
313,998 |
|
| Daily Pivots for day following 22-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8044 |
0.8016 |
0.7900 |
|
| R3 |
0.7983 |
0.7955 |
0.7883 |
|
| R2 |
0.7922 |
0.7922 |
0.7877 |
|
| R1 |
0.7894 |
0.7894 |
0.7872 |
0.7908 |
| PP |
0.7861 |
0.7861 |
0.7861 |
0.7868 |
| S1 |
0.7833 |
0.7833 |
0.7860 |
0.7847 |
| S2 |
0.7800 |
0.7800 |
0.7855 |
|
| S3 |
0.7739 |
0.7772 |
0.7849 |
|
| S4 |
0.7678 |
0.7711 |
0.7832 |
|
|
| Weekly Pivots for week ending 22-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8245 |
0.8192 |
0.7941 |
|
| R3 |
0.8109 |
0.8056 |
0.7904 |
|
| R2 |
0.7972 |
0.7972 |
0.7891 |
|
| R1 |
0.7919 |
0.7919 |
0.7879 |
0.7946 |
| PP |
0.7836 |
0.7836 |
0.7836 |
0.7849 |
| S1 |
0.7783 |
0.7783 |
0.7853 |
0.7809 |
| S2 |
0.7699 |
0.7699 |
0.7841 |
|
| S3 |
0.7563 |
0.7646 |
0.7828 |
|
| S4 |
0.7426 |
0.7510 |
0.7791 |
|
|
| 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% |
0.0051 |
0.6% |
83% |
False |
False |
62,799 |
| 10 |
0.7889 |
0.7753 |
0.0137 |
1.7% |
0.0057 |
0.7% |
83% |
False |
False |
57,556 |
| 20 |
0.7931 |
0.7753 |
0.0179 |
2.3% |
0.0057 |
0.7% |
64% |
False |
False |
29,975 |
| 40 |
0.7931 |
0.7753 |
0.0179 |
2.3% |
0.0050 |
0.6% |
64% |
False |
False |
15,119 |
| 60 |
0.8055 |
0.7753 |
0.0303 |
3.8% |
0.0048 |
0.6% |
38% |
False |
False |
10,125 |
| 80 |
0.8290 |
0.7753 |
0.0537 |
6.8% |
0.0054 |
0.7% |
21% |
False |
False |
7,618 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8148 |
|
2.618 |
0.8048 |
|
1.618 |
0.7987 |
|
1.000 |
0.7950 |
|
0.618 |
0.7926 |
|
HIGH |
0.7889 |
|
0.618 |
0.7865 |
|
0.500 |
0.7858 |
|
0.382 |
0.7851 |
|
LOW |
0.7828 |
|
0.618 |
0.7790 |
|
1.000 |
0.7767 |
|
1.618 |
0.7729 |
|
2.618 |
0.7668 |
|
4.250 |
0.7568 |
|
|
| Fisher Pivots for day following 22-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7863 |
0.7855 |
| PP |
0.7861 |
0.7844 |
| S1 |
0.7858 |
0.7833 |
|