CME Canadian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 26-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2017 |
26-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7864 |
0.7870 |
0.0006 |
0.1% |
0.7785 |
| High |
0.7889 |
0.7898 |
0.0010 |
0.1% |
0.7889 |
| Low |
0.7828 |
0.7865 |
0.0038 |
0.5% |
0.7753 |
| Close |
0.7866 |
0.7894 |
0.0028 |
0.4% |
0.7866 |
| Range |
0.0061 |
0.0033 |
-0.0028 |
-45.9% |
0.0137 |
| ATR |
0.0055 |
0.0054 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
62,694 |
19,513 |
-43,181 |
-68.9% |
313,998 |
|
| Daily Pivots for day following 26-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7985 |
0.7972 |
0.7912 |
|
| R3 |
0.7952 |
0.7939 |
0.7903 |
|
| R2 |
0.7919 |
0.7919 |
0.7900 |
|
| R1 |
0.7906 |
0.7906 |
0.7897 |
0.7913 |
| PP |
0.7886 |
0.7886 |
0.7886 |
0.7889 |
| S1 |
0.7873 |
0.7873 |
0.7891 |
0.7880 |
| S2 |
0.7853 |
0.7853 |
0.7888 |
|
| S3 |
0.7820 |
0.7840 |
0.7885 |
|
| S4 |
0.7787 |
0.7807 |
0.7876 |
|
|
| 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 |
0.7898 |
0.7753 |
0.0146 |
1.8% |
0.0052 |
0.7% |
97% |
True |
False |
56,468 |
| 10 |
0.7898 |
0.7753 |
0.0146 |
1.8% |
0.0058 |
0.7% |
97% |
True |
False |
57,441 |
| 20 |
0.7931 |
0.7753 |
0.0179 |
2.3% |
0.0056 |
0.7% |
79% |
False |
False |
30,927 |
| 40 |
0.7931 |
0.7753 |
0.0179 |
2.3% |
0.0049 |
0.6% |
79% |
False |
False |
15,603 |
| 60 |
0.8044 |
0.7753 |
0.0292 |
3.7% |
0.0047 |
0.6% |
49% |
False |
False |
10,447 |
| 80 |
0.8290 |
0.7753 |
0.0537 |
6.8% |
0.0053 |
0.7% |
26% |
False |
False |
7,861 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8038 |
|
2.618 |
0.7984 |
|
1.618 |
0.7951 |
|
1.000 |
0.7931 |
|
0.618 |
0.7918 |
|
HIGH |
0.7898 |
|
0.618 |
0.7885 |
|
0.500 |
0.7882 |
|
0.382 |
0.7878 |
|
LOW |
0.7865 |
|
0.618 |
0.7845 |
|
1.000 |
0.7832 |
|
1.618 |
0.7812 |
|
2.618 |
0.7779 |
|
4.250 |
0.7725 |
|
|
| Fisher Pivots for day following 26-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7890 |
0.7879 |
| PP |
0.7886 |
0.7865 |
| S1 |
0.7882 |
0.7850 |
|