CME Canadian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 27-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2017 |
27-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7870 |
0.7897 |
0.0027 |
0.3% |
0.7785 |
| High |
0.7898 |
0.7933 |
0.0035 |
0.4% |
0.7889 |
| Low |
0.7865 |
0.7891 |
0.0026 |
0.3% |
0.7753 |
| Close |
0.7894 |
0.7923 |
0.0029 |
0.4% |
0.7866 |
| Range |
0.0033 |
0.0042 |
0.0009 |
27.3% |
0.0137 |
| ATR |
0.0054 |
0.0053 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
19,513 |
53,255 |
33,742 |
172.9% |
313,998 |
|
| Daily Pivots for day following 27-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8041 |
0.8024 |
0.7946 |
|
| R3 |
0.7999 |
0.7982 |
0.7934 |
|
| R2 |
0.7957 |
0.7957 |
0.7930 |
|
| R1 |
0.7940 |
0.7940 |
0.7926 |
0.7949 |
| PP |
0.7915 |
0.7915 |
0.7915 |
0.7920 |
| S1 |
0.7898 |
0.7898 |
0.7919 |
0.7907 |
| S2 |
0.7873 |
0.7873 |
0.7915 |
|
| S3 |
0.7831 |
0.7856 |
0.7911 |
|
| S4 |
0.7789 |
0.7814 |
0.7899 |
|
|
| 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 |
0.7933 |
0.7777 |
0.0156 |
2.0% |
0.0052 |
0.7% |
94% |
True |
False |
55,596 |
| 10 |
0.7933 |
0.7753 |
0.0180 |
2.3% |
0.0057 |
0.7% |
94% |
True |
False |
59,363 |
| 20 |
0.7933 |
0.7753 |
0.0180 |
2.3% |
0.0056 |
0.7% |
94% |
True |
False |
33,549 |
| 40 |
0.7933 |
0.7753 |
0.0180 |
2.3% |
0.0050 |
0.6% |
94% |
True |
False |
16,929 |
| 60 |
0.8044 |
0.7753 |
0.0292 |
3.7% |
0.0048 |
0.6% |
58% |
False |
False |
11,333 |
| 80 |
0.8290 |
0.7753 |
0.0537 |
6.8% |
0.0052 |
0.7% |
32% |
False |
False |
8,527 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8111 |
|
2.618 |
0.8042 |
|
1.618 |
0.8000 |
|
1.000 |
0.7975 |
|
0.618 |
0.7958 |
|
HIGH |
0.7933 |
|
0.618 |
0.7916 |
|
0.500 |
0.7912 |
|
0.382 |
0.7907 |
|
LOW |
0.7891 |
|
0.618 |
0.7865 |
|
1.000 |
0.7849 |
|
1.618 |
0.7823 |
|
2.618 |
0.7781 |
|
4.250 |
0.7712 |
|
|
| Fisher Pivots for day following 27-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7919 |
0.7908 |
| PP |
0.7915 |
0.7894 |
| S1 |
0.7912 |
0.7880 |
|