CME Canadian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 28-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2017 |
28-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7897 |
0.7914 |
0.0017 |
0.2% |
0.7785 |
| High |
0.7933 |
0.7970 |
0.0038 |
0.5% |
0.7889 |
| Low |
0.7891 |
0.7911 |
0.0020 |
0.3% |
0.7753 |
| Close |
0.7923 |
0.7967 |
0.0045 |
0.6% |
0.7866 |
| Range |
0.0042 |
0.0060 |
0.0018 |
41.7% |
0.0137 |
| ATR |
0.0053 |
0.0053 |
0.0000 |
0.9% |
0.0000 |
| Volume |
53,255 |
60,515 |
7,260 |
13.6% |
313,998 |
|
| Daily Pivots for day following 28-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8128 |
0.8107 |
0.8000 |
|
| R3 |
0.8068 |
0.8047 |
0.7983 |
|
| R2 |
0.8009 |
0.8009 |
0.7978 |
|
| R1 |
0.7988 |
0.7988 |
0.7972 |
0.7998 |
| PP |
0.7949 |
0.7949 |
0.7949 |
0.7954 |
| S1 |
0.7928 |
0.7928 |
0.7962 |
0.7939 |
| S2 |
0.7890 |
0.7890 |
0.7956 |
|
| S3 |
0.7830 |
0.7869 |
0.7951 |
|
| S4 |
0.7771 |
0.7809 |
0.7934 |
|
|
| 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 |
0.7970 |
0.7802 |
0.0169 |
2.1% |
0.0057 |
0.7% |
98% |
True |
False |
58,145 |
| 10 |
0.7970 |
0.7753 |
0.0218 |
2.7% |
0.0057 |
0.7% |
99% |
True |
False |
60,967 |
| 20 |
0.7970 |
0.7753 |
0.0218 |
2.7% |
0.0057 |
0.7% |
99% |
True |
False |
36,536 |
| 40 |
0.7970 |
0.7753 |
0.0218 |
2.7% |
0.0050 |
0.6% |
99% |
True |
False |
18,436 |
| 60 |
0.8044 |
0.7753 |
0.0292 |
3.7% |
0.0048 |
0.6% |
74% |
False |
False |
12,341 |
| 80 |
0.8290 |
0.7753 |
0.0537 |
6.7% |
0.0052 |
0.7% |
40% |
False |
False |
9,280 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8223 |
|
2.618 |
0.8126 |
|
1.618 |
0.8066 |
|
1.000 |
0.8030 |
|
0.618 |
0.8007 |
|
HIGH |
0.7970 |
|
0.618 |
0.7947 |
|
0.500 |
0.7940 |
|
0.382 |
0.7933 |
|
LOW |
0.7911 |
|
0.618 |
0.7874 |
|
1.000 |
0.7851 |
|
1.618 |
0.7814 |
|
2.618 |
0.7755 |
|
4.250 |
0.7658 |
|
|
| Fisher Pivots for day following 28-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7958 |
0.7951 |
| PP |
0.7949 |
0.7934 |
| S1 |
0.7940 |
0.7918 |
|