CME Canadian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 29-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2017 |
29-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7914 |
0.7966 |
0.0052 |
0.7% |
0.7870 |
| High |
0.7970 |
0.7999 |
0.0028 |
0.4% |
0.7999 |
| Low |
0.7911 |
0.7951 |
0.0041 |
0.5% |
0.7865 |
| Close |
0.7967 |
0.7990 |
0.0023 |
0.3% |
0.7990 |
| Range |
0.0060 |
0.0048 |
-0.0012 |
-20.2% |
0.0134 |
| ATR |
0.0053 |
0.0053 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
60,515 |
76,612 |
16,097 |
26.6% |
209,895 |
|
| Daily Pivots for day following 29-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8122 |
0.8104 |
0.8016 |
|
| R3 |
0.8075 |
0.8056 |
0.8003 |
|
| R2 |
0.8027 |
0.8027 |
0.7999 |
|
| R1 |
0.8009 |
0.8009 |
0.7994 |
0.8018 |
| PP |
0.7980 |
0.7980 |
0.7980 |
0.7985 |
| S1 |
0.7961 |
0.7961 |
0.7986 |
0.7971 |
| S2 |
0.7932 |
0.7932 |
0.7981 |
|
| S3 |
0.7885 |
0.7914 |
0.7977 |
|
| S4 |
0.7837 |
0.7866 |
0.7964 |
|
|
| Weekly Pivots for week ending 29-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8352 |
0.8304 |
0.8063 |
|
| R3 |
0.8218 |
0.8171 |
0.8027 |
|
| R2 |
0.8085 |
0.8085 |
0.8014 |
|
| R1 |
0.8037 |
0.8037 |
0.8002 |
0.8061 |
| PP |
0.7951 |
0.7951 |
0.7951 |
0.7963 |
| S1 |
0.7904 |
0.7904 |
0.7978 |
0.7928 |
| S2 |
0.7818 |
0.7818 |
0.7966 |
|
| S3 |
0.7684 |
0.7770 |
0.7953 |
|
| S4 |
0.7551 |
0.7637 |
0.7917 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7999 |
0.7828 |
0.0171 |
2.1% |
0.0049 |
0.6% |
95% |
True |
False |
54,517 |
| 10 |
0.7999 |
0.7753 |
0.0246 |
3.1% |
0.0053 |
0.7% |
97% |
True |
False |
61,192 |
| 20 |
0.7999 |
0.7753 |
0.0246 |
3.1% |
0.0058 |
0.7% |
97% |
True |
False |
40,316 |
| 40 |
0.7999 |
0.7753 |
0.0246 |
3.1% |
0.0051 |
0.6% |
97% |
True |
False |
20,348 |
| 60 |
0.8044 |
0.7753 |
0.0292 |
3.6% |
0.0048 |
0.6% |
81% |
False |
False |
13,617 |
| 80 |
0.8290 |
0.7753 |
0.0537 |
6.7% |
0.0051 |
0.6% |
44% |
False |
False |
10,235 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8200 |
|
2.618 |
0.8123 |
|
1.618 |
0.8075 |
|
1.000 |
0.8046 |
|
0.618 |
0.8028 |
|
HIGH |
0.7999 |
|
0.618 |
0.7980 |
|
0.500 |
0.7975 |
|
0.382 |
0.7969 |
|
LOW |
0.7951 |
|
0.618 |
0.7922 |
|
1.000 |
0.7904 |
|
1.618 |
0.7874 |
|
2.618 |
0.7827 |
|
4.250 |
0.7749 |
|
|
| Fisher Pivots for day following 29-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7985 |
0.7975 |
| PP |
0.7980 |
0.7960 |
| S1 |
0.7975 |
0.7945 |
|