CME Canadian Dollar Future December 2018
Trading Metrics calculated at close of trading on 07-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2018 |
07-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
0.7802 |
0.7776 |
-0.0026 |
-0.3% |
0.7948 |
High |
0.7802 |
0.7797 |
-0.0005 |
-0.1% |
0.7963 |
Low |
0.7785 |
0.7738 |
-0.0047 |
-0.6% |
0.7785 |
Close |
0.7792 |
0.7778 |
-0.0014 |
-0.2% |
0.7793 |
Range |
0.0017 |
0.0059 |
0.0042 |
247.1% |
0.0179 |
ATR |
0.0047 |
0.0048 |
0.0001 |
1.8% |
0.0000 |
Volume |
18 |
90 |
72 |
400.0% |
467 |
|
Daily Pivots for day following 07-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7948 |
0.7922 |
0.7810 |
|
R3 |
0.7889 |
0.7863 |
0.7794 |
|
R2 |
0.7830 |
0.7830 |
0.7789 |
|
R1 |
0.7804 |
0.7804 |
0.7783 |
0.7817 |
PP |
0.7771 |
0.7771 |
0.7771 |
0.7778 |
S1 |
0.7745 |
0.7745 |
0.7773 |
0.7758 |
S2 |
0.7712 |
0.7712 |
0.7767 |
|
S3 |
0.7653 |
0.7686 |
0.7762 |
|
S4 |
0.7594 |
0.7627 |
0.7746 |
|
|
Weekly Pivots for week ending 02-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8382 |
0.8266 |
0.7891 |
|
R3 |
0.8204 |
0.8087 |
0.7842 |
|
R2 |
0.8025 |
0.8025 |
0.7825 |
|
R1 |
0.7909 |
0.7909 |
0.7809 |
0.7878 |
PP |
0.7847 |
0.7847 |
0.7847 |
0.7831 |
S1 |
0.7730 |
0.7730 |
0.7776 |
0.7699 |
S2 |
0.7668 |
0.7668 |
0.7760 |
|
S3 |
0.7490 |
0.7552 |
0.7743 |
|
S4 |
0.7311 |
0.7373 |
0.7694 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8048 |
2.618 |
0.7951 |
1.618 |
0.7892 |
1.000 |
0.7856 |
0.618 |
0.7833 |
HIGH |
0.7797 |
0.618 |
0.7774 |
0.500 |
0.7768 |
0.382 |
0.7761 |
LOW |
0.7738 |
0.618 |
0.7702 |
1.000 |
0.7679 |
1.618 |
0.7643 |
2.618 |
0.7584 |
4.250 |
0.7487 |
|
|
Fisher Pivots for day following 07-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7775 |
0.7775 |
PP |
0.7771 |
0.7772 |
S1 |
0.7768 |
0.7769 |
|