CME Canadian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 12-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2017 |
12-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8238 |
0.8257 |
0.0020 |
0.2% |
0.8110 |
| High |
0.8266 |
0.8275 |
0.0009 |
0.1% |
0.8290 |
| Low |
0.8220 |
0.8208 |
-0.0012 |
-0.1% |
0.8061 |
| Close |
0.8258 |
0.8214 |
-0.0045 |
-0.5% |
0.8236 |
| Range |
0.0046 |
0.0067 |
0.0021 |
44.6% |
0.0229 |
| ATR |
|
|
|
|
|
| Volume |
96 |
120 |
24 |
25.0% |
614 |
|
| Daily Pivots for day following 12-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8432 |
0.8389 |
0.8250 |
|
| R3 |
0.8365 |
0.8323 |
0.8232 |
|
| R2 |
0.8299 |
0.8299 |
0.8226 |
|
| R1 |
0.8256 |
0.8256 |
0.8220 |
0.8244 |
| PP |
0.8232 |
0.8232 |
0.8232 |
0.8226 |
| S1 |
0.8190 |
0.8190 |
0.8207 |
0.8178 |
| S2 |
0.8166 |
0.8166 |
0.8201 |
|
| S3 |
0.8099 |
0.8123 |
0.8195 |
|
| S4 |
0.8033 |
0.8057 |
0.8177 |
|
|
| Weekly Pivots for week ending 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8882 |
0.8788 |
0.8361 |
|
| R3 |
0.8653 |
0.8559 |
0.8298 |
|
| R2 |
0.8424 |
0.8424 |
0.8277 |
|
| R1 |
0.8330 |
0.8330 |
0.8256 |
0.8377 |
| PP |
0.8195 |
0.8195 |
0.8195 |
0.8219 |
| S1 |
0.8101 |
0.8101 |
0.8215 |
0.8148 |
| S2 |
0.7966 |
0.7966 |
0.8194 |
|
| S3 |
0.7737 |
0.7872 |
0.8173 |
|
| S4 |
0.7508 |
0.7643 |
0.8110 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8557 |
|
2.618 |
0.8449 |
|
1.618 |
0.8382 |
|
1.000 |
0.8341 |
|
0.618 |
0.8316 |
|
HIGH |
0.8275 |
|
0.618 |
0.8249 |
|
0.500 |
0.8241 |
|
0.382 |
0.8233 |
|
LOW |
0.8208 |
|
0.618 |
0.8167 |
|
1.000 |
0.8142 |
|
1.618 |
0.8100 |
|
2.618 |
0.8034 |
|
4.250 |
0.7925 |
|
|
| Fisher Pivots for day following 12-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8241 |
0.8249 |
| PP |
0.8232 |
0.8237 |
| S1 |
0.8223 |
0.8225 |
|