CME Canadian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 18-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2017 |
18-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8250 |
0.8200 |
-0.0050 |
-0.6% |
0.8238 |
| High |
0.8250 |
0.8217 |
-0.0033 |
-0.4% |
0.8275 |
| Low |
0.8189 |
0.8113 |
-0.0076 |
-0.9% |
0.8175 |
| Close |
0.8213 |
0.8129 |
-0.0084 |
-1.0% |
0.8213 |
| Range |
0.0062 |
0.0105 |
0.0043 |
69.9% |
0.0099 |
| ATR |
0.0071 |
0.0074 |
0.0002 |
3.3% |
0.0000 |
| Volume |
149 |
120 |
-29 |
-19.5% |
544 |
|
| Daily Pivots for day following 18-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8466 |
0.8402 |
0.8186 |
|
| R3 |
0.8362 |
0.8297 |
0.8157 |
|
| R2 |
0.8257 |
0.8257 |
0.8148 |
|
| R1 |
0.8193 |
0.8193 |
0.8138 |
0.8173 |
| PP |
0.8153 |
0.8153 |
0.8153 |
0.8143 |
| S1 |
0.8088 |
0.8088 |
0.8119 |
0.8068 |
| S2 |
0.8048 |
0.8048 |
0.8109 |
|
| S3 |
0.7944 |
0.7984 |
0.8100 |
|
| S4 |
0.7839 |
0.7879 |
0.8071 |
|
|
| Weekly Pivots for week ending 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8519 |
0.8465 |
0.8267 |
|
| R3 |
0.8420 |
0.8366 |
0.8240 |
|
| R2 |
0.8320 |
0.8320 |
0.8231 |
|
| R1 |
0.8266 |
0.8266 |
0.8222 |
0.8244 |
| PP |
0.8221 |
0.8221 |
0.8221 |
0.8209 |
| S1 |
0.8167 |
0.8167 |
0.8203 |
0.8144 |
| S2 |
0.8121 |
0.8121 |
0.8194 |
|
| S3 |
0.8022 |
0.8067 |
0.8185 |
|
| S4 |
0.7922 |
0.7968 |
0.8158 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8661 |
|
2.618 |
0.8491 |
|
1.618 |
0.8386 |
|
1.000 |
0.8322 |
|
0.618 |
0.8282 |
|
HIGH |
0.8217 |
|
0.618 |
0.8177 |
|
0.500 |
0.8165 |
|
0.382 |
0.8152 |
|
LOW |
0.8113 |
|
0.618 |
0.8048 |
|
1.000 |
0.8008 |
|
1.618 |
0.7943 |
|
2.618 |
0.7839 |
|
4.250 |
0.7668 |
|
|
| Fisher Pivots for day following 18-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8165 |
0.8181 |
| PP |
0.8153 |
0.8164 |
| S1 |
0.8141 |
0.8146 |
|