CME Canadian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 18-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2017 |
18-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7987 |
0.7994 |
0.0007 |
0.1% |
0.7971 |
| High |
0.7995 |
0.8035 |
0.0040 |
0.5% |
0.8044 |
| Low |
0.7950 |
0.7990 |
0.0040 |
0.5% |
0.7971 |
| Close |
0.7981 |
0.8031 |
0.0050 |
0.6% |
0.8020 |
| Range |
0.0045 |
0.0045 |
0.0000 |
-1.1% |
0.0073 |
| ATR |
0.0051 |
0.0051 |
0.0000 |
0.5% |
0.0000 |
| Volume |
197 |
151 |
-46 |
-23.4% |
517 |
|
| Daily Pivots for day following 18-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8152 |
0.8136 |
0.8055 |
|
| R3 |
0.8107 |
0.8091 |
0.8043 |
|
| R2 |
0.8063 |
0.8063 |
0.8039 |
|
| R1 |
0.8047 |
0.8047 |
0.8035 |
0.8055 |
| PP |
0.8018 |
0.8018 |
0.8018 |
0.8022 |
| S1 |
0.8002 |
0.8002 |
0.8026 |
0.8010 |
| S2 |
0.7974 |
0.7974 |
0.8022 |
|
| S3 |
0.7929 |
0.7958 |
0.8018 |
|
| S4 |
0.7885 |
0.7913 |
0.8006 |
|
|
| Weekly Pivots for week ending 13-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8231 |
0.8198 |
0.8060 |
|
| R3 |
0.8158 |
0.8125 |
0.8040 |
|
| R2 |
0.8085 |
0.8085 |
0.8033 |
|
| R1 |
0.8052 |
0.8052 |
0.8026 |
0.8068 |
| PP |
0.8012 |
0.8012 |
0.8012 |
0.8020 |
| S1 |
0.7979 |
0.7979 |
0.8013 |
0.7995 |
| S2 |
0.7938 |
0.7938 |
0.8006 |
|
| S3 |
0.7865 |
0.7906 |
0.7999 |
|
| S4 |
0.7792 |
0.7833 |
0.7979 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8224 |
|
2.618 |
0.8151 |
|
1.618 |
0.8107 |
|
1.000 |
0.8079 |
|
0.618 |
0.8062 |
|
HIGH |
0.8035 |
|
0.618 |
0.8018 |
|
0.500 |
0.8012 |
|
0.382 |
0.8007 |
|
LOW |
0.7990 |
|
0.618 |
0.7962 |
|
1.000 |
0.7946 |
|
1.618 |
0.7918 |
|
2.618 |
0.7873 |
|
4.250 |
0.7801 |
|
|
| Fisher Pivots for day following 18-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8024 |
0.8018 |
| PP |
0.8018 |
0.8005 |
| S1 |
0.8012 |
0.7992 |
|