CME Canadian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 08-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2018 |
08-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8015 |
0.8065 |
0.0050 |
0.6% |
0.7971 |
| High |
0.8101 |
0.8085 |
-0.0016 |
-0.2% |
0.8101 |
| Low |
0.7999 |
0.8038 |
0.0040 |
0.5% |
0.7969 |
| Close |
0.8067 |
0.8057 |
-0.0010 |
-0.1% |
0.8067 |
| Range |
0.0102 |
0.0047 |
-0.0056 |
-54.4% |
0.0132 |
| ATR |
0.0054 |
0.0054 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
103,650 |
61,571 |
-42,079 |
-40.6% |
287,555 |
|
| Daily Pivots for day following 08-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8199 |
0.8174 |
0.8082 |
|
| R3 |
0.8153 |
0.8128 |
0.8069 |
|
| R2 |
0.8106 |
0.8106 |
0.8065 |
|
| R1 |
0.8081 |
0.8081 |
0.8061 |
0.8071 |
| PP |
0.8060 |
0.8060 |
0.8060 |
0.8054 |
| S1 |
0.8035 |
0.8035 |
0.8052 |
0.8024 |
| S2 |
0.8013 |
0.8013 |
0.8048 |
|
| S3 |
0.7967 |
0.7988 |
0.8044 |
|
| S4 |
0.7920 |
0.7942 |
0.8031 |
|
|
| Weekly Pivots for week ending 05-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8441 |
0.8386 |
0.8139 |
|
| R3 |
0.8309 |
0.8254 |
0.8103 |
|
| R2 |
0.8177 |
0.8177 |
0.8091 |
|
| R1 |
0.8122 |
0.8122 |
0.8079 |
0.8150 |
| PP |
0.8045 |
0.8045 |
0.8045 |
0.8059 |
| S1 |
0.7990 |
0.7990 |
0.8054 |
0.8018 |
| S2 |
0.7913 |
0.7913 |
0.8042 |
|
| S3 |
0.7781 |
0.7858 |
0.8030 |
|
| S4 |
0.7649 |
0.7726 |
0.7994 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8101 |
0.7969 |
0.0132 |
1.6% |
0.0054 |
0.7% |
67% |
False |
False |
69,825 |
| 10 |
0.8101 |
0.7828 |
0.0273 |
3.4% |
0.0051 |
0.6% |
84% |
False |
False |
62,171 |
| 20 |
0.8101 |
0.7753 |
0.0348 |
4.3% |
0.0053 |
0.7% |
87% |
False |
False |
57,144 |
| 40 |
0.8101 |
0.7753 |
0.0348 |
4.3% |
0.0051 |
0.6% |
87% |
False |
False |
29,060 |
| 60 |
0.8101 |
0.7753 |
0.0348 |
4.3% |
0.0050 |
0.6% |
87% |
False |
False |
19,429 |
| 80 |
0.8250 |
0.7753 |
0.0498 |
6.2% |
0.0050 |
0.6% |
61% |
False |
False |
14,594 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8282 |
|
2.618 |
0.8206 |
|
1.618 |
0.8160 |
|
1.000 |
0.8131 |
|
0.618 |
0.8113 |
|
HIGH |
0.8085 |
|
0.618 |
0.8067 |
|
0.500 |
0.8061 |
|
0.382 |
0.8056 |
|
LOW |
0.8038 |
|
0.618 |
0.8009 |
|
1.000 |
0.7992 |
|
1.618 |
0.7963 |
|
2.618 |
0.7916 |
|
4.250 |
0.7840 |
|
|
| Fisher Pivots for day following 08-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8061 |
0.8050 |
| PP |
0.8060 |
0.8043 |
| S1 |
0.8058 |
0.8037 |
|