CME Canadian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 10-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2018 |
10-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8059 |
0.8031 |
-0.0028 |
-0.3% |
0.7971 |
| High |
0.8072 |
0.8053 |
-0.0019 |
-0.2% |
0.8101 |
| Low |
0.8020 |
0.7953 |
-0.0067 |
-0.8% |
0.7969 |
| Close |
0.8032 |
0.7958 |
-0.0075 |
-0.9% |
0.8067 |
| Range |
0.0052 |
0.0100 |
0.0048 |
94.2% |
0.0132 |
| ATR |
0.0053 |
0.0057 |
0.0003 |
6.2% |
0.0000 |
| Volume |
62,403 |
114,043 |
51,640 |
82.8% |
287,555 |
|
| Daily Pivots for day following 10-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8287 |
0.8222 |
0.8012 |
|
| R3 |
0.8187 |
0.8122 |
0.7985 |
|
| R2 |
0.8087 |
0.8087 |
0.7976 |
|
| R1 |
0.8022 |
0.8022 |
0.7967 |
0.8005 |
| PP |
0.7988 |
0.7988 |
0.7988 |
0.7979 |
| S1 |
0.7923 |
0.7923 |
0.7948 |
0.7905 |
| S2 |
0.7888 |
0.7888 |
0.7939 |
|
| S3 |
0.7788 |
0.7823 |
0.7930 |
|
| S4 |
0.7688 |
0.7723 |
0.7903 |
|
|
| 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 |
0.7953 |
0.0148 |
1.9% |
0.0069 |
0.9% |
3% |
False |
True |
81,334 |
| 10 |
0.8101 |
0.7891 |
0.0210 |
2.6% |
0.0057 |
0.7% |
32% |
False |
False |
71,595 |
| 20 |
0.8101 |
0.7753 |
0.0348 |
4.4% |
0.0057 |
0.7% |
59% |
False |
False |
64,518 |
| 40 |
0.8101 |
0.7753 |
0.0348 |
4.4% |
0.0053 |
0.7% |
59% |
False |
False |
33,467 |
| 60 |
0.8101 |
0.7753 |
0.0348 |
4.4% |
0.0051 |
0.6% |
59% |
False |
False |
22,365 |
| 80 |
0.8217 |
0.7753 |
0.0465 |
5.8% |
0.0051 |
0.6% |
44% |
False |
False |
16,796 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8477 |
|
2.618 |
0.8314 |
|
1.618 |
0.8214 |
|
1.000 |
0.8152 |
|
0.618 |
0.8114 |
|
HIGH |
0.8053 |
|
0.618 |
0.8014 |
|
0.500 |
0.8003 |
|
0.382 |
0.7991 |
|
LOW |
0.7953 |
|
0.618 |
0.7891 |
|
1.000 |
0.7853 |
|
1.618 |
0.7791 |
|
2.618 |
0.7691 |
|
4.250 |
0.7528 |
|
|
| Fisher Pivots for day following 10-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8003 |
0.8019 |
| PP |
0.7988 |
0.7998 |
| S1 |
0.7973 |
0.7978 |
|