CME Canadian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 11-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2018 |
11-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8031 |
0.7976 |
-0.0056 |
-0.7% |
0.7971 |
| High |
0.8053 |
0.7996 |
-0.0057 |
-0.7% |
0.8101 |
| Low |
0.7953 |
0.7949 |
-0.0004 |
-0.1% |
0.7969 |
| Close |
0.7958 |
0.7991 |
0.0033 |
0.4% |
0.8067 |
| Range |
0.0100 |
0.0048 |
-0.0052 |
-52.5% |
0.0132 |
| ATR |
0.0057 |
0.0056 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
114,043 |
91,790 |
-22,253 |
-19.5% |
287,555 |
|
| Daily Pivots for day following 11-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8121 |
0.8103 |
0.8017 |
|
| R3 |
0.8073 |
0.8056 |
0.8004 |
|
| R2 |
0.8026 |
0.8026 |
0.7999 |
|
| R1 |
0.8008 |
0.8008 |
0.7995 |
0.8017 |
| PP |
0.7978 |
0.7978 |
0.7978 |
0.7983 |
| S1 |
0.7961 |
0.7961 |
0.7986 |
0.7970 |
| S2 |
0.7931 |
0.7931 |
0.7982 |
|
| S3 |
0.7883 |
0.7913 |
0.7977 |
|
| S4 |
0.7836 |
0.7866 |
0.7964 |
|
|
| 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 |
0.7949 |
0.0152 |
1.9% |
0.0070 |
0.9% |
28% |
False |
True |
86,691 |
| 10 |
0.8101 |
0.7911 |
0.0190 |
2.4% |
0.0058 |
0.7% |
42% |
False |
False |
75,448 |
| 20 |
0.8101 |
0.7753 |
0.0348 |
4.4% |
0.0057 |
0.7% |
68% |
False |
False |
67,406 |
| 40 |
0.8101 |
0.7753 |
0.0348 |
4.4% |
0.0054 |
0.7% |
68% |
False |
False |
35,757 |
| 60 |
0.8101 |
0.7753 |
0.0348 |
4.4% |
0.0051 |
0.6% |
68% |
False |
False |
23,893 |
| 80 |
0.8200 |
0.7753 |
0.0448 |
5.6% |
0.0050 |
0.6% |
53% |
False |
False |
17,942 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8198 |
|
2.618 |
0.8120 |
|
1.618 |
0.8073 |
|
1.000 |
0.8044 |
|
0.618 |
0.8025 |
|
HIGH |
0.7996 |
|
0.618 |
0.7978 |
|
0.500 |
0.7972 |
|
0.382 |
0.7967 |
|
LOW |
0.7949 |
|
0.618 |
0.7919 |
|
1.000 |
0.7901 |
|
1.618 |
0.7872 |
|
2.618 |
0.7824 |
|
4.250 |
0.7747 |
|
|
| Fisher Pivots for day following 11-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7984 |
0.8010 |
| PP |
0.7978 |
0.8004 |
| S1 |
0.7972 |
0.7997 |
|