CME Canadian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 18-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2018 |
18-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8047 |
0.8037 |
-0.0010 |
-0.1% |
0.8065 |
| High |
0.8096 |
0.8061 |
-0.0035 |
-0.4% |
0.8085 |
| Low |
0.7979 |
0.8012 |
0.0034 |
0.4% |
0.7949 |
| Close |
0.8066 |
0.8051 |
-0.0016 |
-0.2% |
0.8015 |
| Range |
0.0117 |
0.0049 |
-0.0069 |
-58.5% |
0.0136 |
| ATR |
0.0061 |
0.0061 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
138,880 |
74,253 |
-64,627 |
-46.5% |
419,692 |
|
| Daily Pivots for day following 18-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8187 |
0.8167 |
0.8077 |
|
| R3 |
0.8138 |
0.8119 |
0.8064 |
|
| R2 |
0.8090 |
0.8090 |
0.8059 |
|
| R1 |
0.8070 |
0.8070 |
0.8055 |
0.8080 |
| PP |
0.8041 |
0.8041 |
0.8041 |
0.8046 |
| S1 |
0.8022 |
0.8022 |
0.8046 |
0.8031 |
| S2 |
0.7993 |
0.7993 |
0.8042 |
|
| S3 |
0.7944 |
0.7973 |
0.8037 |
|
| S4 |
0.7896 |
0.7925 |
0.8024 |
|
|
| Weekly Pivots for week ending 12-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8424 |
0.8355 |
0.8089 |
|
| R3 |
0.8288 |
0.8219 |
0.8052 |
|
| R2 |
0.8152 |
0.8152 |
0.8039 |
|
| R1 |
0.8083 |
0.8083 |
0.8027 |
0.8050 |
| PP |
0.8016 |
0.8016 |
0.8016 |
0.7999 |
| S1 |
0.7947 |
0.7947 |
0.8002 |
0.7914 |
| S2 |
0.7880 |
0.7880 |
0.7990 |
|
| S3 |
0.7744 |
0.7811 |
0.7977 |
|
| S4 |
0.7608 |
0.7675 |
0.7940 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8096 |
0.7949 |
0.0147 |
1.8% |
0.0066 |
0.8% |
69% |
False |
False |
99,116 |
| 10 |
0.8101 |
0.7949 |
0.0152 |
1.9% |
0.0068 |
0.8% |
67% |
False |
False |
90,225 |
| 20 |
0.8101 |
0.7753 |
0.0348 |
4.3% |
0.0058 |
0.7% |
86% |
False |
False |
74,693 |
| 40 |
0.8101 |
0.7753 |
0.0348 |
4.3% |
0.0056 |
0.7% |
86% |
False |
False |
45,797 |
| 60 |
0.8101 |
0.7753 |
0.0348 |
4.3% |
0.0053 |
0.7% |
86% |
False |
False |
30,611 |
| 80 |
0.8125 |
0.7753 |
0.0372 |
4.6% |
0.0051 |
0.6% |
80% |
False |
False |
22,987 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8267 |
|
2.618 |
0.8187 |
|
1.618 |
0.8139 |
|
1.000 |
0.8109 |
|
0.618 |
0.8090 |
|
HIGH |
0.8061 |
|
0.618 |
0.8042 |
|
0.500 |
0.8036 |
|
0.382 |
0.8031 |
|
LOW |
0.8012 |
|
0.618 |
0.7982 |
|
1.000 |
0.7964 |
|
1.618 |
0.7934 |
|
2.618 |
0.7885 |
|
4.250 |
0.7806 |
|
|
| Fisher Pivots for day following 18-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8046 |
0.8046 |
| PP |
0.8041 |
0.8042 |
| S1 |
0.8036 |
0.8037 |
|