CME Canadian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 22-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2018 |
22-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8061 |
0.8017 |
-0.0045 |
-0.6% |
0.8039 |
| High |
0.8070 |
0.8047 |
-0.0023 |
-0.3% |
0.8096 |
| Low |
0.8000 |
0.8007 |
0.0007 |
0.1% |
0.7979 |
| Close |
0.8018 |
0.8035 |
0.0018 |
0.2% |
0.8018 |
| Range |
0.0070 |
0.0041 |
-0.0030 |
-42.6% |
0.0117 |
| ATR |
0.0061 |
0.0060 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
55,766 |
36,601 |
-19,165 |
-34.4% |
369,672 |
|
| Daily Pivots for day following 22-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8151 |
0.8134 |
0.8057 |
|
| R3 |
0.8111 |
0.8093 |
0.8046 |
|
| R2 |
0.8070 |
0.8070 |
0.8042 |
|
| R1 |
0.8053 |
0.8053 |
0.8039 |
0.8061 |
| PP |
0.8030 |
0.8030 |
0.8030 |
0.8034 |
| S1 |
0.8012 |
0.8012 |
0.8031 |
0.8021 |
| S2 |
0.7989 |
0.7989 |
0.8028 |
|
| S3 |
0.7949 |
0.7972 |
0.8024 |
|
| S4 |
0.7908 |
0.7931 |
0.8013 |
|
|
| Weekly Pivots for week ending 19-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8382 |
0.8317 |
0.8082 |
|
| R3 |
0.8265 |
0.8200 |
0.8050 |
|
| R2 |
0.8148 |
0.8148 |
0.8039 |
|
| R1 |
0.8083 |
0.8083 |
0.8028 |
0.8057 |
| PP |
0.8031 |
0.8031 |
0.8031 |
0.8018 |
| S1 |
0.7966 |
0.7966 |
0.8007 |
0.7940 |
| S2 |
0.7914 |
0.7914 |
0.7996 |
|
| S3 |
0.7797 |
0.7849 |
0.7985 |
|
| S4 |
0.7680 |
0.7732 |
0.7953 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8096 |
0.7979 |
0.0117 |
1.5% |
0.0065 |
0.8% |
48% |
False |
False |
81,254 |
| 10 |
0.8096 |
0.7949 |
0.0147 |
1.8% |
0.0064 |
0.8% |
59% |
False |
False |
82,596 |
| 20 |
0.8101 |
0.7802 |
0.0299 |
3.7% |
0.0060 |
0.7% |
78% |
False |
False |
74,042 |
| 40 |
0.8101 |
0.7753 |
0.0348 |
4.3% |
0.0057 |
0.7% |
81% |
False |
False |
48,088 |
| 60 |
0.8101 |
0.7753 |
0.0348 |
4.3% |
0.0053 |
0.7% |
81% |
False |
False |
32,147 |
| 80 |
0.8111 |
0.7753 |
0.0359 |
4.5% |
0.0051 |
0.6% |
79% |
False |
False |
24,140 |
| 100 |
0.8290 |
0.7753 |
0.0537 |
6.7% |
0.0055 |
0.7% |
53% |
False |
False |
19,329 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8219 |
|
2.618 |
0.8153 |
|
1.618 |
0.8113 |
|
1.000 |
0.8088 |
|
0.618 |
0.8072 |
|
HIGH |
0.8047 |
|
0.618 |
0.8032 |
|
0.500 |
0.8027 |
|
0.382 |
0.8022 |
|
LOW |
0.8007 |
|
0.618 |
0.7981 |
|
1.000 |
0.7966 |
|
1.618 |
0.7941 |
|
2.618 |
0.7900 |
|
4.250 |
0.7834 |
|
|
| Fisher Pivots for day following 22-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8032 |
0.8035 |
| PP |
0.8030 |
0.8035 |
| S1 |
0.8027 |
0.8035 |
|