CME Canadian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 23-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2018 |
23-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8017 |
0.8040 |
0.0023 |
0.3% |
0.8039 |
| High |
0.8047 |
0.8057 |
0.0010 |
0.1% |
0.8096 |
| Low |
0.8007 |
0.8011 |
0.0004 |
0.0% |
0.7979 |
| Close |
0.8035 |
0.8047 |
0.0012 |
0.1% |
0.8018 |
| Range |
0.0041 |
0.0047 |
0.0006 |
14.8% |
0.0117 |
| ATR |
0.0060 |
0.0059 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
36,601 |
64,728 |
28,127 |
76.8% |
369,672 |
|
| Daily Pivots for day following 23-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8178 |
0.8159 |
0.8073 |
|
| R3 |
0.8131 |
0.8112 |
0.8060 |
|
| R2 |
0.8085 |
0.8085 |
0.8056 |
|
| R1 |
0.8066 |
0.8066 |
0.8051 |
0.8075 |
| PP |
0.8038 |
0.8038 |
0.8038 |
0.8043 |
| S1 |
0.8019 |
0.8019 |
0.8043 |
0.8029 |
| S2 |
0.7992 |
0.7992 |
0.8038 |
|
| S3 |
0.7945 |
0.7973 |
0.8034 |
|
| S4 |
0.7899 |
0.7926 |
0.8021 |
|
|
| 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% |
59% |
False |
False |
74,045 |
| 10 |
0.8096 |
0.7949 |
0.0147 |
1.8% |
0.0064 |
0.8% |
67% |
False |
False |
82,912 |
| 20 |
0.8101 |
0.7828 |
0.0273 |
3.4% |
0.0058 |
0.7% |
80% |
False |
False |
72,541 |
| 40 |
0.8101 |
0.7753 |
0.0348 |
4.3% |
0.0057 |
0.7% |
85% |
False |
False |
49,699 |
| 60 |
0.8101 |
0.7753 |
0.0348 |
4.3% |
0.0052 |
0.6% |
85% |
False |
False |
33,218 |
| 80 |
0.8101 |
0.7753 |
0.0348 |
4.3% |
0.0050 |
0.6% |
85% |
False |
False |
24,947 |
| 100 |
0.8290 |
0.7753 |
0.0537 |
6.7% |
0.0055 |
0.7% |
55% |
False |
False |
19,976 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8255 |
|
2.618 |
0.8179 |
|
1.618 |
0.8132 |
|
1.000 |
0.8104 |
|
0.618 |
0.8086 |
|
HIGH |
0.8057 |
|
0.618 |
0.8039 |
|
0.500 |
0.8034 |
|
0.382 |
0.8028 |
|
LOW |
0.8011 |
|
0.618 |
0.7982 |
|
1.000 |
0.7964 |
|
1.618 |
0.7935 |
|
2.618 |
0.7889 |
|
4.250 |
0.7813 |
|
|
| Fisher Pivots for day following 23-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8043 |
0.8043 |
| PP |
0.8038 |
0.8039 |
| S1 |
0.8034 |
0.8035 |
|