CME Canadian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 24-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2018 |
24-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8040 |
0.8054 |
0.0015 |
0.2% |
0.8039 |
| High |
0.8057 |
0.8124 |
0.0066 |
0.8% |
0.8096 |
| Low |
0.8011 |
0.8051 |
0.0040 |
0.5% |
0.7979 |
| Close |
0.8047 |
0.8120 |
0.0072 |
0.9% |
0.8018 |
| Range |
0.0047 |
0.0073 |
0.0026 |
57.0% |
0.0117 |
| ATR |
0.0059 |
0.0060 |
0.0001 |
2.1% |
0.0000 |
| Volume |
64,728 |
105,798 |
41,070 |
63.5% |
369,672 |
|
| Daily Pivots for day following 24-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8317 |
0.8291 |
0.8160 |
|
| R3 |
0.8244 |
0.8218 |
0.8140 |
|
| R2 |
0.8171 |
0.8171 |
0.8133 |
|
| R1 |
0.8145 |
0.8145 |
0.8126 |
0.8158 |
| PP |
0.8098 |
0.8098 |
0.8098 |
0.8104 |
| S1 |
0.8072 |
0.8072 |
0.8113 |
0.8085 |
| S2 |
0.8025 |
0.8025 |
0.8106 |
|
| S3 |
0.7952 |
0.7999 |
0.8099 |
|
| S4 |
0.7879 |
0.7926 |
0.8079 |
|
|
| 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 |
0.8124 |
0.8000 |
0.0124 |
1.5% |
0.0056 |
0.7% |
97% |
True |
False |
67,429 |
| 10 |
0.8124 |
0.7949 |
0.0175 |
2.2% |
0.0066 |
0.8% |
98% |
True |
False |
87,251 |
| 20 |
0.8124 |
0.7865 |
0.0259 |
3.2% |
0.0058 |
0.7% |
98% |
True |
False |
74,697 |
| 40 |
0.8124 |
0.7753 |
0.0371 |
4.6% |
0.0058 |
0.7% |
99% |
True |
False |
52,336 |
| 60 |
0.8124 |
0.7753 |
0.0371 |
4.6% |
0.0053 |
0.7% |
99% |
True |
False |
34,978 |
| 80 |
0.8124 |
0.7753 |
0.0371 |
4.6% |
0.0051 |
0.6% |
99% |
True |
False |
26,268 |
| 100 |
0.8290 |
0.7753 |
0.0537 |
6.6% |
0.0055 |
0.7% |
68% |
False |
False |
21,034 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8434 |
|
2.618 |
0.8315 |
|
1.618 |
0.8242 |
|
1.000 |
0.8197 |
|
0.618 |
0.8169 |
|
HIGH |
0.8124 |
|
0.618 |
0.8096 |
|
0.500 |
0.8087 |
|
0.382 |
0.8078 |
|
LOW |
0.8051 |
|
0.618 |
0.8005 |
|
1.000 |
0.7978 |
|
1.618 |
0.7932 |
|
2.618 |
0.7859 |
|
4.250 |
0.7740 |
|
|
| Fisher Pivots for day following 24-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8109 |
0.8101 |
| PP |
0.8098 |
0.8083 |
| S1 |
0.8087 |
0.8065 |
|