CME Canadian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 25-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2018 |
25-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8054 |
0.8106 |
0.0052 |
0.6% |
0.8039 |
| High |
0.8124 |
0.8146 |
0.0023 |
0.3% |
0.8096 |
| Low |
0.8051 |
0.8075 |
0.0024 |
0.3% |
0.7979 |
| Close |
0.8120 |
0.8092 |
-0.0028 |
-0.3% |
0.8018 |
| Range |
0.0073 |
0.0071 |
-0.0002 |
-2.1% |
0.0117 |
| ATR |
0.0060 |
0.0061 |
0.0001 |
1.3% |
0.0000 |
| Volume |
105,798 |
116,032 |
10,234 |
9.7% |
369,672 |
|
| Daily Pivots for day following 25-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8319 |
0.8277 |
0.8131 |
|
| R3 |
0.8247 |
0.8205 |
0.8112 |
|
| R2 |
0.8176 |
0.8176 |
0.8105 |
|
| R1 |
0.8134 |
0.8134 |
0.8099 |
0.8119 |
| PP |
0.8104 |
0.8104 |
0.8104 |
0.8097 |
| S1 |
0.8062 |
0.8062 |
0.8085 |
0.8048 |
| S2 |
0.8033 |
0.8033 |
0.8079 |
|
| S3 |
0.7961 |
0.7991 |
0.8072 |
|
| S4 |
0.7890 |
0.7919 |
0.8053 |
|
|
| 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 |
0.8146 |
0.8000 |
0.0146 |
1.8% |
0.0060 |
0.7% |
63% |
True |
False |
75,785 |
| 10 |
0.8146 |
0.7949 |
0.0198 |
2.4% |
0.0063 |
0.8% |
73% |
True |
False |
87,450 |
| 20 |
0.8146 |
0.7891 |
0.0256 |
3.2% |
0.0060 |
0.7% |
79% |
True |
False |
79,523 |
| 40 |
0.8146 |
0.7753 |
0.0394 |
4.9% |
0.0058 |
0.7% |
86% |
True |
False |
55,225 |
| 60 |
0.8146 |
0.7753 |
0.0394 |
4.9% |
0.0053 |
0.7% |
86% |
True |
False |
36,909 |
| 80 |
0.8146 |
0.7753 |
0.0394 |
4.9% |
0.0051 |
0.6% |
86% |
True |
False |
27,716 |
| 100 |
0.8290 |
0.7753 |
0.0537 |
6.6% |
0.0054 |
0.7% |
63% |
False |
False |
22,194 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8450 |
|
2.618 |
0.8333 |
|
1.618 |
0.8262 |
|
1.000 |
0.8217 |
|
0.618 |
0.8190 |
|
HIGH |
0.8146 |
|
0.618 |
0.8119 |
|
0.500 |
0.8110 |
|
0.382 |
0.8102 |
|
LOW |
0.8075 |
|
0.618 |
0.8030 |
|
1.000 |
0.8003 |
|
1.618 |
0.7959 |
|
2.618 |
0.7887 |
|
4.250 |
0.7771 |
|
|
| Fisher Pivots for day following 25-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8110 |
0.8087 |
| PP |
0.8104 |
0.8083 |
| S1 |
0.8098 |
0.8078 |
|