CME Canadian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 26-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2018 |
26-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8106 |
0.8079 |
-0.0028 |
-0.3% |
0.8017 |
| High |
0.8146 |
0.8139 |
-0.0007 |
-0.1% |
0.8146 |
| Low |
0.8075 |
0.8074 |
-0.0001 |
0.0% |
0.8007 |
| Close |
0.8092 |
0.8122 |
0.0030 |
0.4% |
0.8122 |
| Range |
0.0071 |
0.0065 |
-0.0006 |
-9.1% |
0.0139 |
| ATR |
0.0061 |
0.0061 |
0.0000 |
0.5% |
0.0000 |
| Volume |
116,032 |
82,772 |
-33,260 |
-28.7% |
405,931 |
|
| Daily Pivots for day following 26-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8307 |
0.8279 |
0.8157 |
|
| R3 |
0.8242 |
0.8214 |
0.8139 |
|
| R2 |
0.8177 |
0.8177 |
0.8133 |
|
| R1 |
0.8149 |
0.8149 |
0.8127 |
0.8163 |
| PP |
0.8112 |
0.8112 |
0.8112 |
0.8118 |
| S1 |
0.8084 |
0.8084 |
0.8116 |
0.8098 |
| S2 |
0.8046 |
0.8046 |
0.8110 |
|
| S3 |
0.7981 |
0.8019 |
0.8104 |
|
| S4 |
0.7916 |
0.7954 |
0.8086 |
|
|
| Weekly Pivots for week ending 26-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8510 |
0.8455 |
0.8198 |
|
| R3 |
0.8370 |
0.8316 |
0.8160 |
|
| R2 |
0.8231 |
0.8231 |
0.8147 |
|
| R1 |
0.8176 |
0.8176 |
0.8134 |
0.8204 |
| PP |
0.8091 |
0.8091 |
0.8091 |
0.8105 |
| S1 |
0.8037 |
0.8037 |
0.8109 |
0.8064 |
| S2 |
0.7952 |
0.7952 |
0.8096 |
|
| S3 |
0.7812 |
0.7897 |
0.8083 |
|
| S4 |
0.7673 |
0.7758 |
0.8045 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8146 |
0.8007 |
0.0139 |
1.7% |
0.0059 |
0.7% |
82% |
False |
False |
81,186 |
| 10 |
0.8146 |
0.7964 |
0.0183 |
2.2% |
0.0065 |
0.8% |
87% |
False |
False |
86,548 |
| 20 |
0.8146 |
0.7911 |
0.0236 |
2.9% |
0.0061 |
0.8% |
90% |
False |
False |
80,998 |
| 40 |
0.8146 |
0.7753 |
0.0394 |
4.8% |
0.0059 |
0.7% |
94% |
False |
False |
57,273 |
| 60 |
0.8146 |
0.7753 |
0.0394 |
4.8% |
0.0054 |
0.7% |
94% |
False |
False |
38,286 |
| 80 |
0.8146 |
0.7753 |
0.0394 |
4.8% |
0.0051 |
0.6% |
94% |
False |
False |
28,750 |
| 100 |
0.8290 |
0.7753 |
0.0537 |
6.6% |
0.0054 |
0.7% |
69% |
False |
False |
23,021 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8415 |
|
2.618 |
0.8309 |
|
1.618 |
0.8244 |
|
1.000 |
0.8204 |
|
0.618 |
0.8179 |
|
HIGH |
0.8139 |
|
0.618 |
0.8114 |
|
0.500 |
0.8107 |
|
0.382 |
0.8099 |
|
LOW |
0.8074 |
|
0.618 |
0.8034 |
|
1.000 |
0.8009 |
|
1.618 |
0.7969 |
|
2.618 |
0.7904 |
|
4.250 |
0.7798 |
|
|
| Fisher Pivots for day following 26-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8117 |
0.8114 |
| PP |
0.8112 |
0.8106 |
| S1 |
0.8107 |
0.8098 |
|