CME Canadian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 30-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2018 |
30-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8117 |
0.8109 |
-0.0007 |
-0.1% |
0.8017 |
| High |
0.8127 |
0.8128 |
0.0001 |
0.0% |
0.8146 |
| Low |
0.8094 |
0.8082 |
-0.0012 |
-0.1% |
0.8007 |
| Close |
0.8120 |
0.8119 |
0.0000 |
0.0% |
0.8122 |
| Range |
0.0033 |
0.0046 |
0.0013 |
41.5% |
0.0139 |
| ATR |
0.0059 |
0.0058 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
65,927 |
62,415 |
-3,512 |
-5.3% |
405,931 |
|
| Daily Pivots for day following 30-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8248 |
0.8229 |
0.8144 |
|
| R3 |
0.8202 |
0.8183 |
0.8132 |
|
| R2 |
0.8156 |
0.8156 |
0.8127 |
|
| R1 |
0.8137 |
0.8137 |
0.8123 |
0.8147 |
| PP |
0.8110 |
0.8110 |
0.8110 |
0.8114 |
| S1 |
0.8091 |
0.8091 |
0.8115 |
0.8101 |
| S2 |
0.8064 |
0.8064 |
0.8111 |
|
| S3 |
0.8018 |
0.8045 |
0.8106 |
|
| S4 |
0.7972 |
0.7999 |
0.8094 |
|
|
| 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 |
0.8051 |
0.0096 |
1.2% |
0.0058 |
0.7% |
72% |
False |
False |
86,588 |
| 10 |
0.8146 |
0.7979 |
0.0168 |
2.1% |
0.0061 |
0.8% |
84% |
False |
False |
80,317 |
| 20 |
0.8146 |
0.7949 |
0.0198 |
2.4% |
0.0060 |
0.7% |
86% |
False |
False |
80,559 |
| 40 |
0.8146 |
0.7753 |
0.0394 |
4.8% |
0.0059 |
0.7% |
93% |
False |
False |
60,437 |
| 60 |
0.8146 |
0.7753 |
0.0394 |
4.8% |
0.0054 |
0.7% |
93% |
False |
False |
40,418 |
| 80 |
0.8146 |
0.7753 |
0.0394 |
4.8% |
0.0051 |
0.6% |
93% |
False |
False |
30,353 |
| 100 |
0.8290 |
0.7753 |
0.0537 |
6.6% |
0.0053 |
0.6% |
68% |
False |
False |
24,300 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8323 |
|
2.618 |
0.8248 |
|
1.618 |
0.8202 |
|
1.000 |
0.8174 |
|
0.618 |
0.8156 |
|
HIGH |
0.8128 |
|
0.618 |
0.8110 |
|
0.500 |
0.8105 |
|
0.382 |
0.8100 |
|
LOW |
0.8082 |
|
0.618 |
0.8054 |
|
1.000 |
0.8036 |
|
1.618 |
0.8008 |
|
2.618 |
0.7962 |
|
4.250 |
0.7887 |
|
|
| Fisher Pivots for day following 30-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8114 |
0.8115 |
| PP |
0.8110 |
0.8111 |
| S1 |
0.8105 |
0.8107 |
|