CME Canadian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 02-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2018 |
02-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8128 |
0.8155 |
0.0028 |
0.3% |
0.8117 |
| High |
0.8163 |
0.8163 |
0.0001 |
0.0% |
0.8168 |
| Low |
0.8114 |
0.8044 |
-0.0070 |
-0.9% |
0.8044 |
| Close |
0.8153 |
0.8077 |
-0.0076 |
-0.9% |
0.8077 |
| Range |
0.0049 |
0.0120 |
0.0071 |
143.9% |
0.0125 |
| ATR |
0.0058 |
0.0063 |
0.0004 |
7.5% |
0.0000 |
| Volume |
70,472 |
122,981 |
52,509 |
74.5% |
425,239 |
|
| Daily Pivots for day following 02-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8453 |
0.8384 |
0.8142 |
|
| R3 |
0.8333 |
0.8265 |
0.8109 |
|
| R2 |
0.8214 |
0.8214 |
0.8098 |
|
| R1 |
0.8145 |
0.8145 |
0.8087 |
0.8120 |
| PP |
0.8094 |
0.8094 |
0.8094 |
0.8082 |
| S1 |
0.8026 |
0.8026 |
0.8066 |
0.8000 |
| S2 |
0.7975 |
0.7975 |
0.8055 |
|
| S3 |
0.7855 |
0.7906 |
0.8044 |
|
| S4 |
0.7736 |
0.7787 |
0.8011 |
|
|
| Weekly Pivots for week ending 02-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8470 |
0.8398 |
0.8145 |
|
| R3 |
0.8345 |
0.8273 |
0.8111 |
|
| R2 |
0.8221 |
0.8221 |
0.8099 |
|
| R1 |
0.8149 |
0.8149 |
0.8088 |
0.8122 |
| PP |
0.8096 |
0.8096 |
0.8096 |
0.8083 |
| S1 |
0.8024 |
0.8024 |
0.8065 |
0.7998 |
| S2 |
0.7972 |
0.7972 |
0.8054 |
|
| S3 |
0.7847 |
0.7900 |
0.8042 |
|
| S4 |
0.7723 |
0.7775 |
0.8008 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8168 |
0.8044 |
0.0125 |
1.5% |
0.0062 |
0.8% |
27% |
False |
True |
85,047 |
| 10 |
0.8168 |
0.8007 |
0.0161 |
2.0% |
0.0061 |
0.8% |
43% |
False |
False |
83,117 |
| 20 |
0.8168 |
0.7949 |
0.0220 |
2.7% |
0.0066 |
0.8% |
58% |
False |
False |
86,209 |
| 40 |
0.8168 |
0.7753 |
0.0416 |
5.1% |
0.0059 |
0.7% |
78% |
False |
False |
67,698 |
| 60 |
0.8168 |
0.7753 |
0.0416 |
5.1% |
0.0055 |
0.7% |
78% |
False |
False |
45,361 |
| 80 |
0.8168 |
0.7753 |
0.0416 |
5.1% |
0.0053 |
0.7% |
78% |
False |
False |
34,061 |
| 100 |
0.8275 |
0.7753 |
0.0522 |
6.5% |
0.0053 |
0.7% |
62% |
False |
False |
27,266 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8671 |
|
2.618 |
0.8476 |
|
1.618 |
0.8356 |
|
1.000 |
0.8283 |
|
0.618 |
0.8237 |
|
HIGH |
0.8163 |
|
0.618 |
0.8117 |
|
0.500 |
0.8103 |
|
0.382 |
0.8089 |
|
LOW |
0.8044 |
|
0.618 |
0.7970 |
|
1.000 |
0.7924 |
|
1.618 |
0.7850 |
|
2.618 |
0.7731 |
|
4.250 |
0.7536 |
|
|
| Fisher Pivots for day following 02-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8103 |
0.8106 |
| PP |
0.8094 |
0.8096 |
| S1 |
0.8085 |
0.8086 |
|