CME Canadian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 05-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2018 |
05-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8155 |
0.8038 |
-0.0117 |
-1.4% |
0.8117 |
| High |
0.8163 |
0.8070 |
-0.0093 |
-1.1% |
0.8168 |
| Low |
0.8044 |
0.7975 |
-0.0069 |
-0.9% |
0.8044 |
| Close |
0.8077 |
0.7999 |
-0.0078 |
-1.0% |
0.8077 |
| Range |
0.0120 |
0.0095 |
-0.0025 |
-20.5% |
0.0125 |
| ATR |
0.0063 |
0.0065 |
0.0003 |
4.5% |
0.0000 |
| Volume |
122,981 |
100,688 |
-22,293 |
-18.1% |
425,239 |
|
| Daily Pivots for day following 05-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8300 |
0.8244 |
0.8051 |
|
| R3 |
0.8205 |
0.8149 |
0.8025 |
|
| R2 |
0.8110 |
0.8110 |
0.8016 |
|
| R1 |
0.8054 |
0.8054 |
0.8007 |
0.8034 |
| PP |
0.8015 |
0.8015 |
0.8015 |
0.8005 |
| S1 |
0.7959 |
0.7959 |
0.7990 |
0.7939 |
| S2 |
0.7920 |
0.7920 |
0.7981 |
|
| S3 |
0.7825 |
0.7864 |
0.7972 |
|
| S4 |
0.7730 |
0.7769 |
0.7946 |
|
|
| 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 |
0.7975 |
0.0193 |
2.4% |
0.0075 |
0.9% |
12% |
False |
True |
92,000 |
| 10 |
0.8168 |
0.7975 |
0.0193 |
2.4% |
0.0066 |
0.8% |
12% |
False |
True |
89,525 |
| 20 |
0.8168 |
0.7949 |
0.0220 |
2.7% |
0.0065 |
0.8% |
23% |
False |
False |
86,061 |
| 40 |
0.8168 |
0.7753 |
0.0416 |
5.2% |
0.0059 |
0.7% |
59% |
False |
False |
70,138 |
| 60 |
0.8168 |
0.7753 |
0.0416 |
5.2% |
0.0055 |
0.7% |
59% |
False |
False |
47,037 |
| 80 |
0.8168 |
0.7753 |
0.0416 |
5.2% |
0.0054 |
0.7% |
59% |
False |
False |
35,318 |
| 100 |
0.8250 |
0.7753 |
0.0498 |
6.2% |
0.0053 |
0.7% |
49% |
False |
False |
28,272 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8474 |
|
2.618 |
0.8319 |
|
1.618 |
0.8224 |
|
1.000 |
0.8165 |
|
0.618 |
0.8129 |
|
HIGH |
0.8070 |
|
0.618 |
0.8034 |
|
0.500 |
0.8023 |
|
0.382 |
0.8011 |
|
LOW |
0.7975 |
|
0.618 |
0.7916 |
|
1.000 |
0.7880 |
|
1.618 |
0.7821 |
|
2.618 |
0.7726 |
|
4.250 |
0.7571 |
|
|
| Fisher Pivots for day following 05-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8023 |
0.8069 |
| PP |
0.8015 |
0.8046 |
| S1 |
0.8007 |
0.8022 |
|