CME Canadian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 08-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2018 |
08-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8005 |
0.7956 |
-0.0049 |
-0.6% |
0.8117 |
| High |
0.8006 |
0.7974 |
-0.0033 |
-0.4% |
0.8168 |
| Low |
0.7953 |
0.7930 |
-0.0023 |
-0.3% |
0.8044 |
| Close |
0.7958 |
0.7947 |
-0.0011 |
-0.1% |
0.8077 |
| Range |
0.0053 |
0.0044 |
-0.0010 |
-17.9% |
0.0125 |
| ATR |
0.0063 |
0.0062 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
77,626 |
107,309 |
29,683 |
38.2% |
425,239 |
|
| Daily Pivots for day following 08-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8081 |
0.8057 |
0.7970 |
|
| R3 |
0.8037 |
0.8014 |
0.7958 |
|
| R2 |
0.7994 |
0.7994 |
0.7954 |
|
| R1 |
0.7970 |
0.7970 |
0.7950 |
0.7960 |
| PP |
0.7950 |
0.7950 |
0.7950 |
0.7945 |
| S1 |
0.7927 |
0.7927 |
0.7943 |
0.7917 |
| S2 |
0.7907 |
0.7907 |
0.7939 |
|
| S3 |
0.7863 |
0.7883 |
0.7935 |
|
| S4 |
0.7820 |
0.7840 |
0.7923 |
|
|
| 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 |
0.8163 |
0.7930 |
0.0233 |
2.9% |
0.0072 |
0.9% |
7% |
False |
True |
107,050 |
| 10 |
0.8168 |
0.7930 |
0.0238 |
3.0% |
0.0062 |
0.8% |
7% |
False |
True |
92,028 |
| 20 |
0.8168 |
0.7930 |
0.0238 |
3.0% |
0.0062 |
0.8% |
7% |
False |
True |
89,739 |
| 40 |
0.8168 |
0.7753 |
0.0416 |
5.2% |
0.0060 |
0.8% |
47% |
False |
False |
77,128 |
| 60 |
0.8168 |
0.7753 |
0.0416 |
5.2% |
0.0056 |
0.7% |
47% |
False |
False |
52,224 |
| 80 |
0.8168 |
0.7753 |
0.0416 |
5.2% |
0.0054 |
0.7% |
47% |
False |
False |
39,209 |
| 100 |
0.8217 |
0.7753 |
0.0465 |
5.8% |
0.0053 |
0.7% |
42% |
False |
False |
31,385 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8158 |
|
2.618 |
0.8087 |
|
1.618 |
0.8044 |
|
1.000 |
0.8017 |
|
0.618 |
0.8000 |
|
HIGH |
0.7974 |
|
0.618 |
0.7957 |
|
0.500 |
0.7952 |
|
0.382 |
0.7947 |
|
LOW |
0.7930 |
|
0.618 |
0.7903 |
|
1.000 |
0.7887 |
|
1.618 |
0.7860 |
|
2.618 |
0.7816 |
|
4.250 |
0.7745 |
|
|
| Fisher Pivots for day following 08-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7952 |
0.7969 |
| PP |
0.7950 |
0.7961 |
| S1 |
0.7948 |
0.7954 |
|