CME Canadian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 13-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2018 |
13-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7948 |
0.7951 |
0.0004 |
0.0% |
0.8038 |
| High |
0.7968 |
0.7960 |
-0.0007 |
-0.1% |
0.8070 |
| Low |
0.7925 |
0.7923 |
-0.0002 |
0.0% |
0.7881 |
| Close |
0.7931 |
0.7945 |
0.0014 |
0.2% |
0.7931 |
| Range |
0.0043 |
0.0037 |
-0.0006 |
-13.9% |
0.0190 |
| ATR |
0.0062 |
0.0060 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
59,024 |
63,136 |
4,112 |
7.0% |
543,717 |
|
| Daily Pivots for day following 13-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8054 |
0.8036 |
0.7965 |
|
| R3 |
0.8017 |
0.7999 |
0.7955 |
|
| R2 |
0.7980 |
0.7980 |
0.7951 |
|
| R1 |
0.7962 |
0.7962 |
0.7948 |
0.7952 |
| PP |
0.7943 |
0.7943 |
0.7943 |
0.7938 |
| S1 |
0.7925 |
0.7925 |
0.7941 |
0.7915 |
| S2 |
0.7905 |
0.7905 |
0.7938 |
|
| S3 |
0.7868 |
0.7888 |
0.7934 |
|
| S4 |
0.7831 |
0.7851 |
0.7924 |
|
|
| Weekly Pivots for week ending 09-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8529 |
0.8420 |
0.8035 |
|
| R3 |
0.8340 |
0.8230 |
0.7983 |
|
| R2 |
0.8150 |
0.8150 |
0.7966 |
|
| R1 |
0.8041 |
0.8041 |
0.7948 |
0.8001 |
| PP |
0.7961 |
0.7961 |
0.7961 |
0.7941 |
| S1 |
0.7851 |
0.7851 |
0.7914 |
0.7811 |
| S2 |
0.7771 |
0.7771 |
0.7896 |
|
| S3 |
0.7582 |
0.7662 |
0.7879 |
|
| S4 |
0.7392 |
0.7472 |
0.7827 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8006 |
0.7881 |
0.0126 |
1.6% |
0.0052 |
0.7% |
51% |
False |
False |
87,707 |
| 10 |
0.8168 |
0.7881 |
0.0288 |
3.6% |
0.0064 |
0.8% |
22% |
False |
False |
96,277 |
| 20 |
0.8168 |
0.7881 |
0.0288 |
3.6% |
0.0062 |
0.8% |
22% |
False |
False |
88,297 |
| 40 |
0.8168 |
0.7753 |
0.0416 |
5.2% |
0.0059 |
0.7% |
46% |
False |
False |
79,647 |
| 60 |
0.8168 |
0.7753 |
0.0416 |
5.2% |
0.0057 |
0.7% |
46% |
False |
False |
56,420 |
| 80 |
0.8168 |
0.7753 |
0.0416 |
5.2% |
0.0054 |
0.7% |
46% |
False |
False |
42,373 |
| 100 |
0.8168 |
0.7753 |
0.0416 |
5.2% |
0.0052 |
0.7% |
46% |
False |
False |
33,918 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8117 |
|
2.618 |
0.8057 |
|
1.618 |
0.8020 |
|
1.000 |
0.7997 |
|
0.618 |
0.7983 |
|
HIGH |
0.7960 |
|
0.618 |
0.7946 |
|
0.500 |
0.7942 |
|
0.382 |
0.7937 |
|
LOW |
0.7923 |
|
0.618 |
0.7900 |
|
1.000 |
0.7886 |
|
1.618 |
0.7863 |
|
2.618 |
0.7826 |
|
4.250 |
0.7766 |
|
|
| Fisher Pivots for day following 13-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7944 |
0.7938 |
| PP |
0.7943 |
0.7931 |
| S1 |
0.7942 |
0.7924 |
|