CME Canadian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 07-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2018 |
07-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7706 |
0.7743 |
0.0037 |
0.5% |
0.7911 |
| High |
0.7776 |
0.7759 |
-0.0017 |
-0.2% |
0.7929 |
| Low |
0.7696 |
0.7693 |
-0.0003 |
0.0% |
0.7744 |
| Close |
0.7753 |
0.7738 |
-0.0015 |
-0.2% |
0.7755 |
| Range |
0.0081 |
0.0066 |
-0.0014 |
-18.0% |
0.0186 |
| ATR |
0.0064 |
0.0064 |
0.0000 |
0.3% |
0.0000 |
| Volume |
91,827 |
108,245 |
16,418 |
17.9% |
421,726 |
|
| Daily Pivots for day following 07-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7928 |
0.7899 |
0.7774 |
|
| R3 |
0.7862 |
0.7833 |
0.7756 |
|
| R2 |
0.7796 |
0.7796 |
0.7750 |
|
| R1 |
0.7767 |
0.7767 |
0.7744 |
0.7748 |
| PP |
0.7730 |
0.7730 |
0.7730 |
0.7721 |
| S1 |
0.7701 |
0.7701 |
0.7731 |
0.7682 |
| S2 |
0.7664 |
0.7664 |
0.7725 |
|
| S3 |
0.7598 |
0.7635 |
0.7719 |
|
| S4 |
0.7532 |
0.7569 |
0.7701 |
|
|
| Weekly Pivots for week ending 02-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8366 |
0.8246 |
0.7857 |
|
| R3 |
0.8180 |
0.8060 |
0.7806 |
|
| R2 |
0.7995 |
0.7995 |
0.7789 |
|
| R1 |
0.7875 |
0.7875 |
0.7772 |
0.7842 |
| PP |
0.7809 |
0.7809 |
0.7809 |
0.7793 |
| S1 |
0.7689 |
0.7689 |
0.7738 |
0.7657 |
| S2 |
0.7624 |
0.7624 |
0.7721 |
|
| S3 |
0.7438 |
0.7504 |
0.7704 |
|
| S4 |
0.7253 |
0.7318 |
0.7653 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7809 |
0.7693 |
0.0116 |
1.5% |
0.0066 |
0.9% |
39% |
False |
False |
99,031 |
| 10 |
0.7929 |
0.7693 |
0.0237 |
3.1% |
0.0063 |
0.8% |
19% |
False |
False |
86,925 |
| 20 |
0.8035 |
0.7693 |
0.0342 |
4.4% |
0.0062 |
0.8% |
13% |
False |
False |
84,313 |
| 40 |
0.8168 |
0.7693 |
0.0476 |
6.1% |
0.0064 |
0.8% |
9% |
False |
False |
86,814 |
| 60 |
0.8168 |
0.7693 |
0.0476 |
6.1% |
0.0060 |
0.8% |
9% |
False |
False |
76,924 |
| 80 |
0.8168 |
0.7693 |
0.0476 |
6.1% |
0.0057 |
0.7% |
9% |
False |
False |
57,937 |
| 100 |
0.8168 |
0.7693 |
0.0476 |
6.1% |
0.0055 |
0.7% |
9% |
False |
False |
46,383 |
| 120 |
0.8250 |
0.7693 |
0.0558 |
7.2% |
0.0055 |
0.7% |
8% |
False |
False |
38,667 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8040 |
|
2.618 |
0.7932 |
|
1.618 |
0.7866 |
|
1.000 |
0.7825 |
|
0.618 |
0.7800 |
|
HIGH |
0.7759 |
|
0.618 |
0.7734 |
|
0.500 |
0.7726 |
|
0.382 |
0.7718 |
|
LOW |
0.7693 |
|
0.618 |
0.7652 |
|
1.000 |
0.7627 |
|
1.618 |
0.7586 |
|
2.618 |
0.7520 |
|
4.250 |
0.7412 |
|
|
| Fisher Pivots for day following 07-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7734 |
0.7736 |
| PP |
0.7730 |
0.7735 |
| S1 |
0.7726 |
0.7734 |
|