CME Canadian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 13-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2018 |
13-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7805 |
0.7788 |
-0.0017 |
-0.2% |
0.7765 |
| High |
0.7811 |
0.7795 |
-0.0016 |
-0.2% |
0.7808 |
| Low |
0.7786 |
0.7702 |
-0.0084 |
-1.1% |
0.7693 |
| Close |
0.7794 |
0.7728 |
-0.0066 |
-0.8% |
0.7793 |
| Range |
0.0026 |
0.0093 |
0.0068 |
264.7% |
0.0115 |
| ATR |
0.0060 |
0.0063 |
0.0002 |
3.9% |
0.0000 |
| Volume |
61,670 |
108,163 |
46,493 |
75.4% |
466,162 |
|
| Daily Pivots for day following 13-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8020 |
0.7967 |
0.7779 |
|
| R3 |
0.7927 |
0.7874 |
0.7754 |
|
| R2 |
0.7834 |
0.7834 |
0.7745 |
|
| R1 |
0.7781 |
0.7781 |
0.7737 |
0.7761 |
| PP |
0.7741 |
0.7741 |
0.7741 |
0.7731 |
| S1 |
0.7688 |
0.7688 |
0.7719 |
0.7668 |
| S2 |
0.7648 |
0.7648 |
0.7711 |
|
| S3 |
0.7555 |
0.7595 |
0.7702 |
|
| S4 |
0.7462 |
0.7502 |
0.7677 |
|
|
| Weekly Pivots for week ending 09-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8109 |
0.8066 |
0.7856 |
|
| R3 |
0.7994 |
0.7951 |
0.7825 |
|
| R2 |
0.7879 |
0.7879 |
0.7814 |
|
| R1 |
0.7836 |
0.7836 |
0.7804 |
0.7858 |
| PP |
0.7764 |
0.7764 |
0.7764 |
0.7775 |
| S1 |
0.7721 |
0.7721 |
0.7782 |
0.7743 |
| S2 |
0.7649 |
0.7649 |
0.7772 |
|
| S3 |
0.7534 |
0.7606 |
0.7761 |
|
| S4 |
0.7419 |
0.7491 |
0.7730 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7811 |
0.7693 |
0.0118 |
1.5% |
0.0060 |
0.8% |
30% |
False |
False |
92,362 |
| 10 |
0.7837 |
0.7693 |
0.0145 |
1.9% |
0.0062 |
0.8% |
25% |
False |
False |
92,564 |
| 20 |
0.8035 |
0.7693 |
0.0342 |
4.4% |
0.0063 |
0.8% |
10% |
False |
False |
83,222 |
| 40 |
0.8168 |
0.7693 |
0.0476 |
6.2% |
0.0063 |
0.8% |
7% |
False |
False |
86,700 |
| 60 |
0.8168 |
0.7693 |
0.0476 |
6.2% |
0.0061 |
0.8% |
7% |
False |
False |
81,025 |
| 80 |
0.8168 |
0.7693 |
0.0476 |
6.2% |
0.0059 |
0.8% |
7% |
False |
False |
62,335 |
| 100 |
0.8168 |
0.7693 |
0.0476 |
6.2% |
0.0056 |
0.7% |
7% |
False |
False |
49,913 |
| 120 |
0.8200 |
0.7693 |
0.0508 |
6.6% |
0.0055 |
0.7% |
7% |
False |
False |
41,610 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8190 |
|
2.618 |
0.8038 |
|
1.618 |
0.7945 |
|
1.000 |
0.7888 |
|
0.618 |
0.7852 |
|
HIGH |
0.7795 |
|
0.618 |
0.7759 |
|
0.500 |
0.7748 |
|
0.382 |
0.7737 |
|
LOW |
0.7702 |
|
0.618 |
0.7644 |
|
1.000 |
0.7609 |
|
1.618 |
0.7551 |
|
2.618 |
0.7458 |
|
4.250 |
0.7306 |
|
|
| Fisher Pivots for day following 13-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7748 |
0.7756 |
| PP |
0.7741 |
0.7747 |
| S1 |
0.7735 |
0.7737 |
|