CME Canadian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 15-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2018 |
15-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7718 |
0.7718 |
-0.0001 |
0.0% |
0.7765 |
| High |
0.7740 |
0.7725 |
-0.0016 |
-0.2% |
0.7808 |
| Low |
0.7707 |
0.7653 |
-0.0054 |
-0.7% |
0.7693 |
| Close |
0.7727 |
0.7659 |
-0.0068 |
-0.9% |
0.7793 |
| Range |
0.0033 |
0.0072 |
0.0039 |
114.9% |
0.0115 |
| ATR |
0.0061 |
0.0062 |
0.0001 |
1.6% |
0.0000 |
| Volume |
86,530 |
101,490 |
14,960 |
17.3% |
466,162 |
|
| Daily Pivots for day following 15-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7895 |
0.7849 |
0.7698 |
|
| R3 |
0.7823 |
0.7777 |
0.7678 |
|
| R2 |
0.7751 |
0.7751 |
0.7672 |
|
| R1 |
0.7705 |
0.7705 |
0.7665 |
0.7692 |
| PP |
0.7679 |
0.7679 |
0.7679 |
0.7672 |
| S1 |
0.7633 |
0.7633 |
0.7652 |
0.7620 |
| S2 |
0.7607 |
0.7607 |
0.7645 |
|
| S3 |
0.7535 |
0.7561 |
0.7639 |
|
| S4 |
0.7463 |
0.7489 |
0.7619 |
|
|
| 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 |
0.7653 |
0.0159 |
2.1% |
0.0057 |
0.7% |
4% |
False |
True |
89,810 |
| 10 |
0.7811 |
0.7653 |
0.0159 |
2.1% |
0.0062 |
0.8% |
4% |
False |
True |
91,271 |
| 20 |
0.8035 |
0.7653 |
0.0382 |
5.0% |
0.0061 |
0.8% |
2% |
False |
True |
85,068 |
| 40 |
0.8168 |
0.7653 |
0.0516 |
6.7% |
0.0061 |
0.8% |
1% |
False |
True |
85,409 |
| 60 |
0.8168 |
0.7653 |
0.0516 |
6.7% |
0.0060 |
0.8% |
1% |
False |
True |
81,453 |
| 80 |
0.8168 |
0.7653 |
0.0516 |
6.7% |
0.0059 |
0.8% |
1% |
False |
True |
64,679 |
| 100 |
0.8168 |
0.7653 |
0.0516 |
6.7% |
0.0056 |
0.7% |
1% |
False |
True |
51,791 |
| 120 |
0.8168 |
0.7653 |
0.0516 |
6.7% |
0.0054 |
0.7% |
1% |
False |
True |
43,176 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8031 |
|
2.618 |
0.7913 |
|
1.618 |
0.7841 |
|
1.000 |
0.7797 |
|
0.618 |
0.7769 |
|
HIGH |
0.7725 |
|
0.618 |
0.7697 |
|
0.500 |
0.7689 |
|
0.382 |
0.7680 |
|
LOW |
0.7653 |
|
0.618 |
0.7608 |
|
1.000 |
0.7581 |
|
1.618 |
0.7536 |
|
2.618 |
0.7464 |
|
4.250 |
0.7347 |
|
|
| Fisher Pivots for day following 15-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7689 |
0.7724 |
| PP |
0.7679 |
0.7702 |
| S1 |
0.7669 |
0.7680 |
|