CME Canadian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 16-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2018 |
16-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7718 |
0.7660 |
-0.0058 |
-0.7% |
0.7805 |
| High |
0.7725 |
0.7665 |
-0.0060 |
-0.8% |
0.7811 |
| Low |
0.7653 |
0.7633 |
-0.0020 |
-0.3% |
0.7633 |
| Close |
0.7659 |
0.7636 |
-0.0023 |
-0.3% |
0.7636 |
| Range |
0.0072 |
0.0032 |
-0.0040 |
-55.6% |
0.0178 |
| ATR |
0.0062 |
0.0059 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
101,490 |
33,414 |
-68,076 |
-67.1% |
391,267 |
|
| Daily Pivots for day following 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7740 |
0.7720 |
0.7654 |
|
| R3 |
0.7708 |
0.7688 |
0.7645 |
|
| R2 |
0.7676 |
0.7676 |
0.7642 |
|
| R1 |
0.7656 |
0.7656 |
0.7639 |
0.7650 |
| PP |
0.7644 |
0.7644 |
0.7644 |
0.7641 |
| S1 |
0.7624 |
0.7624 |
0.7633 |
0.7618 |
| S2 |
0.7612 |
0.7612 |
0.7630 |
|
| S3 |
0.7580 |
0.7592 |
0.7627 |
|
| S4 |
0.7548 |
0.7560 |
0.7618 |
|
|
| Weekly Pivots for week ending 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8229 |
0.8111 |
0.7734 |
|
| R3 |
0.8050 |
0.7932 |
0.7685 |
|
| R2 |
0.7872 |
0.7872 |
0.7669 |
|
| R1 |
0.7754 |
0.7754 |
0.7652 |
0.7724 |
| PP |
0.7693 |
0.7693 |
0.7693 |
0.7678 |
| S1 |
0.7575 |
0.7575 |
0.7620 |
0.7545 |
| S2 |
0.7515 |
0.7515 |
0.7603 |
|
| S3 |
0.7336 |
0.7397 |
0.7587 |
|
| S4 |
0.7158 |
0.7218 |
0.7538 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7811 |
0.7633 |
0.0178 |
2.3% |
0.0051 |
0.7% |
2% |
False |
True |
78,253 |
| 10 |
0.7811 |
0.7633 |
0.0178 |
2.3% |
0.0059 |
0.8% |
2% |
False |
True |
85,742 |
| 20 |
0.8035 |
0.7633 |
0.0402 |
5.3% |
0.0060 |
0.8% |
1% |
False |
True |
83,449 |
| 40 |
0.8168 |
0.7633 |
0.0535 |
7.0% |
0.0061 |
0.8% |
1% |
False |
True |
84,388 |
| 60 |
0.8168 |
0.7633 |
0.0535 |
7.0% |
0.0060 |
0.8% |
1% |
False |
True |
81,157 |
| 80 |
0.8168 |
0.7633 |
0.0535 |
7.0% |
0.0059 |
0.8% |
1% |
False |
True |
65,093 |
| 100 |
0.8168 |
0.7633 |
0.0535 |
7.0% |
0.0056 |
0.7% |
1% |
False |
True |
52,122 |
| 120 |
0.8168 |
0.7633 |
0.0535 |
7.0% |
0.0054 |
0.7% |
1% |
False |
True |
43,454 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7800 |
|
2.618 |
0.7748 |
|
1.618 |
0.7716 |
|
1.000 |
0.7696 |
|
0.618 |
0.7684 |
|
HIGH |
0.7665 |
|
0.618 |
0.7652 |
|
0.500 |
0.7649 |
|
0.382 |
0.7645 |
|
LOW |
0.7633 |
|
0.618 |
0.7613 |
|
1.000 |
0.7601 |
|
1.618 |
0.7581 |
|
2.618 |
0.7549 |
|
4.250 |
0.7497 |
|
|
| Fisher Pivots for day following 16-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7649 |
0.7686 |
| PP |
0.7644 |
0.7670 |
| S1 |
0.7640 |
0.7653 |
|