CME Canadian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 02-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2018 |
02-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7807 |
0.7808 |
0.0001 |
0.0% |
0.7923 |
| High |
0.7822 |
0.7816 |
-0.0007 |
-0.1% |
0.7940 |
| Low |
0.7772 |
0.7758 |
-0.0015 |
-0.2% |
0.7758 |
| Close |
0.7811 |
0.7769 |
-0.0042 |
-0.5% |
0.7769 |
| Range |
0.0050 |
0.0058 |
0.0008 |
16.0% |
0.0183 |
| ATR |
0.0057 |
0.0057 |
0.0000 |
0.1% |
0.0000 |
| Volume |
1,572 |
4,047 |
2,475 |
157.4% |
7,973 |
|
| Daily Pivots for day following 02-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7955 |
0.7920 |
0.7801 |
|
| R3 |
0.7897 |
0.7862 |
0.7785 |
|
| R2 |
0.7839 |
0.7839 |
0.7780 |
|
| R1 |
0.7804 |
0.7804 |
0.7774 |
0.7792 |
| PP |
0.7781 |
0.7781 |
0.7781 |
0.7775 |
| S1 |
0.7746 |
0.7746 |
0.7764 |
0.7734 |
| S2 |
0.7723 |
0.7723 |
0.7758 |
|
| S3 |
0.7665 |
0.7688 |
0.7753 |
|
| S4 |
0.7607 |
0.7630 |
0.7737 |
|
|
| Weekly Pivots for week ending 02-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8370 |
0.8252 |
0.7869 |
|
| R3 |
0.8187 |
0.8069 |
0.7819 |
|
| R2 |
0.8005 |
0.8005 |
0.7802 |
|
| R1 |
0.7887 |
0.7887 |
0.7786 |
0.7855 |
| PP |
0.7822 |
0.7822 |
0.7822 |
0.7806 |
| S1 |
0.7704 |
0.7704 |
0.7752 |
0.7672 |
| S2 |
0.7640 |
0.7640 |
0.7736 |
|
| S3 |
0.7457 |
0.7522 |
0.7719 |
|
| S4 |
0.7275 |
0.7339 |
0.7669 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7940 |
0.7758 |
0.0183 |
2.3% |
0.0055 |
0.7% |
6% |
False |
True |
1,594 |
| 10 |
0.8046 |
0.7758 |
0.0288 |
3.7% |
0.0058 |
0.7% |
4% |
False |
True |
1,051 |
| 20 |
0.8166 |
0.7758 |
0.0408 |
5.3% |
0.0060 |
0.8% |
3% |
False |
True |
633 |
| 40 |
0.8175 |
0.7758 |
0.0418 |
5.4% |
0.0057 |
0.7% |
3% |
False |
True |
378 |
| 60 |
0.8175 |
0.7758 |
0.0418 |
5.4% |
0.0052 |
0.7% |
3% |
False |
True |
289 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8062 |
|
2.618 |
0.7967 |
|
1.618 |
0.7909 |
|
1.000 |
0.7874 |
|
0.618 |
0.7851 |
|
HIGH |
0.7816 |
|
0.618 |
0.7793 |
|
0.500 |
0.7787 |
|
0.382 |
0.7780 |
|
LOW |
0.7758 |
|
0.618 |
0.7722 |
|
1.000 |
0.7700 |
|
1.618 |
0.7664 |
|
2.618 |
0.7606 |
|
4.250 |
0.7511 |
|
|
| Fisher Pivots for day following 02-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7787 |
0.7803 |
| PP |
0.7781 |
0.7792 |
| S1 |
0.7775 |
0.7780 |
|