CME Canadian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 08-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2018 |
08-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7758 |
0.7762 |
0.0004 |
0.1% |
0.7923 |
| High |
0.7774 |
0.7787 |
0.0014 |
0.2% |
0.7940 |
| Low |
0.7708 |
0.7733 |
0.0024 |
0.3% |
0.7758 |
| Close |
0.7753 |
0.7761 |
0.0008 |
0.1% |
0.7769 |
| Range |
0.0065 |
0.0055 |
-0.0011 |
-16.8% |
0.0183 |
| ATR |
0.0060 |
0.0060 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
2,648 |
4,763 |
2,115 |
79.9% |
7,973 |
|
| Daily Pivots for day following 08-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7924 |
0.7897 |
0.7790 |
|
| R3 |
0.7869 |
0.7842 |
0.7775 |
|
| R2 |
0.7815 |
0.7815 |
0.7770 |
|
| R1 |
0.7788 |
0.7788 |
0.7765 |
0.7774 |
| PP |
0.7760 |
0.7760 |
0.7760 |
0.7753 |
| S1 |
0.7733 |
0.7733 |
0.7756 |
0.7719 |
| S2 |
0.7705 |
0.7705 |
0.7751 |
|
| S3 |
0.7651 |
0.7678 |
0.7746 |
|
| S4 |
0.7596 |
0.7624 |
0.7731 |
|
|
| 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 |
0.7816 |
0.7708 |
0.0108 |
1.4% |
0.0065 |
0.8% |
49% |
False |
False |
3,011 |
| 10 |
0.7941 |
0.7708 |
0.0234 |
3.0% |
0.0061 |
0.8% |
23% |
False |
False |
1,933 |
| 20 |
0.8046 |
0.7708 |
0.0338 |
4.4% |
0.0058 |
0.7% |
16% |
False |
False |
1,139 |
| 40 |
0.8175 |
0.7708 |
0.0468 |
6.0% |
0.0058 |
0.8% |
11% |
False |
False |
645 |
| 60 |
0.8175 |
0.7708 |
0.0468 |
6.0% |
0.0053 |
0.7% |
11% |
False |
False |
469 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8019 |
|
2.618 |
0.7930 |
|
1.618 |
0.7875 |
|
1.000 |
0.7842 |
|
0.618 |
0.7821 |
|
HIGH |
0.7787 |
|
0.618 |
0.7766 |
|
0.500 |
0.7760 |
|
0.382 |
0.7753 |
|
LOW |
0.7733 |
|
0.618 |
0.7699 |
|
1.000 |
0.7678 |
|
1.618 |
0.7644 |
|
2.618 |
0.7590 |
|
4.250 |
0.7501 |
|
|
| Fisher Pivots for day following 08-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7760 |
0.7757 |
| PP |
0.7760 |
0.7753 |
| S1 |
0.7760 |
0.7749 |
|