CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 16-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2018 |
16-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8039 |
0.8050 |
0.0012 |
0.1% |
0.7996 |
| High |
0.8045 |
0.8051 |
0.0006 |
0.1% |
0.8051 |
| Low |
0.8013 |
0.8000 |
-0.0013 |
-0.2% |
0.7941 |
| Close |
0.8042 |
0.8004 |
-0.0038 |
-0.5% |
0.8004 |
| Range |
0.0032 |
0.0051 |
0.0019 |
59.4% |
0.0110 |
| ATR |
0.0042 |
0.0042 |
0.0001 |
1.6% |
0.0000 |
| Volume |
31 |
33 |
2 |
6.5% |
320 |
|
| Daily Pivots for day following 16-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8171 |
0.8138 |
0.8032 |
|
| R3 |
0.8120 |
0.8087 |
0.8018 |
|
| R2 |
0.8069 |
0.8069 |
0.8013 |
|
| R1 |
0.8036 |
0.8036 |
0.8008 |
0.8027 |
| PP |
0.8018 |
0.8018 |
0.8018 |
0.8014 |
| S1 |
0.7985 |
0.7985 |
0.7999 |
0.7976 |
| S2 |
0.7967 |
0.7967 |
0.7994 |
|
| S3 |
0.7916 |
0.7934 |
0.7989 |
|
| S4 |
0.7865 |
0.7883 |
0.7975 |
|
|
| Weekly Pivots for week ending 16-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8329 |
0.8276 |
0.8064 |
|
| R3 |
0.8219 |
0.8166 |
0.8034 |
|
| R2 |
0.8109 |
0.8109 |
0.8024 |
|
| R1 |
0.8056 |
0.8056 |
0.8014 |
0.8082 |
| PP |
0.7999 |
0.7999 |
0.7999 |
0.8012 |
| S1 |
0.7946 |
0.7946 |
0.7993 |
0.7972 |
| S2 |
0.7889 |
0.7889 |
0.7983 |
|
| S3 |
0.7779 |
0.7836 |
0.7973 |
|
| S4 |
0.7669 |
0.7726 |
0.7943 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8268 |
|
2.618 |
0.8185 |
|
1.618 |
0.8134 |
|
1.000 |
0.8102 |
|
0.618 |
0.8083 |
|
HIGH |
0.8051 |
|
0.618 |
0.8032 |
|
0.500 |
0.8026 |
|
0.382 |
0.8019 |
|
LOW |
0.8000 |
|
0.618 |
0.7968 |
|
1.000 |
0.7949 |
|
1.618 |
0.7917 |
|
2.618 |
0.7866 |
|
4.250 |
0.7783 |
|
|
| Fisher Pivots for day following 16-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8026 |
0.8001 |
| PP |
0.8018 |
0.7999 |
| S1 |
0.8011 |
0.7996 |
|