CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 06-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2018 |
06-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7750 |
0.7802 |
0.0052 |
0.7% |
0.7948 |
| High |
0.7753 |
0.7802 |
0.0049 |
0.6% |
0.7963 |
| Low |
0.7736 |
0.7785 |
0.0049 |
0.6% |
0.7785 |
| Close |
0.7736 |
0.7792 |
0.0057 |
0.7% |
0.7793 |
| Range |
0.0017 |
0.0017 |
0.0000 |
0.0% |
0.0179 |
| ATR |
0.0046 |
0.0047 |
0.0001 |
3.2% |
0.0000 |
| Volume |
28 |
18 |
-10 |
-35.7% |
467 |
|
| Daily Pivots for day following 06-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7844 |
0.7835 |
0.7801 |
|
| R3 |
0.7827 |
0.7818 |
0.7797 |
|
| R2 |
0.7810 |
0.7810 |
0.7795 |
|
| R1 |
0.7801 |
0.7801 |
0.7794 |
0.7797 |
| PP |
0.7793 |
0.7793 |
0.7793 |
0.7791 |
| S1 |
0.7784 |
0.7784 |
0.7790 |
0.7780 |
| S2 |
0.7776 |
0.7776 |
0.7789 |
|
| S3 |
0.7759 |
0.7767 |
0.7787 |
|
| S4 |
0.7742 |
0.7750 |
0.7783 |
|
|
| Weekly Pivots for week ending 02-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8382 |
0.8266 |
0.7891 |
|
| R3 |
0.8204 |
0.8087 |
0.7842 |
|
| R2 |
0.8025 |
0.8025 |
0.7825 |
|
| R1 |
0.7909 |
0.7909 |
0.7809 |
0.7878 |
| PP |
0.7847 |
0.7847 |
0.7847 |
0.7831 |
| S1 |
0.7730 |
0.7730 |
0.7776 |
0.7699 |
| S2 |
0.7668 |
0.7668 |
0.7760 |
|
| S3 |
0.7490 |
0.7552 |
0.7743 |
|
| S4 |
0.7311 |
0.7373 |
0.7694 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7874 |
|
2.618 |
0.7846 |
|
1.618 |
0.7829 |
|
1.000 |
0.7819 |
|
0.618 |
0.7812 |
|
HIGH |
0.7802 |
|
0.618 |
0.7795 |
|
0.500 |
0.7793 |
|
0.382 |
0.7791 |
|
LOW |
0.7785 |
|
0.618 |
0.7774 |
|
1.000 |
0.7768 |
|
1.618 |
0.7757 |
|
2.618 |
0.7740 |
|
4.250 |
0.7712 |
|
|
| Fisher Pivots for day following 06-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7793 |
0.7790 |
| PP |
0.7793 |
0.7788 |
| S1 |
0.7792 |
0.7786 |
|