CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 12-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2018 |
12-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7832 |
0.7840 |
0.0008 |
0.1% |
0.7750 |
| High |
0.7836 |
0.7840 |
0.0005 |
0.1% |
0.7836 |
| Low |
0.7813 |
0.7830 |
0.0017 |
0.2% |
0.7736 |
| Close |
0.7834 |
0.7834 |
0.0000 |
0.0% |
0.7834 |
| Range |
0.0023 |
0.0011 |
-0.0012 |
-54.3% |
0.0100 |
| ATR |
0.0048 |
0.0045 |
-0.0003 |
-5.6% |
0.0000 |
| Volume |
28 |
25 |
-3 |
-10.7% |
224 |
|
| Daily Pivots for day following 12-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7866 |
0.7860 |
0.7839 |
|
| R3 |
0.7855 |
0.7850 |
0.7836 |
|
| R2 |
0.7845 |
0.7845 |
0.7835 |
|
| R1 |
0.7839 |
0.7839 |
0.7834 |
0.7837 |
| PP |
0.7834 |
0.7834 |
0.7834 |
0.7833 |
| S1 |
0.7829 |
0.7829 |
0.7833 |
0.7826 |
| S2 |
0.7824 |
0.7824 |
0.7832 |
|
| S3 |
0.7813 |
0.7818 |
0.7831 |
|
| S4 |
0.7803 |
0.7808 |
0.7828 |
|
|
| Weekly Pivots for week ending 09-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8102 |
0.8068 |
0.7889 |
|
| R3 |
0.8002 |
0.7968 |
0.7861 |
|
| R2 |
0.7902 |
0.7902 |
0.7852 |
|
| R1 |
0.7868 |
0.7868 |
0.7843 |
0.7885 |
| PP |
0.7802 |
0.7802 |
0.7802 |
0.7810 |
| S1 |
0.7768 |
0.7768 |
0.7824 |
0.7785 |
| S2 |
0.7702 |
0.7702 |
0.7815 |
|
| S3 |
0.7602 |
0.7668 |
0.7806 |
|
| S4 |
0.7502 |
0.7568 |
0.7779 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7885 |
|
2.618 |
0.7867 |
|
1.618 |
0.7857 |
|
1.000 |
0.7851 |
|
0.618 |
0.7846 |
|
HIGH |
0.7840 |
|
0.618 |
0.7836 |
|
0.500 |
0.7835 |
|
0.382 |
0.7834 |
|
LOW |
0.7830 |
|
0.618 |
0.7823 |
|
1.000 |
0.7819 |
|
1.618 |
0.7813 |
|
2.618 |
0.7802 |
|
4.250 |
0.7785 |
|
|
| Fisher Pivots for day following 12-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7835 |
0.7822 |
| PP |
0.7834 |
0.7811 |
| S1 |
0.7834 |
0.7800 |
|