CME Canadian Dollar Future December 2018
Trading Metrics calculated at close of trading on 22-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2018 |
22-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
0.7718 |
0.7783 |
0.0066 |
0.8% |
0.7840 |
High |
0.7783 |
0.7785 |
0.0002 |
0.0% |
0.7840 |
Low |
0.7715 |
0.7769 |
0.0055 |
0.7% |
0.7679 |
Close |
0.7777 |
0.7778 |
0.0000 |
0.0% |
0.7679 |
Range |
0.0069 |
0.0016 |
-0.0053 |
-76.6% |
0.0162 |
ATR |
0.0046 |
0.0044 |
-0.0002 |
-4.7% |
0.0000 |
Volume |
125 |
33 |
-92 |
-73.6% |
1,067 |
|
Daily Pivots for day following 22-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7825 |
0.7817 |
0.7786 |
|
R3 |
0.7809 |
0.7801 |
0.7782 |
|
R2 |
0.7793 |
0.7793 |
0.7780 |
|
R1 |
0.7785 |
0.7785 |
0.7779 |
0.7781 |
PP |
0.7777 |
0.7777 |
0.7777 |
0.7775 |
S1 |
0.7769 |
0.7769 |
0.7776 |
0.7765 |
S2 |
0.7761 |
0.7761 |
0.7775 |
|
S3 |
0.7745 |
0.7753 |
0.7773 |
|
S4 |
0.7729 |
0.7737 |
0.7769 |
|
|
Weekly Pivots for week ending 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8217 |
0.8109 |
0.7767 |
|
R3 |
0.8055 |
0.7948 |
0.7723 |
|
R2 |
0.7894 |
0.7894 |
0.7708 |
|
R1 |
0.7786 |
0.7786 |
0.7693 |
0.7759 |
PP |
0.7732 |
0.7732 |
0.7732 |
0.7719 |
S1 |
0.7625 |
0.7625 |
0.7664 |
0.7598 |
S2 |
0.7571 |
0.7571 |
0.7649 |
|
S3 |
0.7409 |
0.7463 |
0.7634 |
|
S4 |
0.7248 |
0.7302 |
0.7590 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7853 |
2.618 |
0.7827 |
1.618 |
0.7811 |
1.000 |
0.7801 |
0.618 |
0.7795 |
HIGH |
0.7785 |
0.618 |
0.7779 |
0.500 |
0.7777 |
0.382 |
0.7775 |
LOW |
0.7769 |
0.618 |
0.7759 |
1.000 |
0.7753 |
1.618 |
0.7743 |
2.618 |
0.7727 |
4.250 |
0.7701 |
|
|
Fisher Pivots for day following 22-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7777 |
0.7763 |
PP |
0.7777 |
0.7748 |
S1 |
0.7777 |
0.7734 |
|