CME Canadian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 11-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2017 |
11-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8271 |
0.8238 |
-0.0034 |
-0.4% |
0.8110 |
| High |
0.8290 |
0.8266 |
-0.0024 |
-0.3% |
0.8290 |
| Low |
0.8225 |
0.8220 |
-0.0005 |
-0.1% |
0.8061 |
| Close |
0.8236 |
0.8258 |
0.0023 |
0.3% |
0.8236 |
| Range |
0.0064 |
0.0046 |
-0.0018 |
-28.7% |
0.0229 |
| ATR |
|
|
|
|
|
| Volume |
140 |
96 |
-44 |
-31.4% |
614 |
|
| Daily Pivots for day following 11-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8386 |
0.8368 |
0.8283 |
|
| R3 |
0.8340 |
0.8322 |
0.8271 |
|
| R2 |
0.8294 |
0.8294 |
0.8266 |
|
| R1 |
0.8276 |
0.8276 |
0.8262 |
0.8285 |
| PP |
0.8248 |
0.8248 |
0.8248 |
0.8253 |
| S1 |
0.8230 |
0.8230 |
0.8254 |
0.8239 |
| S2 |
0.8202 |
0.8202 |
0.8250 |
|
| S3 |
0.8156 |
0.8184 |
0.8245 |
|
| S4 |
0.8110 |
0.8138 |
0.8233 |
|
|
| Weekly Pivots for week ending 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8882 |
0.8788 |
0.8361 |
|
| R3 |
0.8653 |
0.8559 |
0.8298 |
|
| R2 |
0.8424 |
0.8424 |
0.8277 |
|
| R1 |
0.8330 |
0.8330 |
0.8256 |
0.8377 |
| PP |
0.8195 |
0.8195 |
0.8195 |
0.8219 |
| S1 |
0.8101 |
0.8101 |
0.8215 |
0.8148 |
| S2 |
0.7966 |
0.7966 |
0.8194 |
|
| S3 |
0.7737 |
0.7872 |
0.8173 |
|
| S4 |
0.7508 |
0.7643 |
0.8110 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8462 |
|
2.618 |
0.8386 |
|
1.618 |
0.8340 |
|
1.000 |
0.8312 |
|
0.618 |
0.8294 |
|
HIGH |
0.8266 |
|
0.618 |
0.8248 |
|
0.500 |
0.8243 |
|
0.382 |
0.8238 |
|
LOW |
0.8220 |
|
0.618 |
0.8192 |
|
1.000 |
0.8174 |
|
1.618 |
0.8146 |
|
2.618 |
0.8100 |
|
4.250 |
0.8025 |
|
|
| Fisher Pivots for day following 11-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8253 |
0.8250 |
| PP |
0.8248 |
0.8242 |
| S1 |
0.8243 |
0.8233 |
|