CME Canadian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 15-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2017 |
15-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8200 |
0.8250 |
0.0051 |
0.6% |
0.8238 |
| High |
0.8228 |
0.8250 |
0.0023 |
0.3% |
0.8275 |
| Low |
0.8175 |
0.8189 |
0.0013 |
0.2% |
0.8175 |
| Close |
0.8207 |
0.8213 |
0.0006 |
0.1% |
0.8213 |
| Range |
0.0052 |
0.0062 |
0.0009 |
17.1% |
0.0099 |
| ATR |
0.0072 |
0.0071 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
106 |
149 |
43 |
40.6% |
544 |
|
| Daily Pivots for day following 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8402 |
0.8369 |
0.8246 |
|
| R3 |
0.8340 |
0.8307 |
0.8229 |
|
| R2 |
0.8279 |
0.8279 |
0.8224 |
|
| R1 |
0.8246 |
0.8246 |
0.8218 |
0.8231 |
| PP |
0.8217 |
0.8217 |
0.8217 |
0.8210 |
| S1 |
0.8184 |
0.8184 |
0.8207 |
0.8170 |
| S2 |
0.8156 |
0.8156 |
0.8201 |
|
| S3 |
0.8094 |
0.8123 |
0.8196 |
|
| S4 |
0.8033 |
0.8061 |
0.8179 |
|
|
| Weekly Pivots for week ending 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8519 |
0.8465 |
0.8267 |
|
| R3 |
0.8420 |
0.8366 |
0.8240 |
|
| R2 |
0.8320 |
0.8320 |
0.8231 |
|
| R1 |
0.8266 |
0.8266 |
0.8222 |
0.8244 |
| PP |
0.8221 |
0.8221 |
0.8221 |
0.8209 |
| S1 |
0.8167 |
0.8167 |
0.8203 |
0.8144 |
| S2 |
0.8121 |
0.8121 |
0.8194 |
|
| S3 |
0.8022 |
0.8067 |
0.8185 |
|
| S4 |
0.7922 |
0.7968 |
0.8158 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8511 |
|
2.618 |
0.8411 |
|
1.618 |
0.8350 |
|
1.000 |
0.8312 |
|
0.618 |
0.8288 |
|
HIGH |
0.8250 |
|
0.618 |
0.8227 |
|
0.500 |
0.8219 |
|
0.382 |
0.8212 |
|
LOW |
0.8189 |
|
0.618 |
0.8150 |
|
1.000 |
0.8127 |
|
1.618 |
0.8089 |
|
2.618 |
0.8027 |
|
4.250 |
0.7927 |
|
|
| Fisher Pivots for day following 15-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8219 |
0.8213 |
| PP |
0.8217 |
0.8213 |
| S1 |
0.8215 |
0.8213 |
|