CME Canadian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 19-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2017 |
19-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8200 |
0.8140 |
-0.0060 |
-0.7% |
0.8238 |
| High |
0.8217 |
0.8162 |
-0.0055 |
-0.7% |
0.8275 |
| Low |
0.8113 |
0.8131 |
0.0019 |
0.2% |
0.8175 |
| Close |
0.8129 |
0.8154 |
0.0026 |
0.3% |
0.8213 |
| Range |
0.0105 |
0.0031 |
-0.0073 |
-70.3% |
0.0099 |
| ATR |
0.0074 |
0.0071 |
-0.0003 |
-3.9% |
0.0000 |
| Volume |
120 |
76 |
-44 |
-36.7% |
544 |
|
| Daily Pivots for day following 19-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8242 |
0.8229 |
0.8171 |
|
| R3 |
0.8211 |
0.8198 |
0.8163 |
|
| R2 |
0.8180 |
0.8180 |
0.8160 |
|
| R1 |
0.8167 |
0.8167 |
0.8157 |
0.8174 |
| PP |
0.8149 |
0.8149 |
0.8149 |
0.8152 |
| S1 |
0.8136 |
0.8136 |
0.8151 |
0.8143 |
| S2 |
0.8118 |
0.8118 |
0.8148 |
|
| S3 |
0.8087 |
0.8105 |
0.8145 |
|
| S4 |
0.8056 |
0.8074 |
0.8137 |
|
|
| 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 |
0.8294 |
|
2.618 |
0.8243 |
|
1.618 |
0.8212 |
|
1.000 |
0.8193 |
|
0.618 |
0.8181 |
|
HIGH |
0.8162 |
|
0.618 |
0.8150 |
|
0.500 |
0.8147 |
|
0.382 |
0.8143 |
|
LOW |
0.8131 |
|
0.618 |
0.8112 |
|
1.000 |
0.8100 |
|
1.618 |
0.8081 |
|
2.618 |
0.8050 |
|
4.250 |
0.7999 |
|
|
| Fisher Pivots for day following 19-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8152 |
0.8181 |
| PP |
0.8149 |
0.8172 |
| S1 |
0.8147 |
0.8163 |
|