CME Canadian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 20-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2017 |
20-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8140 |
0.8151 |
0.0011 |
0.1% |
0.8238 |
| High |
0.8162 |
0.8200 |
0.0038 |
0.5% |
0.8275 |
| Low |
0.8131 |
0.8078 |
-0.0053 |
-0.7% |
0.8175 |
| Close |
0.8154 |
0.8099 |
-0.0055 |
-0.7% |
0.8213 |
| Range |
0.0031 |
0.0122 |
0.0091 |
293.5% |
0.0099 |
| ATR |
0.0071 |
0.0074 |
0.0004 |
5.2% |
0.0000 |
| Volume |
76 |
104 |
28 |
36.8% |
544 |
|
| Daily Pivots for day following 20-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8492 |
0.8417 |
0.8166 |
|
| R3 |
0.8370 |
0.8295 |
0.8133 |
|
| R2 |
0.8248 |
0.8248 |
0.8121 |
|
| R1 |
0.8173 |
0.8173 |
0.8110 |
0.8150 |
| PP |
0.8126 |
0.8126 |
0.8126 |
0.8114 |
| S1 |
0.8051 |
0.8051 |
0.8088 |
0.8028 |
| S2 |
0.8004 |
0.8004 |
0.8077 |
|
| S3 |
0.7882 |
0.7929 |
0.8065 |
|
| S4 |
0.7760 |
0.7807 |
0.8032 |
|
|
| 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 |
0.8719 |
|
2.618 |
0.8519 |
|
1.618 |
0.8397 |
|
1.000 |
0.8322 |
|
0.618 |
0.8275 |
|
HIGH |
0.8200 |
|
0.618 |
0.8153 |
|
0.500 |
0.8139 |
|
0.382 |
0.8125 |
|
LOW |
0.8078 |
|
0.618 |
0.8003 |
|
1.000 |
0.7956 |
|
1.618 |
0.7881 |
|
2.618 |
0.7759 |
|
4.250 |
0.7560 |
|
|
| Fisher Pivots for day following 20-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8139 |
0.8148 |
| PP |
0.8126 |
0.8131 |
| S1 |
0.8112 |
0.8115 |
|