CME Canadian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 21-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2017 |
21-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8151 |
0.8109 |
-0.0042 |
-0.5% |
0.8238 |
| High |
0.8200 |
0.8119 |
-0.0081 |
-1.0% |
0.8275 |
| Low |
0.8078 |
0.8091 |
0.0013 |
0.2% |
0.8175 |
| Close |
0.8099 |
0.8107 |
0.0008 |
0.1% |
0.8213 |
| Range |
0.0122 |
0.0028 |
-0.0094 |
-77.0% |
0.0099 |
| ATR |
0.0074 |
0.0071 |
-0.0003 |
-4.5% |
0.0000 |
| Volume |
104 |
11 |
-93 |
-89.4% |
544 |
|
| Daily Pivots for day following 21-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8190 |
0.8176 |
0.8122 |
|
| R3 |
0.8162 |
0.8148 |
0.8114 |
|
| R2 |
0.8134 |
0.8134 |
0.8112 |
|
| R1 |
0.8120 |
0.8120 |
0.8109 |
0.8113 |
| PP |
0.8106 |
0.8106 |
0.8106 |
0.8102 |
| S1 |
0.8092 |
0.8092 |
0.8104 |
0.8085 |
| S2 |
0.8077 |
0.8077 |
0.8101 |
|
| S3 |
0.8049 |
0.8064 |
0.8099 |
|
| S4 |
0.8021 |
0.8036 |
0.8091 |
|
|
| 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 |
0.8238 |
|
2.618 |
0.8192 |
|
1.618 |
0.8164 |
|
1.000 |
0.8147 |
|
0.618 |
0.8136 |
|
HIGH |
0.8119 |
|
0.618 |
0.8108 |
|
0.500 |
0.8105 |
|
0.382 |
0.8102 |
|
LOW |
0.8091 |
|
0.618 |
0.8074 |
|
1.000 |
0.8063 |
|
1.618 |
0.8046 |
|
2.618 |
0.8018 |
|
4.250 |
0.7972 |
|
|
| Fisher Pivots for day following 21-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8106 |
0.8139 |
| PP |
0.8106 |
0.8128 |
| S1 |
0.8105 |
0.8117 |
|