CME Canadian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 22-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2017 |
22-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8109 |
0.8124 |
0.0015 |
0.2% |
0.8200 |
| High |
0.8119 |
0.8161 |
0.0042 |
0.5% |
0.8217 |
| Low |
0.8091 |
0.8103 |
0.0012 |
0.1% |
0.8078 |
| Close |
0.8107 |
0.8112 |
0.0005 |
0.1% |
0.8112 |
| Range |
0.0028 |
0.0058 |
0.0030 |
107.1% |
0.0139 |
| ATR |
0.0071 |
0.0070 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
11 |
24 |
13 |
118.2% |
335 |
|
| Daily Pivots for day following 22-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8299 |
0.8263 |
0.8143 |
|
| R3 |
0.8241 |
0.8205 |
0.8127 |
|
| R2 |
0.8183 |
0.8183 |
0.8122 |
|
| R1 |
0.8147 |
0.8147 |
0.8117 |
0.8136 |
| PP |
0.8125 |
0.8125 |
0.8125 |
0.8119 |
| S1 |
0.8089 |
0.8089 |
0.8106 |
0.8078 |
| S2 |
0.8067 |
0.8067 |
0.8101 |
|
| S3 |
0.8009 |
0.8031 |
0.8096 |
|
| S4 |
0.7951 |
0.7973 |
0.8080 |
|
|
| Weekly Pivots for week ending 22-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8552 |
0.8471 |
0.8188 |
|
| R3 |
0.8413 |
0.8332 |
0.8150 |
|
| R2 |
0.8274 |
0.8274 |
0.8137 |
|
| R1 |
0.8193 |
0.8193 |
0.8124 |
0.8164 |
| PP |
0.8136 |
0.8136 |
0.8136 |
0.8121 |
| S1 |
0.8054 |
0.8054 |
0.8099 |
0.8025 |
| S2 |
0.7997 |
0.7997 |
0.8086 |
|
| S3 |
0.7858 |
0.7915 |
0.8073 |
|
| S4 |
0.7719 |
0.7776 |
0.8035 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8407 |
|
2.618 |
0.8312 |
|
1.618 |
0.8254 |
|
1.000 |
0.8219 |
|
0.618 |
0.8196 |
|
HIGH |
0.8161 |
|
0.618 |
0.8138 |
|
0.500 |
0.8132 |
|
0.382 |
0.8125 |
|
LOW |
0.8103 |
|
0.618 |
0.8067 |
|
1.000 |
0.8044 |
|
1.618 |
0.8009 |
|
2.618 |
0.7951 |
|
4.250 |
0.7856 |
|
|
| Fisher Pivots for day following 22-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8132 |
0.8139 |
| PP |
0.8125 |
0.8130 |
| S1 |
0.8118 |
0.8121 |
|