CME Canadian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 26-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2017 |
26-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8105 |
0.8075 |
-0.0030 |
-0.4% |
0.8200 |
| High |
0.8125 |
0.8114 |
-0.0011 |
-0.1% |
0.8217 |
| Low |
0.8081 |
0.8065 |
-0.0016 |
-0.2% |
0.8078 |
| Close |
0.8100 |
0.8104 |
0.0005 |
0.1% |
0.8112 |
| Range |
0.0044 |
0.0050 |
0.0005 |
12.5% |
0.0139 |
| ATR |
0.0068 |
0.0067 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
28 |
60 |
32 |
114.3% |
335 |
|
| Daily Pivots for day following 26-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8243 |
0.8223 |
0.8131 |
|
| R3 |
0.8193 |
0.8173 |
0.8118 |
|
| R2 |
0.8144 |
0.8144 |
0.8113 |
|
| R1 |
0.8124 |
0.8124 |
0.8109 |
0.8134 |
| PP |
0.8094 |
0.8094 |
0.8094 |
0.8099 |
| S1 |
0.8074 |
0.8074 |
0.8099 |
0.8084 |
| S2 |
0.8045 |
0.8045 |
0.8095 |
|
| S3 |
0.7995 |
0.8025 |
0.8090 |
|
| S4 |
0.7946 |
0.7975 |
0.8077 |
|
|
| 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 |
0.8324 |
|
2.618 |
0.8244 |
|
1.618 |
0.8194 |
|
1.000 |
0.8164 |
|
0.618 |
0.8145 |
|
HIGH |
0.8114 |
|
0.618 |
0.8095 |
|
0.500 |
0.8089 |
|
0.382 |
0.8083 |
|
LOW |
0.8065 |
|
0.618 |
0.8034 |
|
1.000 |
0.8015 |
|
1.618 |
0.7984 |
|
2.618 |
0.7935 |
|
4.250 |
0.7854 |
|
|
| Fisher Pivots for day following 26-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8099 |
0.8113 |
| PP |
0.8094 |
0.8110 |
| S1 |
0.8089 |
0.8107 |
|