CME Canadian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 27-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2017 |
27-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8075 |
0.8106 |
0.0031 |
0.4% |
0.8200 |
| High |
0.8114 |
0.8111 |
-0.0003 |
0.0% |
0.8217 |
| Low |
0.8065 |
0.8018 |
-0.0047 |
-0.6% |
0.8078 |
| Close |
0.8104 |
0.8030 |
-0.0074 |
-0.9% |
0.8112 |
| Range |
0.0050 |
0.0093 |
0.0044 |
88.9% |
0.0139 |
| ATR |
0.0067 |
0.0069 |
0.0002 |
2.8% |
0.0000 |
| Volume |
60 |
206 |
146 |
243.3% |
335 |
|
| Daily Pivots for day following 27-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8333 |
0.8275 |
0.8081 |
|
| R3 |
0.8240 |
0.8182 |
0.8056 |
|
| R2 |
0.8146 |
0.8146 |
0.8047 |
|
| R1 |
0.8088 |
0.8088 |
0.8039 |
0.8071 |
| PP |
0.8053 |
0.8053 |
0.8053 |
0.8044 |
| S1 |
0.7995 |
0.7995 |
0.8021 |
0.7977 |
| S2 |
0.7959 |
0.7959 |
0.8013 |
|
| S3 |
0.7866 |
0.7901 |
0.8004 |
|
| S4 |
0.7772 |
0.7808 |
0.7979 |
|
|
| 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 |
0.8508 |
|
2.618 |
0.8356 |
|
1.618 |
0.8262 |
|
1.000 |
0.8204 |
|
0.618 |
0.8169 |
|
HIGH |
0.8111 |
|
0.618 |
0.8075 |
|
0.500 |
0.8064 |
|
0.382 |
0.8053 |
|
LOW |
0.8018 |
|
0.618 |
0.7960 |
|
1.000 |
0.7924 |
|
1.618 |
0.7866 |
|
2.618 |
0.7773 |
|
4.250 |
0.7620 |
|
|
| Fisher Pivots for day following 27-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8064 |
0.8071 |
| PP |
0.8053 |
0.8057 |
| S1 |
0.8041 |
0.8044 |
|