CME Canadian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 02-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2017 |
02-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7966 |
0.7971 |
0.0006 |
0.1% |
0.7870 |
| High |
0.7999 |
0.8008 |
0.0010 |
0.1% |
0.7999 |
| Low |
0.7951 |
0.7969 |
0.0018 |
0.2% |
0.7865 |
| Close |
0.7990 |
0.8003 |
0.0013 |
0.2% |
0.7990 |
| Range |
0.0048 |
0.0040 |
-0.0008 |
-16.8% |
0.0134 |
| ATR |
0.0053 |
0.0052 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
76,612 |
61,516 |
-15,096 |
-19.7% |
209,895 |
|
| Daily Pivots for day following 02-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8112 |
0.8097 |
0.8025 |
|
| R3 |
0.8072 |
0.8057 |
0.8014 |
|
| R2 |
0.8033 |
0.8033 |
0.8010 |
|
| R1 |
0.8018 |
0.8018 |
0.8007 |
0.8025 |
| PP |
0.7993 |
0.7993 |
0.7993 |
0.7997 |
| S1 |
0.7978 |
0.7978 |
0.7999 |
0.7986 |
| S2 |
0.7954 |
0.7954 |
0.7996 |
|
| S3 |
0.7914 |
0.7939 |
0.7992 |
|
| S4 |
0.7875 |
0.7899 |
0.7981 |
|
|
| Weekly Pivots for week ending 29-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8352 |
0.8304 |
0.8063 |
|
| R3 |
0.8218 |
0.8171 |
0.8027 |
|
| R2 |
0.8085 |
0.8085 |
0.8014 |
|
| R1 |
0.8037 |
0.8037 |
0.8002 |
0.8061 |
| PP |
0.7951 |
0.7951 |
0.7951 |
0.7963 |
| S1 |
0.7904 |
0.7904 |
0.7978 |
0.7928 |
| S2 |
0.7818 |
0.7818 |
0.7966 |
|
| S3 |
0.7684 |
0.7770 |
0.7953 |
|
| S4 |
0.7551 |
0.7637 |
0.7917 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8008 |
0.7865 |
0.0143 |
1.8% |
0.0044 |
0.6% |
97% |
True |
False |
54,282 |
| 10 |
0.8008 |
0.7753 |
0.0256 |
3.2% |
0.0048 |
0.6% |
98% |
True |
False |
58,540 |
| 20 |
0.8008 |
0.7753 |
0.0256 |
3.2% |
0.0053 |
0.7% |
98% |
True |
False |
43,255 |
| 40 |
0.8008 |
0.7753 |
0.0256 |
3.2% |
0.0050 |
0.6% |
98% |
True |
False |
21,884 |
| 60 |
0.8044 |
0.7753 |
0.0292 |
3.6% |
0.0048 |
0.6% |
86% |
False |
False |
14,641 |
| 80 |
0.8290 |
0.7753 |
0.0537 |
6.7% |
0.0050 |
0.6% |
47% |
False |
False |
11,004 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8176 |
|
2.618 |
0.8111 |
|
1.618 |
0.8072 |
|
1.000 |
0.8048 |
|
0.618 |
0.8032 |
|
HIGH |
0.8008 |
|
0.618 |
0.7993 |
|
0.500 |
0.7988 |
|
0.382 |
0.7984 |
|
LOW |
0.7969 |
|
0.618 |
0.7944 |
|
1.000 |
0.7929 |
|
1.618 |
0.7905 |
|
2.618 |
0.7865 |
|
4.250 |
0.7801 |
|
|
| Fisher Pivots for day following 02-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7998 |
0.7988 |
| PP |
0.7993 |
0.7974 |
| S1 |
0.7988 |
0.7959 |
|