CME Canadian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 03-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2018 |
03-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7971 |
0.8000 |
0.0029 |
0.4% |
0.7870 |
| High |
0.8008 |
0.8010 |
0.0002 |
0.0% |
0.7999 |
| Low |
0.7969 |
0.7974 |
0.0006 |
0.1% |
0.7865 |
| Close |
0.8003 |
0.7984 |
-0.0020 |
-0.2% |
0.7990 |
| Range |
0.0040 |
0.0036 |
-0.0004 |
-10.1% |
0.0134 |
| ATR |
0.0052 |
0.0051 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
61,516 |
57,384 |
-4,132 |
-6.7% |
209,895 |
|
| Daily Pivots for day following 03-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8096 |
0.8075 |
0.8003 |
|
| R3 |
0.8060 |
0.8040 |
0.7993 |
|
| R2 |
0.8025 |
0.8025 |
0.7990 |
|
| R1 |
0.8004 |
0.8004 |
0.7987 |
0.7997 |
| PP |
0.7989 |
0.7989 |
0.7989 |
0.7985 |
| S1 |
0.7969 |
0.7969 |
0.7980 |
0.7961 |
| S2 |
0.7954 |
0.7954 |
0.7977 |
|
| S3 |
0.7918 |
0.7933 |
0.7974 |
|
| S4 |
0.7883 |
0.7898 |
0.7964 |
|
|
| 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 |
0.8010 |
0.7891 |
0.0119 |
1.5% |
0.0045 |
0.6% |
78% |
True |
False |
61,856 |
| 10 |
0.8010 |
0.7753 |
0.0257 |
3.2% |
0.0049 |
0.6% |
90% |
True |
False |
59,162 |
| 20 |
0.8010 |
0.7753 |
0.0257 |
3.2% |
0.0053 |
0.7% |
90% |
True |
False |
46,053 |
| 40 |
0.8010 |
0.7753 |
0.0257 |
3.2% |
0.0050 |
0.6% |
90% |
True |
False |
23,315 |
| 60 |
0.8044 |
0.7753 |
0.0292 |
3.7% |
0.0048 |
0.6% |
79% |
False |
False |
15,596 |
| 80 |
0.8275 |
0.7753 |
0.0522 |
6.5% |
0.0050 |
0.6% |
44% |
False |
False |
11,719 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8160 |
|
2.618 |
0.8102 |
|
1.618 |
0.8067 |
|
1.000 |
0.8045 |
|
0.618 |
0.8031 |
|
HIGH |
0.8010 |
|
0.618 |
0.7996 |
|
0.500 |
0.7992 |
|
0.382 |
0.7988 |
|
LOW |
0.7974 |
|
0.618 |
0.7952 |
|
1.000 |
0.7939 |
|
1.618 |
0.7917 |
|
2.618 |
0.7881 |
|
4.250 |
0.7823 |
|
|
| Fisher Pivots for day following 03-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7992 |
0.7982 |
| PP |
0.7989 |
0.7981 |
| S1 |
0.7986 |
0.7980 |
|