CME Canadian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 04-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2018 |
04-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8000 |
0.7983 |
-0.0017 |
-0.2% |
0.7870 |
| High |
0.8010 |
0.8019 |
0.0009 |
0.1% |
0.7999 |
| Low |
0.7974 |
0.7973 |
-0.0002 |
0.0% |
0.7865 |
| Close |
0.7984 |
0.8011 |
0.0027 |
0.3% |
0.7990 |
| Range |
0.0036 |
0.0046 |
0.0011 |
29.6% |
0.0134 |
| ATR |
0.0051 |
0.0050 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
57,384 |
65,005 |
7,621 |
13.3% |
209,895 |
|
| Daily Pivots for day following 04-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8139 |
0.8121 |
0.8036 |
|
| R3 |
0.8093 |
0.8075 |
0.8023 |
|
| R2 |
0.8047 |
0.8047 |
0.8019 |
|
| R1 |
0.8029 |
0.8029 |
0.8015 |
0.8038 |
| PP |
0.8001 |
0.8001 |
0.8001 |
0.8005 |
| S1 |
0.7983 |
0.7983 |
0.8006 |
0.7992 |
| S2 |
0.7955 |
0.7955 |
0.8002 |
|
| S3 |
0.7909 |
0.7937 |
0.7998 |
|
| S4 |
0.7863 |
0.7891 |
0.7985 |
|
|
| 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 |
0.8019 |
0.7911 |
0.0108 |
1.3% |
0.0046 |
0.6% |
93% |
True |
False |
64,206 |
| 10 |
0.8019 |
0.7777 |
0.0242 |
3.0% |
0.0049 |
0.6% |
97% |
True |
False |
59,901 |
| 20 |
0.8019 |
0.7753 |
0.0266 |
3.3% |
0.0053 |
0.7% |
97% |
True |
False |
49,188 |
| 40 |
0.8019 |
0.7753 |
0.0266 |
3.3% |
0.0050 |
0.6% |
97% |
True |
False |
24,938 |
| 60 |
0.8044 |
0.7753 |
0.0292 |
3.6% |
0.0049 |
0.6% |
89% |
False |
False |
16,679 |
| 80 |
0.8275 |
0.7753 |
0.0522 |
6.5% |
0.0050 |
0.6% |
49% |
False |
False |
12,531 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8214 |
|
2.618 |
0.8139 |
|
1.618 |
0.8093 |
|
1.000 |
0.8065 |
|
0.618 |
0.8047 |
|
HIGH |
0.8019 |
|
0.618 |
0.8001 |
|
0.500 |
0.7996 |
|
0.382 |
0.7990 |
|
LOW |
0.7973 |
|
0.618 |
0.7944 |
|
1.000 |
0.7927 |
|
1.618 |
0.7898 |
|
2.618 |
0.7852 |
|
4.250 |
0.7777 |
|
|
| Fisher Pivots for day following 04-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8006 |
0.8005 |
| PP |
0.8001 |
0.7999 |
| S1 |
0.7996 |
0.7994 |
|