CME Canadian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 05-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2018 |
05-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7983 |
0.8015 |
0.0032 |
0.4% |
0.7971 |
| High |
0.8019 |
0.8101 |
0.0082 |
1.0% |
0.8101 |
| Low |
0.7973 |
0.7999 |
0.0026 |
0.3% |
0.7969 |
| Close |
0.8011 |
0.8067 |
0.0056 |
0.7% |
0.8067 |
| Range |
0.0046 |
0.0102 |
0.0056 |
121.7% |
0.0132 |
| ATR |
0.0050 |
0.0054 |
0.0004 |
7.3% |
0.0000 |
| Volume |
65,005 |
103,650 |
38,645 |
59.4% |
287,555 |
|
| Daily Pivots for day following 05-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8361 |
0.8316 |
0.8123 |
|
| R3 |
0.8259 |
0.8214 |
0.8095 |
|
| R2 |
0.8157 |
0.8157 |
0.8085 |
|
| R1 |
0.8112 |
0.8112 |
0.8076 |
0.8135 |
| PP |
0.8055 |
0.8055 |
0.8055 |
0.8067 |
| S1 |
0.8010 |
0.8010 |
0.8057 |
0.8033 |
| S2 |
0.7953 |
0.7953 |
0.8048 |
|
| S3 |
0.7851 |
0.7908 |
0.8038 |
|
| S4 |
0.7749 |
0.7806 |
0.8010 |
|
|
| Weekly Pivots for week ending 05-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8441 |
0.8386 |
0.8139 |
|
| R3 |
0.8309 |
0.8254 |
0.8103 |
|
| R2 |
0.8177 |
0.8177 |
0.8091 |
|
| R1 |
0.8122 |
0.8122 |
0.8079 |
0.8150 |
| PP |
0.8045 |
0.8045 |
0.8045 |
0.8059 |
| S1 |
0.7990 |
0.7990 |
0.8054 |
0.8018 |
| S2 |
0.7913 |
0.7913 |
0.8042 |
|
| S3 |
0.7781 |
0.7858 |
0.8030 |
|
| S4 |
0.7649 |
0.7726 |
0.7994 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8101 |
0.7951 |
0.0150 |
1.9% |
0.0054 |
0.7% |
77% |
True |
False |
72,833 |
| 10 |
0.8101 |
0.7802 |
0.0299 |
3.7% |
0.0055 |
0.7% |
89% |
True |
False |
65,489 |
| 20 |
0.8101 |
0.7753 |
0.0348 |
4.3% |
0.0053 |
0.7% |
90% |
True |
False |
54,215 |
| 40 |
0.8101 |
0.7753 |
0.0348 |
4.3% |
0.0051 |
0.6% |
90% |
True |
False |
27,525 |
| 60 |
0.8101 |
0.7753 |
0.0348 |
4.3% |
0.0050 |
0.6% |
90% |
True |
False |
18,404 |
| 80 |
0.8250 |
0.7753 |
0.0498 |
6.2% |
0.0051 |
0.6% |
63% |
False |
False |
13,825 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8534 |
|
2.618 |
0.8368 |
|
1.618 |
0.8266 |
|
1.000 |
0.8203 |
|
0.618 |
0.8164 |
|
HIGH |
0.8101 |
|
0.618 |
0.8062 |
|
0.500 |
0.8050 |
|
0.382 |
0.8037 |
|
LOW |
0.7999 |
|
0.618 |
0.7935 |
|
1.000 |
0.7897 |
|
1.618 |
0.7833 |
|
2.618 |
0.7731 |
|
4.250 |
0.7565 |
|
|
| Fisher Pivots for day following 05-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8061 |
0.8057 |
| PP |
0.8055 |
0.8047 |
| S1 |
0.8050 |
0.8037 |
|