CME Canadian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 09-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2018 |
09-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8065 |
0.8059 |
-0.0006 |
-0.1% |
0.7971 |
| High |
0.8085 |
0.8072 |
-0.0013 |
-0.2% |
0.8101 |
| Low |
0.8038 |
0.8020 |
-0.0018 |
-0.2% |
0.7969 |
| Close |
0.8057 |
0.8032 |
-0.0025 |
-0.3% |
0.8067 |
| Range |
0.0047 |
0.0052 |
0.0005 |
10.8% |
0.0132 |
| ATR |
0.0054 |
0.0053 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
61,571 |
62,403 |
832 |
1.4% |
287,555 |
|
| Daily Pivots for day following 09-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8196 |
0.8165 |
0.8060 |
|
| R3 |
0.8144 |
0.8114 |
0.8046 |
|
| R2 |
0.8093 |
0.8093 |
0.8041 |
|
| R1 |
0.8062 |
0.8062 |
0.8037 |
0.8052 |
| PP |
0.8041 |
0.8041 |
0.8041 |
0.8036 |
| S1 |
0.8011 |
0.8011 |
0.8027 |
0.8000 |
| S2 |
0.7990 |
0.7990 |
0.8023 |
|
| S3 |
0.7938 |
0.7959 |
0.8018 |
|
| S4 |
0.7887 |
0.7908 |
0.8004 |
|
|
| 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 |
0.7973 |
0.0128 |
1.6% |
0.0056 |
0.7% |
46% |
False |
False |
70,002 |
| 10 |
0.8101 |
0.7865 |
0.0236 |
2.9% |
0.0050 |
0.6% |
71% |
False |
False |
62,142 |
| 20 |
0.8101 |
0.7753 |
0.0348 |
4.3% |
0.0053 |
0.7% |
80% |
False |
False |
59,849 |
| 40 |
0.8101 |
0.7753 |
0.0348 |
4.3% |
0.0051 |
0.6% |
80% |
False |
False |
30,617 |
| 60 |
0.8101 |
0.7753 |
0.0348 |
4.3% |
0.0050 |
0.6% |
80% |
False |
False |
20,466 |
| 80 |
0.8250 |
0.7753 |
0.0498 |
6.2% |
0.0050 |
0.6% |
56% |
False |
False |
15,372 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8290 |
|
2.618 |
0.8206 |
|
1.618 |
0.8155 |
|
1.000 |
0.8123 |
|
0.618 |
0.8103 |
|
HIGH |
0.8072 |
|
0.618 |
0.8052 |
|
0.500 |
0.8046 |
|
0.382 |
0.8040 |
|
LOW |
0.8020 |
|
0.618 |
0.7988 |
|
1.000 |
0.7968 |
|
1.618 |
0.7937 |
|
2.618 |
0.7885 |
|
4.250 |
0.7801 |
|
|
| Fisher Pivots for day following 09-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8046 |
0.8050 |
| PP |
0.8041 |
0.8044 |
| S1 |
0.8037 |
0.8038 |
|