CME Canadian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 12-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2018 |
12-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7976 |
0.7993 |
0.0018 |
0.2% |
0.8065 |
| High |
0.7996 |
0.8033 |
0.0037 |
0.5% |
0.8085 |
| Low |
0.7949 |
0.7964 |
0.0015 |
0.2% |
0.7949 |
| Close |
0.7991 |
0.8015 |
0.0024 |
0.3% |
0.8015 |
| Range |
0.0048 |
0.0070 |
0.0022 |
46.3% |
0.0136 |
| ATR |
0.0056 |
0.0057 |
0.0001 |
1.7% |
0.0000 |
| Volume |
91,790 |
89,885 |
-1,905 |
-2.1% |
419,692 |
|
| Daily Pivots for day following 12-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8212 |
0.8183 |
0.8053 |
|
| R3 |
0.8143 |
0.8113 |
0.8034 |
|
| R2 |
0.8073 |
0.8073 |
0.8027 |
|
| R1 |
0.8044 |
0.8044 |
0.8021 |
0.8059 |
| PP |
0.8004 |
0.8004 |
0.8004 |
0.8011 |
| S1 |
0.7974 |
0.7974 |
0.8008 |
0.7989 |
| S2 |
0.7934 |
0.7934 |
0.8002 |
|
| S3 |
0.7865 |
0.7905 |
0.7995 |
|
| S4 |
0.7795 |
0.7835 |
0.7976 |
|
|
| Weekly Pivots for week ending 12-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8424 |
0.8355 |
0.8089 |
|
| R3 |
0.8288 |
0.8219 |
0.8052 |
|
| R2 |
0.8152 |
0.8152 |
0.8039 |
|
| R1 |
0.8083 |
0.8083 |
0.8027 |
0.8050 |
| PP |
0.8016 |
0.8016 |
0.8016 |
0.7999 |
| S1 |
0.7947 |
0.7947 |
0.8002 |
0.7914 |
| S2 |
0.7880 |
0.7880 |
0.7990 |
|
| S3 |
0.7744 |
0.7811 |
0.7977 |
|
| S4 |
0.7608 |
0.7675 |
0.7940 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8085 |
0.7949 |
0.0136 |
1.7% |
0.0063 |
0.8% |
49% |
False |
False |
83,938 |
| 10 |
0.8101 |
0.7949 |
0.0152 |
1.9% |
0.0059 |
0.7% |
43% |
False |
False |
78,385 |
| 20 |
0.8101 |
0.7753 |
0.0348 |
4.3% |
0.0058 |
0.7% |
75% |
False |
False |
69,676 |
| 40 |
0.8101 |
0.7753 |
0.0348 |
4.3% |
0.0054 |
0.7% |
75% |
False |
False |
37,969 |
| 60 |
0.8101 |
0.7753 |
0.0348 |
4.3% |
0.0052 |
0.6% |
75% |
False |
False |
25,387 |
| 80 |
0.8200 |
0.7753 |
0.0448 |
5.6% |
0.0051 |
0.6% |
59% |
False |
False |
19,064 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8328 |
|
2.618 |
0.8215 |
|
1.618 |
0.8145 |
|
1.000 |
0.8103 |
|
0.618 |
0.8076 |
|
HIGH |
0.8033 |
|
0.618 |
0.8006 |
|
0.500 |
0.7998 |
|
0.382 |
0.7990 |
|
LOW |
0.7964 |
|
0.618 |
0.7921 |
|
1.000 |
0.7894 |
|
1.618 |
0.7851 |
|
2.618 |
0.7782 |
|
4.250 |
0.7668 |
|
|
| Fisher Pivots for day following 12-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8009 |
0.8010 |
| PP |
0.8004 |
0.8005 |
| S1 |
0.7998 |
0.8001 |
|