CME Canadian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 16-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2018 |
16-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7993 |
0.8039 |
0.0046 |
0.6% |
0.8065 |
| High |
0.8033 |
0.8072 |
0.0039 |
0.5% |
0.8085 |
| Low |
0.7964 |
0.8024 |
0.0060 |
0.8% |
0.7949 |
| Close |
0.8015 |
0.8052 |
0.0037 |
0.5% |
0.8015 |
| Range |
0.0070 |
0.0048 |
-0.0021 |
-30.9% |
0.0136 |
| ATR |
0.0057 |
0.0057 |
0.0000 |
0.0% |
0.0000 |
| Volume |
89,885 |
100,773 |
10,888 |
12.1% |
419,692 |
|
| Daily Pivots for day following 16-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8193 |
0.8171 |
0.8078 |
|
| R3 |
0.8145 |
0.8123 |
0.8065 |
|
| R2 |
0.8097 |
0.8097 |
0.8061 |
|
| R1 |
0.8075 |
0.8075 |
0.8056 |
0.8086 |
| PP |
0.8049 |
0.8049 |
0.8049 |
0.8055 |
| S1 |
0.8026 |
0.8026 |
0.8048 |
0.8038 |
| S2 |
0.8001 |
0.8001 |
0.8043 |
|
| S3 |
0.7953 |
0.7978 |
0.8039 |
|
| S4 |
0.7905 |
0.7930 |
0.8026 |
|
|
| 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 |
0.8072 |
0.7949 |
0.0123 |
1.5% |
0.0063 |
0.8% |
84% |
True |
False |
91,778 |
| 10 |
0.8101 |
0.7949 |
0.0152 |
1.9% |
0.0059 |
0.7% |
68% |
False |
False |
80,802 |
| 20 |
0.8101 |
0.7753 |
0.0348 |
4.3% |
0.0056 |
0.7% |
86% |
False |
False |
70,997 |
| 40 |
0.8101 |
0.7753 |
0.0348 |
4.3% |
0.0054 |
0.7% |
86% |
False |
False |
40,482 |
| 60 |
0.8101 |
0.7753 |
0.0348 |
4.3% |
0.0052 |
0.6% |
86% |
False |
False |
27,064 |
| 80 |
0.8161 |
0.7753 |
0.0408 |
5.1% |
0.0050 |
0.6% |
73% |
False |
False |
20,323 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8276 |
|
2.618 |
0.8197 |
|
1.618 |
0.8149 |
|
1.000 |
0.8120 |
|
0.618 |
0.8101 |
|
HIGH |
0.8072 |
|
0.618 |
0.8053 |
|
0.500 |
0.8048 |
|
0.382 |
0.8042 |
|
LOW |
0.8024 |
|
0.618 |
0.7994 |
|
1.000 |
0.7975 |
|
1.618 |
0.7946 |
|
2.618 |
0.7898 |
|
4.250 |
0.7819 |
|
|
| Fisher Pivots for day following 16-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8051 |
0.8038 |
| PP |
0.8049 |
0.8024 |
| S1 |
0.8048 |
0.8010 |
|