CME Canadian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 17-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2018 |
17-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8039 |
0.8047 |
0.0008 |
0.1% |
0.8065 |
| High |
0.8072 |
0.8096 |
0.0024 |
0.3% |
0.8085 |
| Low |
0.8024 |
0.7979 |
-0.0045 |
-0.6% |
0.7949 |
| Close |
0.8052 |
0.8066 |
0.0014 |
0.2% |
0.8015 |
| Range |
0.0048 |
0.0117 |
0.0069 |
143.7% |
0.0136 |
| ATR |
0.0057 |
0.0061 |
0.0004 |
7.5% |
0.0000 |
| Volume |
100,773 |
138,880 |
38,107 |
37.8% |
419,692 |
|
| Daily Pivots for day following 17-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8398 |
0.8349 |
0.8130 |
|
| R3 |
0.8281 |
0.8232 |
0.8098 |
|
| R2 |
0.8164 |
0.8164 |
0.8087 |
|
| R1 |
0.8115 |
0.8115 |
0.8077 |
0.8139 |
| PP |
0.8047 |
0.8047 |
0.8047 |
0.8059 |
| S1 |
0.7998 |
0.7998 |
0.8055 |
0.8022 |
| S2 |
0.7930 |
0.7930 |
0.8045 |
|
| S3 |
0.7813 |
0.7881 |
0.8034 |
|
| S4 |
0.7696 |
0.7764 |
0.8002 |
|
|
| 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 |
0.8096 |
0.7949 |
0.0147 |
1.8% |
0.0076 |
0.9% |
80% |
True |
False |
107,074 |
| 10 |
0.8101 |
0.7949 |
0.0152 |
1.9% |
0.0066 |
0.8% |
77% |
False |
False |
88,538 |
| 20 |
0.8101 |
0.7753 |
0.0348 |
4.3% |
0.0057 |
0.7% |
90% |
False |
False |
73,539 |
| 40 |
0.8101 |
0.7753 |
0.0348 |
4.3% |
0.0057 |
0.7% |
90% |
False |
False |
43,950 |
| 60 |
0.8101 |
0.7753 |
0.0348 |
4.3% |
0.0053 |
0.7% |
90% |
False |
False |
29,379 |
| 80 |
0.8161 |
0.7753 |
0.0408 |
5.1% |
0.0051 |
0.6% |
77% |
False |
False |
22,059 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8593 |
|
2.618 |
0.8402 |
|
1.618 |
0.8285 |
|
1.000 |
0.8213 |
|
0.618 |
0.8168 |
|
HIGH |
0.8096 |
|
0.618 |
0.8051 |
|
0.500 |
0.8037 |
|
0.382 |
0.8023 |
|
LOW |
0.7979 |
|
0.618 |
0.7906 |
|
1.000 |
0.7862 |
|
1.618 |
0.7789 |
|
2.618 |
0.7672 |
|
4.250 |
0.7481 |
|
|
| Fisher Pivots for day following 17-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8056 |
0.8054 |
| PP |
0.8047 |
0.8042 |
| S1 |
0.8037 |
0.8030 |
|