CME Canadian Dollar Future March 2018
Trading Metrics calculated at close of trading on 31-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2018 |
31-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
0.8109 |
0.8110 |
0.0001 |
0.0% |
0.8017 |
High |
0.8128 |
0.8168 |
0.0040 |
0.5% |
0.8146 |
Low |
0.8082 |
0.8103 |
0.0020 |
0.3% |
0.8007 |
Close |
0.8119 |
0.8133 |
0.0014 |
0.2% |
0.8122 |
Range |
0.0046 |
0.0066 |
0.0020 |
42.4% |
0.0139 |
ATR |
0.0058 |
0.0059 |
0.0001 |
0.9% |
0.0000 |
Volume |
62,415 |
103,444 |
41,029 |
65.7% |
405,931 |
|
Daily Pivots for day following 31-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8331 |
0.8297 |
0.8169 |
|
R3 |
0.8265 |
0.8232 |
0.8151 |
|
R2 |
0.8200 |
0.8200 |
0.8145 |
|
R1 |
0.8166 |
0.8166 |
0.8139 |
0.8183 |
PP |
0.8134 |
0.8134 |
0.8134 |
0.8143 |
S1 |
0.8101 |
0.8101 |
0.8126 |
0.8118 |
S2 |
0.8069 |
0.8069 |
0.8120 |
|
S3 |
0.8003 |
0.8035 |
0.8114 |
|
S4 |
0.7938 |
0.7970 |
0.8096 |
|
|
Weekly Pivots for week ending 26-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8510 |
0.8455 |
0.8198 |
|
R3 |
0.8370 |
0.8316 |
0.8160 |
|
R2 |
0.8231 |
0.8231 |
0.8147 |
|
R1 |
0.8176 |
0.8176 |
0.8134 |
0.8204 |
PP |
0.8091 |
0.8091 |
0.8091 |
0.8105 |
S1 |
0.8037 |
0.8037 |
0.8109 |
0.8064 |
S2 |
0.7952 |
0.7952 |
0.8096 |
|
S3 |
0.7812 |
0.7897 |
0.8083 |
|
S4 |
0.7673 |
0.7758 |
0.8045 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8168 |
0.8074 |
0.0094 |
1.2% |
0.0056 |
0.7% |
62% |
True |
False |
86,118 |
10 |
0.8168 |
0.8000 |
0.0168 |
2.1% |
0.0056 |
0.7% |
79% |
True |
False |
76,773 |
20 |
0.8168 |
0.7949 |
0.0220 |
2.7% |
0.0061 |
0.8% |
84% |
True |
False |
82,656 |
40 |
0.8168 |
0.7753 |
0.0416 |
5.1% |
0.0057 |
0.7% |
91% |
True |
False |
62,955 |
60 |
0.8168 |
0.7753 |
0.0416 |
5.1% |
0.0054 |
0.7% |
91% |
True |
False |
42,141 |
80 |
0.8168 |
0.7753 |
0.0416 |
5.1% |
0.0051 |
0.6% |
91% |
True |
False |
31,645 |
100 |
0.8290 |
0.7753 |
0.0537 |
6.6% |
0.0053 |
0.6% |
71% |
False |
False |
25,334 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8446 |
2.618 |
0.8339 |
1.618 |
0.8274 |
1.000 |
0.8234 |
0.618 |
0.8208 |
HIGH |
0.8168 |
0.618 |
0.8143 |
0.500 |
0.8135 |
0.382 |
0.8128 |
LOW |
0.8103 |
0.618 |
0.8062 |
1.000 |
0.8037 |
1.618 |
0.7997 |
2.618 |
0.7931 |
4.250 |
0.7824 |
|
|
Fisher Pivots for day following 31-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
0.8135 |
0.8130 |
PP |
0.8134 |
0.8128 |
S1 |
0.8133 |
0.8125 |
|