CME Canadian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 01-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2018 |
01-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8110 |
0.8128 |
0.0018 |
0.2% |
0.8017 |
| High |
0.8168 |
0.8163 |
-0.0006 |
-0.1% |
0.8146 |
| Low |
0.8103 |
0.8114 |
0.0011 |
0.1% |
0.8007 |
| Close |
0.8133 |
0.8153 |
0.0020 |
0.3% |
0.8122 |
| Range |
0.0066 |
0.0049 |
-0.0017 |
-25.2% |
0.0139 |
| ATR |
0.0059 |
0.0058 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
103,444 |
70,472 |
-32,972 |
-31.9% |
405,931 |
|
| Daily Pivots for day following 01-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8290 |
0.8271 |
0.8180 |
|
| R3 |
0.8241 |
0.8222 |
0.8166 |
|
| R2 |
0.8192 |
0.8192 |
0.8162 |
|
| R1 |
0.8173 |
0.8173 |
0.8157 |
0.8182 |
| PP |
0.8143 |
0.8143 |
0.8143 |
0.8148 |
| S1 |
0.8124 |
0.8124 |
0.8149 |
0.8133 |
| S2 |
0.8094 |
0.8094 |
0.8144 |
|
| S3 |
0.8045 |
0.8075 |
0.8140 |
|
| S4 |
0.7996 |
0.8026 |
0.8126 |
|
|
| 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% |
0.0052 |
0.6% |
84% |
False |
False |
77,006 |
| 10 |
0.8168 |
0.8000 |
0.0168 |
2.1% |
0.0056 |
0.7% |
91% |
False |
False |
76,395 |
| 20 |
0.8168 |
0.7949 |
0.0220 |
2.7% |
0.0062 |
0.8% |
93% |
False |
False |
83,310 |
| 40 |
0.8168 |
0.7753 |
0.0416 |
5.1% |
0.0057 |
0.7% |
96% |
False |
False |
64,681 |
| 60 |
0.8168 |
0.7753 |
0.0416 |
5.1% |
0.0054 |
0.7% |
96% |
False |
False |
43,313 |
| 80 |
0.8168 |
0.7753 |
0.0416 |
5.1% |
0.0051 |
0.6% |
96% |
False |
False |
32,524 |
| 100 |
0.8275 |
0.7753 |
0.0522 |
6.4% |
0.0052 |
0.6% |
77% |
False |
False |
26,037 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8371 |
|
2.618 |
0.8291 |
|
1.618 |
0.8242 |
|
1.000 |
0.8212 |
|
0.618 |
0.8193 |
|
HIGH |
0.8163 |
|
0.618 |
0.8144 |
|
0.500 |
0.8138 |
|
0.382 |
0.8132 |
|
LOW |
0.8114 |
|
0.618 |
0.8083 |
|
1.000 |
0.8065 |
|
1.618 |
0.8034 |
|
2.618 |
0.7985 |
|
4.250 |
0.7905 |
|
|
| Fisher Pivots for day following 01-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8148 |
0.8144 |
| PP |
0.8143 |
0.8134 |
| S1 |
0.8138 |
0.8125 |
|