CME Canadian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 06-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2018 |
06-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8038 |
0.7982 |
-0.0056 |
-0.7% |
0.8117 |
| High |
0.8070 |
0.8008 |
-0.0063 |
-0.8% |
0.8168 |
| Low |
0.7975 |
0.7960 |
-0.0015 |
-0.2% |
0.8044 |
| Close |
0.7999 |
0.7990 |
-0.0009 |
-0.1% |
0.8077 |
| Range |
0.0095 |
0.0048 |
-0.0047 |
-49.5% |
0.0125 |
| ATR |
0.0065 |
0.0064 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
100,688 |
126,650 |
25,962 |
25.8% |
425,239 |
|
| Daily Pivots for day following 06-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8130 |
0.8108 |
0.8016 |
|
| R3 |
0.8082 |
0.8060 |
0.8003 |
|
| R2 |
0.8034 |
0.8034 |
0.7999 |
|
| R1 |
0.8012 |
0.8012 |
0.7994 |
0.8023 |
| PP |
0.7986 |
0.7986 |
0.7986 |
0.7991 |
| S1 |
0.7964 |
0.7964 |
0.7986 |
0.7975 |
| S2 |
0.7938 |
0.7938 |
0.7981 |
|
| S3 |
0.7890 |
0.7916 |
0.7977 |
|
| S4 |
0.7842 |
0.7868 |
0.7964 |
|
|
| Weekly Pivots for week ending 02-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8470 |
0.8398 |
0.8145 |
|
| R3 |
0.8345 |
0.8273 |
0.8111 |
|
| R2 |
0.8221 |
0.8221 |
0.8099 |
|
| R1 |
0.8149 |
0.8149 |
0.8088 |
0.8122 |
| PP |
0.8096 |
0.8096 |
0.8096 |
0.8083 |
| S1 |
0.8024 |
0.8024 |
0.8065 |
0.7998 |
| S2 |
0.7972 |
0.7972 |
0.8054 |
|
| S3 |
0.7847 |
0.7900 |
0.8042 |
|
| S4 |
0.7723 |
0.7775 |
0.8008 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8168 |
0.7960 |
0.0208 |
2.6% |
0.0075 |
0.9% |
15% |
False |
True |
104,847 |
| 10 |
0.8168 |
0.7960 |
0.0208 |
2.6% |
0.0066 |
0.8% |
15% |
False |
True |
95,717 |
| 20 |
0.8168 |
0.7949 |
0.0220 |
2.7% |
0.0065 |
0.8% |
19% |
False |
False |
89,315 |
| 40 |
0.8168 |
0.7753 |
0.0416 |
5.2% |
0.0059 |
0.7% |
57% |
False |
False |
73,229 |
| 60 |
0.8168 |
0.7753 |
0.0416 |
5.2% |
0.0056 |
0.7% |
57% |
False |
False |
49,145 |
| 80 |
0.8168 |
0.7753 |
0.0416 |
5.2% |
0.0054 |
0.7% |
57% |
False |
False |
36,901 |
| 100 |
0.8250 |
0.7753 |
0.0498 |
6.2% |
0.0053 |
0.7% |
48% |
False |
False |
29,538 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8211 |
|
2.618 |
0.8133 |
|
1.618 |
0.8085 |
|
1.000 |
0.8055 |
|
0.618 |
0.8037 |
|
HIGH |
0.8008 |
|
0.618 |
0.7989 |
|
0.500 |
0.7984 |
|
0.382 |
0.7978 |
|
LOW |
0.7960 |
|
0.618 |
0.7930 |
|
1.000 |
0.7912 |
|
1.618 |
0.7882 |
|
2.618 |
0.7834 |
|
4.250 |
0.7756 |
|
|
| Fisher Pivots for day following 06-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7988 |
0.8061 |
| PP |
0.7986 |
0.8038 |
| S1 |
0.7984 |
0.8014 |
|