CME Canadian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 07-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2018 |
07-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7982 |
0.8005 |
0.0023 |
0.3% |
0.8117 |
| High |
0.8008 |
0.8006 |
-0.0002 |
0.0% |
0.8168 |
| Low |
0.7960 |
0.7953 |
-0.0007 |
-0.1% |
0.8044 |
| Close |
0.7990 |
0.7958 |
-0.0033 |
-0.4% |
0.8077 |
| Range |
0.0048 |
0.0053 |
0.0005 |
10.4% |
0.0125 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
126,650 |
77,626 |
-49,024 |
-38.7% |
425,239 |
|
| Daily Pivots for day following 07-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8131 |
0.8097 |
0.7987 |
|
| R3 |
0.8078 |
0.8044 |
0.7972 |
|
| R2 |
0.8025 |
0.8025 |
0.7967 |
|
| R1 |
0.7991 |
0.7991 |
0.7962 |
0.7982 |
| PP |
0.7972 |
0.7972 |
0.7972 |
0.7967 |
| S1 |
0.7938 |
0.7938 |
0.7953 |
0.7929 |
| S2 |
0.7919 |
0.7919 |
0.7948 |
|
| S3 |
0.7866 |
0.7885 |
0.7943 |
|
| S4 |
0.7813 |
0.7832 |
0.7928 |
|
|
| 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 |
0.8163 |
0.7953 |
0.0210 |
2.6% |
0.0073 |
0.9% |
2% |
False |
True |
99,683 |
| 10 |
0.8168 |
0.7953 |
0.0215 |
2.7% |
0.0064 |
0.8% |
2% |
False |
True |
92,900 |
| 20 |
0.8168 |
0.7949 |
0.0220 |
2.8% |
0.0065 |
0.8% |
4% |
False |
False |
90,076 |
| 40 |
0.8168 |
0.7753 |
0.0416 |
5.2% |
0.0059 |
0.7% |
49% |
False |
False |
74,962 |
| 60 |
0.8168 |
0.7753 |
0.0416 |
5.2% |
0.0056 |
0.7% |
49% |
False |
False |
50,437 |
| 80 |
0.8168 |
0.7753 |
0.0416 |
5.2% |
0.0054 |
0.7% |
49% |
False |
False |
37,869 |
| 100 |
0.8250 |
0.7753 |
0.0498 |
6.3% |
0.0053 |
0.7% |
41% |
False |
False |
30,313 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8231 |
|
2.618 |
0.8145 |
|
1.618 |
0.8092 |
|
1.000 |
0.8059 |
|
0.618 |
0.8039 |
|
HIGH |
0.8006 |
|
0.618 |
0.7986 |
|
0.500 |
0.7980 |
|
0.382 |
0.7973 |
|
LOW |
0.7953 |
|
0.618 |
0.7920 |
|
1.000 |
0.7900 |
|
1.618 |
0.7867 |
|
2.618 |
0.7814 |
|
4.250 |
0.7728 |
|
|
| Fisher Pivots for day following 07-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7980 |
0.8012 |
| PP |
0.7972 |
0.7994 |
| S1 |
0.7965 |
0.7976 |
|