CME Canadian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 09-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2018 |
09-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7956 |
0.7942 |
-0.0014 |
-0.2% |
0.8038 |
| High |
0.7974 |
0.7965 |
-0.0009 |
-0.1% |
0.8070 |
| Low |
0.7930 |
0.7881 |
-0.0050 |
-0.6% |
0.7881 |
| Close |
0.7947 |
0.7931 |
-0.0016 |
-0.2% |
0.7931 |
| Range |
0.0044 |
0.0084 |
0.0041 |
93.1% |
0.0190 |
| ATR |
0.0062 |
0.0063 |
0.0002 |
2.6% |
0.0000 |
| Volume |
107,309 |
131,444 |
24,135 |
22.5% |
543,717 |
|
| Daily Pivots for day following 09-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8177 |
0.8138 |
0.7977 |
|
| R3 |
0.8093 |
0.8054 |
0.7954 |
|
| R2 |
0.8009 |
0.8009 |
0.7946 |
|
| R1 |
0.7970 |
0.7970 |
0.7939 |
0.7948 |
| PP |
0.7925 |
0.7925 |
0.7925 |
0.7914 |
| S1 |
0.7886 |
0.7886 |
0.7923 |
0.7864 |
| S2 |
0.7841 |
0.7841 |
0.7916 |
|
| S3 |
0.7757 |
0.7802 |
0.7908 |
|
| S4 |
0.7673 |
0.7718 |
0.7885 |
|
|
| Weekly Pivots for week ending 09-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8529 |
0.8420 |
0.8035 |
|
| R3 |
0.8340 |
0.8230 |
0.7983 |
|
| R2 |
0.8150 |
0.8150 |
0.7966 |
|
| R1 |
0.8041 |
0.8041 |
0.7948 |
0.8001 |
| PP |
0.7961 |
0.7961 |
0.7961 |
0.7941 |
| S1 |
0.7851 |
0.7851 |
0.7914 |
0.7811 |
| S2 |
0.7771 |
0.7771 |
0.7896 |
|
| S3 |
0.7582 |
0.7662 |
0.7879 |
|
| S4 |
0.7392 |
0.7472 |
0.7827 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8070 |
0.7881 |
0.0190 |
2.4% |
0.0065 |
0.8% |
27% |
False |
True |
108,743 |
| 10 |
0.8168 |
0.7881 |
0.0288 |
3.6% |
0.0064 |
0.8% |
18% |
False |
True |
96,895 |
| 20 |
0.8168 |
0.7881 |
0.0288 |
3.6% |
0.0064 |
0.8% |
18% |
False |
True |
91,722 |
| 40 |
0.8168 |
0.7753 |
0.0416 |
5.2% |
0.0061 |
0.8% |
43% |
False |
False |
79,564 |
| 60 |
0.8168 |
0.7753 |
0.0416 |
5.2% |
0.0057 |
0.7% |
43% |
False |
False |
54,412 |
| 80 |
0.8168 |
0.7753 |
0.0416 |
5.2% |
0.0055 |
0.7% |
43% |
False |
False |
40,850 |
| 100 |
0.8200 |
0.7753 |
0.0448 |
5.6% |
0.0053 |
0.7% |
40% |
False |
False |
32,698 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8322 |
|
2.618 |
0.8184 |
|
1.618 |
0.8100 |
|
1.000 |
0.8049 |
|
0.618 |
0.8016 |
|
HIGH |
0.7965 |
|
0.618 |
0.7932 |
|
0.500 |
0.7923 |
|
0.382 |
0.7913 |
|
LOW |
0.7881 |
|
0.618 |
0.7829 |
|
1.000 |
0.7796 |
|
1.618 |
0.7745 |
|
2.618 |
0.7661 |
|
4.250 |
0.7523 |
|
|
| Fisher Pivots for day following 09-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7928 |
0.7943 |
| PP |
0.7925 |
0.7939 |
| S1 |
0.7923 |
0.7935 |
|