CME Canadian Dollar Future March 2018
Trading Metrics calculated at close of trading on 12-Feb-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2018 |
12-Feb-2018 |
Change |
Change % |
Previous Week |
Open |
0.7942 |
0.7948 |
0.0005 |
0.1% |
0.8038 |
High |
0.7965 |
0.7968 |
0.0003 |
0.0% |
0.8070 |
Low |
0.7881 |
0.7925 |
0.0044 |
0.6% |
0.7881 |
Close |
0.7931 |
0.7931 |
0.0000 |
0.0% |
0.7931 |
Range |
0.0084 |
0.0043 |
-0.0041 |
-48.8% |
0.0190 |
ATR |
0.0063 |
0.0062 |
-0.0001 |
-2.3% |
0.0000 |
Volume |
131,444 |
59,024 |
-72,420 |
-55.1% |
543,717 |
|
Daily Pivots for day following 12-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8070 |
0.8043 |
0.7954 |
|
R3 |
0.8027 |
0.8000 |
0.7942 |
|
R2 |
0.7984 |
0.7984 |
0.7938 |
|
R1 |
0.7957 |
0.7957 |
0.7934 |
0.7949 |
PP |
0.7941 |
0.7941 |
0.7941 |
0.7937 |
S1 |
0.7914 |
0.7914 |
0.7927 |
0.7906 |
S2 |
0.7898 |
0.7898 |
0.7923 |
|
S3 |
0.7855 |
0.7871 |
0.7919 |
|
S4 |
0.7812 |
0.7828 |
0.7907 |
|
|
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 |
0.8008 |
0.7881 |
0.0127 |
1.6% |
0.0054 |
0.7% |
39% |
False |
False |
100,410 |
10 |
0.8168 |
0.7881 |
0.0288 |
3.6% |
0.0065 |
0.8% |
17% |
False |
False |
96,205 |
20 |
0.8168 |
0.7881 |
0.0288 |
3.6% |
0.0063 |
0.8% |
17% |
False |
False |
90,179 |
40 |
0.8168 |
0.7753 |
0.0416 |
5.2% |
0.0060 |
0.8% |
43% |
False |
False |
79,927 |
60 |
0.8168 |
0.7753 |
0.0416 |
5.2% |
0.0057 |
0.7% |
43% |
False |
False |
55,373 |
80 |
0.8168 |
0.7753 |
0.0416 |
5.2% |
0.0055 |
0.7% |
43% |
False |
False |
41,585 |
100 |
0.8200 |
0.7753 |
0.0448 |
5.6% |
0.0053 |
0.7% |
40% |
False |
False |
33,287 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8150 |
2.618 |
0.8080 |
1.618 |
0.8037 |
1.000 |
0.8010 |
0.618 |
0.7994 |
HIGH |
0.7968 |
0.618 |
0.7951 |
0.500 |
0.7946 |
0.382 |
0.7941 |
LOW |
0.7925 |
0.618 |
0.7898 |
1.000 |
0.7882 |
1.618 |
0.7855 |
2.618 |
0.7812 |
4.250 |
0.7742 |
|
|
Fisher Pivots for day following 12-Feb-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7946 |
0.7929 |
PP |
0.7941 |
0.7928 |
S1 |
0.7936 |
0.7927 |
|