CME Canadian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 15-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2018 |
15-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7945 |
0.8007 |
0.0062 |
0.8% |
0.8038 |
| High |
0.8009 |
0.8025 |
0.0016 |
0.2% |
0.8070 |
| Low |
0.7908 |
0.7980 |
0.0072 |
0.9% |
0.7881 |
| Close |
0.7990 |
0.8009 |
0.0019 |
0.2% |
0.7931 |
| Range |
0.0101 |
0.0046 |
-0.0056 |
-55.0% |
0.0190 |
| ATR |
0.0063 |
0.0062 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
87,966 |
65,791 |
-22,175 |
-25.2% |
543,717 |
|
| Daily Pivots for day following 15-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8141 |
0.8121 |
0.8034 |
|
| R3 |
0.8096 |
0.8075 |
0.8022 |
|
| R2 |
0.8050 |
0.8050 |
0.8017 |
|
| R1 |
0.8030 |
0.8030 |
0.8013 |
0.8040 |
| PP |
0.8005 |
0.8005 |
0.8005 |
0.8010 |
| S1 |
0.7984 |
0.7984 |
0.8005 |
0.7994 |
| S2 |
0.7959 |
0.7959 |
0.8001 |
|
| S3 |
0.7914 |
0.7939 |
0.7996 |
|
| S4 |
0.7868 |
0.7893 |
0.7984 |
|
|
| 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 |
0.8025 |
0.7881 |
0.0145 |
1.8% |
0.0062 |
0.8% |
89% |
True |
False |
81,472 |
| 10 |
0.8163 |
0.7881 |
0.0283 |
3.5% |
0.0067 |
0.8% |
45% |
False |
False |
94,261 |
| 20 |
0.8168 |
0.7881 |
0.0288 |
3.6% |
0.0061 |
0.8% |
45% |
False |
False |
85,328 |
| 40 |
0.8168 |
0.7753 |
0.0416 |
5.2% |
0.0060 |
0.7% |
62% |
False |
False |
80,011 |
| 60 |
0.8168 |
0.7753 |
0.0416 |
5.2% |
0.0058 |
0.7% |
62% |
False |
False |
58,974 |
| 80 |
0.8168 |
0.7753 |
0.0416 |
5.2% |
0.0055 |
0.7% |
62% |
False |
False |
44,290 |
| 100 |
0.8168 |
0.7753 |
0.0416 |
5.2% |
0.0053 |
0.7% |
62% |
False |
False |
35,455 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8218 |
|
2.618 |
0.8144 |
|
1.618 |
0.8099 |
|
1.000 |
0.8071 |
|
0.618 |
0.8053 |
|
HIGH |
0.8025 |
|
0.618 |
0.8008 |
|
0.500 |
0.8002 |
|
0.382 |
0.7997 |
|
LOW |
0.7980 |
|
0.618 |
0.7951 |
|
1.000 |
0.7934 |
|
1.618 |
0.7906 |
|
2.618 |
0.7860 |
|
4.250 |
0.7786 |
|
|
| Fisher Pivots for day following 15-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8007 |
0.7995 |
| PP |
0.8005 |
0.7981 |
| S1 |
0.8002 |
0.7967 |
|