CME Canadian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 16-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2018 |
16-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8007 |
0.8014 |
0.0008 |
0.1% |
0.7948 |
| High |
0.8025 |
0.8035 |
0.0010 |
0.1% |
0.8035 |
| Low |
0.7980 |
0.7960 |
-0.0020 |
-0.3% |
0.7908 |
| Close |
0.8009 |
0.7970 |
-0.0039 |
-0.5% |
0.7970 |
| Range |
0.0046 |
0.0075 |
0.0029 |
64.8% |
0.0127 |
| ATR |
0.0062 |
0.0063 |
0.0001 |
1.5% |
0.0000 |
| Volume |
65,791 |
67,266 |
1,475 |
2.2% |
343,183 |
|
| Daily Pivots for day following 16-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8213 |
0.8166 |
0.8011 |
|
| R3 |
0.8138 |
0.8091 |
0.7991 |
|
| R2 |
0.8063 |
0.8063 |
0.7984 |
|
| R1 |
0.8017 |
0.8017 |
0.7977 |
0.8002 |
| PP |
0.7988 |
0.7988 |
0.7988 |
0.7981 |
| S1 |
0.7942 |
0.7942 |
0.7963 |
0.7927 |
| S2 |
0.7913 |
0.7913 |
0.7956 |
|
| S3 |
0.7838 |
0.7867 |
0.7949 |
|
| S4 |
0.7763 |
0.7792 |
0.7929 |
|
|
| Weekly Pivots for week ending 16-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8350 |
0.8287 |
0.8040 |
|
| R3 |
0.8224 |
0.8160 |
0.8005 |
|
| R2 |
0.8097 |
0.8097 |
0.7993 |
|
| R1 |
0.8034 |
0.8034 |
0.7982 |
0.8066 |
| PP |
0.7971 |
0.7971 |
0.7971 |
0.7987 |
| S1 |
0.7907 |
0.7907 |
0.7958 |
0.7939 |
| S2 |
0.7844 |
0.7844 |
0.7947 |
|
| S3 |
0.7718 |
0.7781 |
0.7935 |
|
| S4 |
0.7591 |
0.7654 |
0.7900 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8035 |
0.7908 |
0.0127 |
1.6% |
0.0060 |
0.8% |
49% |
True |
False |
68,636 |
| 10 |
0.8070 |
0.7881 |
0.0190 |
2.4% |
0.0062 |
0.8% |
47% |
False |
False |
88,690 |
| 20 |
0.8168 |
0.7881 |
0.0288 |
3.6% |
0.0062 |
0.8% |
31% |
False |
False |
85,903 |
| 40 |
0.8168 |
0.7777 |
0.0391 |
4.9% |
0.0061 |
0.8% |
49% |
False |
False |
80,252 |
| 60 |
0.8168 |
0.7753 |
0.0416 |
5.2% |
0.0059 |
0.7% |
52% |
False |
False |
60,088 |
| 80 |
0.8168 |
0.7753 |
0.0416 |
5.2% |
0.0055 |
0.7% |
52% |
False |
False |
45,129 |
| 100 |
0.8168 |
0.7753 |
0.0416 |
5.2% |
0.0053 |
0.7% |
52% |
False |
False |
36,127 |
| 120 |
0.8290 |
0.7753 |
0.0537 |
6.7% |
0.0056 |
0.7% |
41% |
False |
False |
30,120 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8353 |
|
2.618 |
0.8231 |
|
1.618 |
0.8156 |
|
1.000 |
0.8109 |
|
0.618 |
0.8081 |
|
HIGH |
0.8035 |
|
0.618 |
0.8006 |
|
0.500 |
0.7997 |
|
0.382 |
0.7988 |
|
LOW |
0.7960 |
|
0.618 |
0.7913 |
|
1.000 |
0.7885 |
|
1.618 |
0.7838 |
|
2.618 |
0.7763 |
|
4.250 |
0.7641 |
|
|
| Fisher Pivots for day following 16-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7997 |
0.7971 |
| PP |
0.7988 |
0.7971 |
| S1 |
0.7979 |
0.7970 |
|