CME Canadian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 22-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2018 |
22-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7910 |
0.7879 |
-0.0031 |
-0.4% |
0.7948 |
| High |
0.7924 |
0.7895 |
-0.0029 |
-0.4% |
0.8035 |
| Low |
0.7875 |
0.7839 |
-0.0036 |
-0.5% |
0.7908 |
| Close |
0.7887 |
0.7867 |
-0.0020 |
-0.3% |
0.7970 |
| Range |
0.0049 |
0.0055 |
0.0007 |
14.4% |
0.0127 |
| ATR |
0.0063 |
0.0062 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
77,259 |
91,030 |
13,771 |
17.8% |
343,183 |
|
| Daily Pivots for day following 22-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8033 |
0.8005 |
0.7897 |
|
| R3 |
0.7978 |
0.7950 |
0.7882 |
|
| R2 |
0.7922 |
0.7922 |
0.7877 |
|
| R1 |
0.7894 |
0.7894 |
0.7872 |
0.7881 |
| PP |
0.7867 |
0.7867 |
0.7867 |
0.7860 |
| S1 |
0.7839 |
0.7839 |
0.7861 |
0.7825 |
| S2 |
0.7811 |
0.7811 |
0.7856 |
|
| S3 |
0.7756 |
0.7783 |
0.7851 |
|
| S4 |
0.7700 |
0.7728 |
0.7836 |
|
|
| 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 |
0.7839 |
0.0195 |
2.5% |
0.0060 |
0.8% |
14% |
False |
True |
76,309 |
| 10 |
0.8035 |
0.7839 |
0.0195 |
2.5% |
0.0061 |
0.8% |
14% |
False |
True |
83,042 |
| 20 |
0.8168 |
0.7839 |
0.0329 |
4.2% |
0.0063 |
0.8% |
8% |
False |
True |
87,971 |
| 40 |
0.8168 |
0.7839 |
0.0329 |
4.2% |
0.0060 |
0.8% |
8% |
False |
True |
81,334 |
| 60 |
0.8168 |
0.7753 |
0.0416 |
5.3% |
0.0059 |
0.8% |
27% |
False |
False |
64,214 |
| 80 |
0.8168 |
0.7753 |
0.0416 |
5.3% |
0.0055 |
0.7% |
27% |
False |
False |
48,227 |
| 100 |
0.8168 |
0.7753 |
0.0416 |
5.3% |
0.0053 |
0.7% |
27% |
False |
False |
38,608 |
| 120 |
0.8290 |
0.7753 |
0.0537 |
6.8% |
0.0056 |
0.7% |
21% |
False |
False |
32,190 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8130 |
|
2.618 |
0.8040 |
|
1.618 |
0.7984 |
|
1.000 |
0.7950 |
|
0.618 |
0.7929 |
|
HIGH |
0.7895 |
|
0.618 |
0.7873 |
|
0.500 |
0.7867 |
|
0.382 |
0.7860 |
|
LOW |
0.7839 |
|
0.618 |
0.7805 |
|
1.000 |
0.7784 |
|
1.618 |
0.7749 |
|
2.618 |
0.7694 |
|
4.250 |
0.7603 |
|
|
| Fisher Pivots for day following 22-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7867 |
0.7912 |
| PP |
0.7867 |
0.7897 |
| S1 |
0.7867 |
0.7882 |
|