CME Canadian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 23-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2018 |
23-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7879 |
0.7872 |
-0.0007 |
-0.1% |
0.7967 |
| High |
0.7895 |
0.7929 |
0.0034 |
0.4% |
0.7985 |
| Low |
0.7839 |
0.7860 |
0.0021 |
0.3% |
0.7839 |
| Close |
0.7867 |
0.7900 |
0.0033 |
0.4% |
0.7900 |
| Range |
0.0055 |
0.0069 |
0.0013 |
23.4% |
0.0146 |
| ATR |
0.0062 |
0.0063 |
0.0000 |
0.7% |
0.0000 |
| Volume |
91,030 |
74,074 |
-16,956 |
-18.6% |
322,563 |
|
| Daily Pivots for day following 23-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8102 |
0.8069 |
0.7937 |
|
| R3 |
0.8033 |
0.8001 |
0.7918 |
|
| R2 |
0.7965 |
0.7965 |
0.7912 |
|
| R1 |
0.7932 |
0.7932 |
0.7906 |
0.7948 |
| PP |
0.7896 |
0.7896 |
0.7896 |
0.7904 |
| S1 |
0.7864 |
0.7864 |
0.7893 |
0.7880 |
| S2 |
0.7828 |
0.7828 |
0.7887 |
|
| S3 |
0.7759 |
0.7795 |
0.7881 |
|
| S4 |
0.7691 |
0.7727 |
0.7862 |
|
|
| Weekly Pivots for week ending 23-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8344 |
0.8267 |
0.7980 |
|
| R3 |
0.8199 |
0.8122 |
0.7940 |
|
| R2 |
0.8053 |
0.8053 |
0.7926 |
|
| R1 |
0.7976 |
0.7976 |
0.7913 |
0.7942 |
| PP |
0.7908 |
0.7908 |
0.7908 |
0.7891 |
| S1 |
0.7831 |
0.7831 |
0.7886 |
0.7797 |
| S2 |
0.7762 |
0.7762 |
0.7873 |
|
| S3 |
0.7617 |
0.7685 |
0.7859 |
|
| S4 |
0.7471 |
0.7540 |
0.7819 |
|
|
| 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% |
0.0065 |
0.8% |
31% |
False |
False |
77,965 |
| 10 |
0.8035 |
0.7839 |
0.0195 |
2.5% |
0.0063 |
0.8% |
31% |
False |
False |
79,719 |
| 20 |
0.8168 |
0.7839 |
0.0329 |
4.2% |
0.0063 |
0.8% |
18% |
False |
False |
85,873 |
| 40 |
0.8168 |
0.7839 |
0.0329 |
4.2% |
0.0061 |
0.8% |
18% |
False |
False |
82,698 |
| 60 |
0.8168 |
0.7753 |
0.0416 |
5.3% |
0.0060 |
0.8% |
35% |
False |
False |
65,441 |
| 80 |
0.8168 |
0.7753 |
0.0416 |
5.3% |
0.0055 |
0.7% |
35% |
False |
False |
49,150 |
| 100 |
0.8168 |
0.7753 |
0.0416 |
5.3% |
0.0053 |
0.7% |
35% |
False |
False |
39,347 |
| 120 |
0.8290 |
0.7753 |
0.0537 |
6.8% |
0.0056 |
0.7% |
27% |
False |
False |
32,807 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8220 |
|
2.618 |
0.8108 |
|
1.618 |
0.8039 |
|
1.000 |
0.7997 |
|
0.618 |
0.7971 |
|
HIGH |
0.7929 |
|
0.618 |
0.7902 |
|
0.500 |
0.7894 |
|
0.382 |
0.7886 |
|
LOW |
0.7860 |
|
0.618 |
0.7818 |
|
1.000 |
0.7792 |
|
1.618 |
0.7749 |
|
2.618 |
0.7681 |
|
4.250 |
0.7569 |
|
|
| Fisher Pivots for day following 23-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7898 |
0.7894 |
| PP |
0.7896 |
0.7889 |
| S1 |
0.7894 |
0.7884 |
|