CME Canadian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 26-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2018 |
26-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7872 |
0.7911 |
0.0039 |
0.5% |
0.7967 |
| High |
0.7929 |
0.7929 |
0.0001 |
0.0% |
0.7985 |
| Low |
0.7860 |
0.7868 |
0.0008 |
0.1% |
0.7839 |
| Close |
0.7900 |
0.7889 |
-0.0011 |
-0.1% |
0.7900 |
| Range |
0.0069 |
0.0061 |
-0.0007 |
-10.9% |
0.0146 |
| ATR |
0.0063 |
0.0062 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
74,074 |
58,413 |
-15,661 |
-21.1% |
322,563 |
|
| Daily Pivots for day following 26-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8078 |
0.8044 |
0.7922 |
|
| R3 |
0.8017 |
0.7983 |
0.7905 |
|
| R2 |
0.7956 |
0.7956 |
0.7900 |
|
| R1 |
0.7922 |
0.7922 |
0.7894 |
0.7909 |
| PP |
0.7895 |
0.7895 |
0.7895 |
0.7888 |
| S1 |
0.7861 |
0.7861 |
0.7883 |
0.7848 |
| S2 |
0.7834 |
0.7834 |
0.7877 |
|
| S3 |
0.7773 |
0.7800 |
0.7872 |
|
| S4 |
0.7712 |
0.7739 |
0.7855 |
|
|
| 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 |
0.7985 |
0.7839 |
0.0146 |
1.8% |
0.0062 |
0.8% |
34% |
False |
False |
76,195 |
| 10 |
0.8035 |
0.7839 |
0.0195 |
2.5% |
0.0061 |
0.8% |
25% |
False |
False |
72,415 |
| 20 |
0.8168 |
0.7839 |
0.0329 |
4.2% |
0.0062 |
0.8% |
15% |
False |
False |
84,655 |
| 40 |
0.8168 |
0.7839 |
0.0329 |
4.2% |
0.0062 |
0.8% |
15% |
False |
False |
82,827 |
| 60 |
0.8168 |
0.7753 |
0.0416 |
5.3% |
0.0060 |
0.8% |
33% |
False |
False |
66,401 |
| 80 |
0.8168 |
0.7753 |
0.0416 |
5.3% |
0.0056 |
0.7% |
33% |
False |
False |
49,878 |
| 100 |
0.8168 |
0.7753 |
0.0416 |
5.3% |
0.0053 |
0.7% |
33% |
False |
False |
39,931 |
| 120 |
0.8290 |
0.7753 |
0.0537 |
6.8% |
0.0056 |
0.7% |
25% |
False |
False |
33,293 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8188 |
|
2.618 |
0.8089 |
|
1.618 |
0.8028 |
|
1.000 |
0.7990 |
|
0.618 |
0.7967 |
|
HIGH |
0.7929 |
|
0.618 |
0.7906 |
|
0.500 |
0.7899 |
|
0.382 |
0.7891 |
|
LOW |
0.7868 |
|
0.618 |
0.7830 |
|
1.000 |
0.7807 |
|
1.618 |
0.7769 |
|
2.618 |
0.7708 |
|
4.250 |
0.7609 |
|
|
| Fisher Pivots for day following 26-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7899 |
0.7887 |
| PP |
0.7895 |
0.7886 |
| S1 |
0.7892 |
0.7884 |
|