CME Canadian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 27-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2018 |
27-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7911 |
0.7888 |
-0.0023 |
-0.3% |
0.7967 |
| High |
0.7929 |
0.7896 |
-0.0034 |
-0.4% |
0.7985 |
| Low |
0.7868 |
0.7828 |
-0.0040 |
-0.5% |
0.7839 |
| Close |
0.7889 |
0.7843 |
-0.0046 |
-0.6% |
0.7900 |
| Range |
0.0061 |
0.0068 |
0.0006 |
10.7% |
0.0146 |
| ATR |
0.0062 |
0.0063 |
0.0000 |
0.6% |
0.0000 |
| Volume |
58,413 |
73,663 |
15,250 |
26.1% |
322,563 |
|
| Daily Pivots for day following 27-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8058 |
0.8018 |
0.7880 |
|
| R3 |
0.7990 |
0.7950 |
0.7861 |
|
| R2 |
0.7923 |
0.7923 |
0.7855 |
|
| R1 |
0.7883 |
0.7883 |
0.7849 |
0.7869 |
| PP |
0.7855 |
0.7855 |
0.7855 |
0.7849 |
| S1 |
0.7815 |
0.7815 |
0.7836 |
0.7802 |
| S2 |
0.7788 |
0.7788 |
0.7830 |
|
| S3 |
0.7720 |
0.7748 |
0.7824 |
|
| S4 |
0.7653 |
0.7680 |
0.7805 |
|
|
| 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 |
0.7929 |
0.7828 |
0.0101 |
1.3% |
0.0060 |
0.8% |
14% |
False |
True |
74,887 |
| 10 |
0.8035 |
0.7828 |
0.0207 |
2.6% |
0.0064 |
0.8% |
7% |
False |
True |
73,879 |
| 20 |
0.8168 |
0.7828 |
0.0340 |
4.3% |
0.0064 |
0.8% |
4% |
False |
True |
85,042 |
| 40 |
0.8168 |
0.7828 |
0.0340 |
4.3% |
0.0062 |
0.8% |
4% |
False |
True |
83,156 |
| 60 |
0.8168 |
0.7753 |
0.0416 |
5.3% |
0.0060 |
0.8% |
22% |
False |
False |
67,616 |
| 80 |
0.8168 |
0.7753 |
0.0416 |
5.3% |
0.0056 |
0.7% |
22% |
False |
False |
50,796 |
| 100 |
0.8168 |
0.7753 |
0.0416 |
5.3% |
0.0054 |
0.7% |
22% |
False |
False |
40,667 |
| 120 |
0.8290 |
0.7753 |
0.0537 |
6.8% |
0.0056 |
0.7% |
17% |
False |
False |
33,905 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8182 |
|
2.618 |
0.8072 |
|
1.618 |
0.8005 |
|
1.000 |
0.7963 |
|
0.618 |
0.7937 |
|
HIGH |
0.7896 |
|
0.618 |
0.7870 |
|
0.500 |
0.7862 |
|
0.382 |
0.7854 |
|
LOW |
0.7828 |
|
0.618 |
0.7786 |
|
1.000 |
0.7761 |
|
1.618 |
0.7719 |
|
2.618 |
0.7651 |
|
4.250 |
0.7541 |
|
|
| Fisher Pivots for day following 27-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7862 |
0.7879 |
| PP |
0.7855 |
0.7867 |
| S1 |
0.7849 |
0.7855 |
|