CME Canadian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 28-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2018 |
28-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7888 |
0.7829 |
-0.0059 |
-0.7% |
0.7967 |
| High |
0.7896 |
0.7837 |
-0.0059 |
-0.7% |
0.7985 |
| Low |
0.7828 |
0.7789 |
-0.0040 |
-0.5% |
0.7839 |
| Close |
0.7843 |
0.7796 |
-0.0047 |
-0.6% |
0.7900 |
| Range |
0.0068 |
0.0049 |
-0.0019 |
-28.1% |
0.0146 |
| ATR |
0.0063 |
0.0062 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
73,663 |
76,922 |
3,259 |
4.4% |
322,563 |
|
| Daily Pivots for day following 28-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7953 |
0.7923 |
0.7823 |
|
| R3 |
0.7904 |
0.7874 |
0.7809 |
|
| R2 |
0.7856 |
0.7856 |
0.7805 |
|
| R1 |
0.7826 |
0.7826 |
0.7800 |
0.7817 |
| PP |
0.7807 |
0.7807 |
0.7807 |
0.7803 |
| S1 |
0.7777 |
0.7777 |
0.7792 |
0.7768 |
| S2 |
0.7759 |
0.7759 |
0.7787 |
|
| S3 |
0.7710 |
0.7729 |
0.7783 |
|
| S4 |
0.7662 |
0.7680 |
0.7769 |
|
|
| 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 |
0.7789 |
0.0141 |
1.8% |
0.0060 |
0.8% |
5% |
False |
True |
74,820 |
| 10 |
0.8035 |
0.7789 |
0.0246 |
3.2% |
0.0065 |
0.8% |
3% |
False |
True |
75,258 |
| 20 |
0.8168 |
0.7789 |
0.0380 |
4.9% |
0.0064 |
0.8% |
2% |
False |
True |
85,767 |
| 40 |
0.8168 |
0.7789 |
0.0380 |
4.9% |
0.0062 |
0.8% |
2% |
False |
True |
83,163 |
| 60 |
0.8168 |
0.7753 |
0.0416 |
5.3% |
0.0061 |
0.8% |
10% |
False |
False |
68,881 |
| 80 |
0.8168 |
0.7753 |
0.0416 |
5.3% |
0.0056 |
0.7% |
10% |
False |
False |
51,756 |
| 100 |
0.8168 |
0.7753 |
0.0416 |
5.3% |
0.0054 |
0.7% |
10% |
False |
False |
41,436 |
| 120 |
0.8290 |
0.7753 |
0.0537 |
6.9% |
0.0055 |
0.7% |
8% |
False |
False |
34,545 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8043 |
|
2.618 |
0.7964 |
|
1.618 |
0.7915 |
|
1.000 |
0.7886 |
|
0.618 |
0.7867 |
|
HIGH |
0.7837 |
|
0.618 |
0.7818 |
|
0.500 |
0.7813 |
|
0.382 |
0.7807 |
|
LOW |
0.7789 |
|
0.618 |
0.7759 |
|
1.000 |
0.7740 |
|
1.618 |
0.7710 |
|
2.618 |
0.7662 |
|
4.250 |
0.7582 |
|
|
| Fisher Pivots for day following 28-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7813 |
0.7859 |
| PP |
0.7807 |
0.7838 |
| S1 |
0.7802 |
0.7817 |
|