CME Canadian Dollar Future March 2018
Trading Metrics calculated at close of trading on 02-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2018 |
02-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
0.7792 |
0.7793 |
0.0001 |
0.0% |
0.7911 |
High |
0.7809 |
0.7802 |
-0.0007 |
-0.1% |
0.7929 |
Low |
0.7756 |
0.7744 |
-0.0013 |
-0.2% |
0.7744 |
Close |
0.7797 |
0.7755 |
-0.0042 |
-0.5% |
0.7755 |
Range |
0.0053 |
0.0058 |
0.0006 |
10.5% |
0.0186 |
ATR |
0.0062 |
0.0061 |
0.0000 |
-0.4% |
0.0000 |
Volume |
124,030 |
88,698 |
-35,332 |
-28.5% |
421,726 |
|
Daily Pivots for day following 02-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7941 |
0.7906 |
0.7787 |
|
R3 |
0.7883 |
0.7848 |
0.7771 |
|
R2 |
0.7825 |
0.7825 |
0.7766 |
|
R1 |
0.7790 |
0.7790 |
0.7760 |
0.7778 |
PP |
0.7767 |
0.7767 |
0.7767 |
0.7761 |
S1 |
0.7732 |
0.7732 |
0.7750 |
0.7720 |
S2 |
0.7709 |
0.7709 |
0.7744 |
|
S3 |
0.7651 |
0.7674 |
0.7739 |
|
S4 |
0.7593 |
0.7616 |
0.7723 |
|
|
Weekly Pivots for week ending 02-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8366 |
0.8246 |
0.7857 |
|
R3 |
0.8180 |
0.8060 |
0.7806 |
|
R2 |
0.7995 |
0.7995 |
0.7789 |
|
R1 |
0.7875 |
0.7875 |
0.7772 |
0.7842 |
PP |
0.7809 |
0.7809 |
0.7809 |
0.7793 |
S1 |
0.7689 |
0.7689 |
0.7738 |
0.7657 |
S2 |
0.7624 |
0.7624 |
0.7721 |
|
S3 |
0.7438 |
0.7504 |
0.7704 |
|
S4 |
0.7253 |
0.7318 |
0.7653 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7929 |
0.7744 |
0.0186 |
2.4% |
0.0058 |
0.7% |
6% |
False |
True |
84,345 |
10 |
0.8035 |
0.7744 |
0.0291 |
3.8% |
0.0061 |
0.8% |
4% |
False |
True |
81,155 |
20 |
0.8163 |
0.7744 |
0.0420 |
5.4% |
0.0064 |
0.8% |
3% |
False |
True |
87,708 |
40 |
0.8168 |
0.7744 |
0.0425 |
5.5% |
0.0063 |
0.8% |
3% |
False |
True |
85,509 |
60 |
0.8168 |
0.7744 |
0.0425 |
5.5% |
0.0060 |
0.8% |
3% |
False |
True |
72,357 |
80 |
0.8168 |
0.7744 |
0.0425 |
5.5% |
0.0056 |
0.7% |
3% |
False |
True |
54,412 |
100 |
0.8168 |
0.7744 |
0.0425 |
5.5% |
0.0054 |
0.7% |
3% |
False |
True |
43,561 |
120 |
0.8275 |
0.7744 |
0.0531 |
6.8% |
0.0054 |
0.7% |
2% |
False |
True |
36,316 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8048 |
2.618 |
0.7953 |
1.618 |
0.7895 |
1.000 |
0.7860 |
0.618 |
0.7837 |
HIGH |
0.7802 |
0.618 |
0.7779 |
0.500 |
0.7773 |
0.382 |
0.7766 |
LOW |
0.7744 |
0.618 |
0.7708 |
1.000 |
0.7685 |
1.618 |
0.7650 |
2.618 |
0.7592 |
4.250 |
0.7497 |
|
|
Fisher Pivots for day following 02-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7773 |
0.7790 |
PP |
0.7767 |
0.7779 |
S1 |
0.7761 |
0.7767 |
|