CME Canadian Dollar Future March 2018
Trading Metrics calculated at close of trading on 05-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2018 |
05-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
0.7793 |
0.7765 |
-0.0028 |
-0.4% |
0.7911 |
High |
0.7802 |
0.7768 |
-0.0034 |
-0.4% |
0.7929 |
Low |
0.7744 |
0.7693 |
-0.0051 |
-0.7% |
0.7744 |
Close |
0.7755 |
0.7696 |
-0.0060 |
-0.8% |
0.7755 |
Range |
0.0058 |
0.0075 |
0.0017 |
29.3% |
0.0186 |
ATR |
0.0061 |
0.0062 |
0.0001 |
1.6% |
0.0000 |
Volume |
88,698 |
82,355 |
-6,343 |
-7.2% |
421,726 |
|
Daily Pivots for day following 05-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7944 |
0.7895 |
0.7737 |
|
R3 |
0.7869 |
0.7820 |
0.7716 |
|
R2 |
0.7794 |
0.7794 |
0.7709 |
|
R1 |
0.7745 |
0.7745 |
0.7702 |
0.7732 |
PP |
0.7719 |
0.7719 |
0.7719 |
0.7712 |
S1 |
0.7670 |
0.7670 |
0.7689 |
0.7657 |
S2 |
0.7644 |
0.7644 |
0.7682 |
|
S3 |
0.7569 |
0.7595 |
0.7675 |
|
S4 |
0.7494 |
0.7520 |
0.7654 |
|
|
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 |
0.7896 |
0.7693 |
0.0203 |
2.6% |
0.0060 |
0.8% |
1% |
False |
True |
89,133 |
10 |
0.7985 |
0.7693 |
0.0292 |
3.8% |
0.0061 |
0.8% |
1% |
False |
True |
82,664 |
20 |
0.8070 |
0.7693 |
0.0378 |
4.9% |
0.0062 |
0.8% |
1% |
False |
True |
85,677 |
40 |
0.8168 |
0.7693 |
0.0476 |
6.2% |
0.0064 |
0.8% |
1% |
False |
True |
85,943 |
60 |
0.8168 |
0.7693 |
0.0476 |
6.2% |
0.0060 |
0.8% |
1% |
False |
True |
73,691 |
80 |
0.8168 |
0.7693 |
0.0476 |
6.2% |
0.0057 |
0.7% |
1% |
False |
True |
55,440 |
100 |
0.8168 |
0.7693 |
0.0476 |
6.2% |
0.0055 |
0.7% |
1% |
False |
True |
44,384 |
120 |
0.8275 |
0.7693 |
0.0582 |
7.6% |
0.0055 |
0.7% |
1% |
False |
True |
37,001 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8086 |
2.618 |
0.7964 |
1.618 |
0.7889 |
1.000 |
0.7843 |
0.618 |
0.7814 |
HIGH |
0.7768 |
0.618 |
0.7739 |
0.500 |
0.7730 |
0.382 |
0.7721 |
LOW |
0.7693 |
0.618 |
0.7646 |
1.000 |
0.7618 |
1.618 |
0.7571 |
2.618 |
0.7496 |
4.250 |
0.7374 |
|
|
Fisher Pivots for day following 05-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7730 |
0.7751 |
PP |
0.7719 |
0.7732 |
S1 |
0.7707 |
0.7714 |
|