CME Canadian Dollar Future March 2018
Trading Metrics calculated at close of trading on 06-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2018 |
06-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
0.7765 |
0.7706 |
-0.0059 |
-0.8% |
0.7911 |
High |
0.7768 |
0.7776 |
0.0009 |
0.1% |
0.7929 |
Low |
0.7693 |
0.7696 |
0.0003 |
0.0% |
0.7744 |
Close |
0.7696 |
0.7753 |
0.0057 |
0.7% |
0.7755 |
Range |
0.0075 |
0.0081 |
0.0006 |
7.3% |
0.0186 |
ATR |
0.0062 |
0.0064 |
0.0001 |
2.1% |
0.0000 |
Volume |
82,355 |
91,827 |
9,472 |
11.5% |
421,726 |
|
Daily Pivots for day following 06-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7983 |
0.7948 |
0.7797 |
|
R3 |
0.7902 |
0.7868 |
0.7775 |
|
R2 |
0.7822 |
0.7822 |
0.7767 |
|
R1 |
0.7787 |
0.7787 |
0.7760 |
0.7805 |
PP |
0.7741 |
0.7741 |
0.7741 |
0.7750 |
S1 |
0.7707 |
0.7707 |
0.7745 |
0.7724 |
S2 |
0.7661 |
0.7661 |
0.7738 |
|
S3 |
0.7580 |
0.7626 |
0.7730 |
|
S4 |
0.7500 |
0.7546 |
0.7708 |
|
|
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 |
0.7837 |
0.7693 |
0.0145 |
1.9% |
0.0063 |
0.8% |
42% |
False |
False |
92,766 |
10 |
0.7929 |
0.7693 |
0.0237 |
3.1% |
0.0062 |
0.8% |
25% |
False |
False |
83,827 |
20 |
0.8035 |
0.7693 |
0.0342 |
4.4% |
0.0061 |
0.8% |
18% |
False |
False |
85,234 |
40 |
0.8168 |
0.7693 |
0.0476 |
6.1% |
0.0063 |
0.8% |
13% |
False |
False |
85,647 |
60 |
0.8168 |
0.7693 |
0.0476 |
6.1% |
0.0060 |
0.8% |
13% |
False |
False |
75,170 |
80 |
0.8168 |
0.7693 |
0.0476 |
6.1% |
0.0057 |
0.7% |
13% |
False |
False |
56,586 |
100 |
0.8168 |
0.7693 |
0.0476 |
6.1% |
0.0055 |
0.7% |
13% |
False |
False |
45,301 |
120 |
0.8250 |
0.7693 |
0.0558 |
7.2% |
0.0055 |
0.7% |
11% |
False |
False |
37,766 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8118 |
2.618 |
0.7987 |
1.618 |
0.7906 |
1.000 |
0.7857 |
0.618 |
0.7826 |
HIGH |
0.7776 |
0.618 |
0.7745 |
0.500 |
0.7736 |
0.382 |
0.7726 |
LOW |
0.7696 |
0.618 |
0.7646 |
1.000 |
0.7615 |
1.618 |
0.7565 |
2.618 |
0.7485 |
4.250 |
0.7353 |
|
|
Fisher Pivots for day following 06-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7747 |
0.7751 |
PP |
0.7741 |
0.7749 |
S1 |
0.7736 |
0.7747 |
|