CME Canadian Dollar Future March 2018
Trading Metrics calculated at close of trading on 09-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2018 |
09-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
0.7745 |
0.7759 |
0.0014 |
0.2% |
0.7765 |
High |
0.7772 |
0.7808 |
0.0036 |
0.5% |
0.7808 |
Low |
0.7717 |
0.7747 |
0.0030 |
0.4% |
0.7693 |
Close |
0.7746 |
0.7793 |
0.0048 |
0.6% |
0.7793 |
Range |
0.0055 |
0.0061 |
0.0005 |
9.0% |
0.0115 |
ATR |
0.0063 |
0.0063 |
0.0000 |
-0.1% |
0.0000 |
Volume |
92,537 |
91,198 |
-1,339 |
-1.4% |
466,162 |
|
Daily Pivots for day following 09-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7964 |
0.7939 |
0.7826 |
|
R3 |
0.7904 |
0.7879 |
0.7810 |
|
R2 |
0.7843 |
0.7843 |
0.7804 |
|
R1 |
0.7818 |
0.7818 |
0.7799 |
0.7831 |
PP |
0.7783 |
0.7783 |
0.7783 |
0.7789 |
S1 |
0.7758 |
0.7758 |
0.7787 |
0.7770 |
S2 |
0.7722 |
0.7722 |
0.7782 |
|
S3 |
0.7662 |
0.7697 |
0.7776 |
|
S4 |
0.7601 |
0.7637 |
0.7760 |
|
|
Weekly Pivots for week ending 09-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8109 |
0.8066 |
0.7856 |
|
R3 |
0.7994 |
0.7951 |
0.7825 |
|
R2 |
0.7879 |
0.7879 |
0.7814 |
|
R1 |
0.7836 |
0.7836 |
0.7804 |
0.7858 |
PP |
0.7764 |
0.7764 |
0.7764 |
0.7775 |
S1 |
0.7721 |
0.7721 |
0.7782 |
0.7743 |
S2 |
0.7649 |
0.7649 |
0.7772 |
|
S3 |
0.7534 |
0.7606 |
0.7761 |
|
S4 |
0.7419 |
0.7491 |
0.7730 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7808 |
0.7693 |
0.0115 |
1.5% |
0.0068 |
0.9% |
87% |
True |
False |
93,232 |
10 |
0.7929 |
0.7693 |
0.0237 |
3.0% |
0.0063 |
0.8% |
42% |
False |
False |
88,788 |
20 |
0.8035 |
0.7693 |
0.0342 |
4.4% |
0.0063 |
0.8% |
29% |
False |
False |
84,253 |
40 |
0.8168 |
0.7693 |
0.0476 |
6.1% |
0.0063 |
0.8% |
21% |
False |
False |
86,996 |
60 |
0.8168 |
0.7693 |
0.0476 |
6.1% |
0.0061 |
0.8% |
21% |
False |
False |
79,503 |
80 |
0.8168 |
0.7693 |
0.0476 |
6.1% |
0.0058 |
0.7% |
21% |
False |
False |
60,232 |
100 |
0.8168 |
0.7693 |
0.0476 |
6.1% |
0.0056 |
0.7% |
21% |
False |
False |
48,218 |
120 |
0.8217 |
0.7693 |
0.0525 |
6.7% |
0.0055 |
0.7% |
19% |
False |
False |
40,196 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8065 |
2.618 |
0.7966 |
1.618 |
0.7905 |
1.000 |
0.7868 |
0.618 |
0.7845 |
HIGH |
0.7808 |
0.618 |
0.7784 |
0.500 |
0.7777 |
0.382 |
0.7770 |
LOW |
0.7747 |
0.618 |
0.7710 |
1.000 |
0.7687 |
1.618 |
0.7649 |
2.618 |
0.7589 |
4.250 |
0.7490 |
|
|
Fisher Pivots for day following 09-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7788 |
0.7779 |
PP |
0.7783 |
0.7765 |
S1 |
0.7777 |
0.7750 |
|