CME Canadian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 12-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2018 |
12-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7759 |
0.7805 |
0.0047 |
0.6% |
0.7765 |
| High |
0.7808 |
0.7811 |
0.0004 |
0.0% |
0.7808 |
| Low |
0.7747 |
0.7786 |
0.0039 |
0.5% |
0.7693 |
| Close |
0.7793 |
0.7794 |
0.0001 |
0.0% |
0.7793 |
| Range |
0.0061 |
0.0026 |
-0.0035 |
-57.9% |
0.0115 |
| ATR |
0.0063 |
0.0060 |
-0.0003 |
-4.3% |
0.0000 |
| Volume |
91,198 |
61,670 |
-29,528 |
-32.4% |
466,162 |
|
| Daily Pivots for day following 12-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7873 |
0.7859 |
0.7808 |
|
| R3 |
0.7848 |
0.7834 |
0.7801 |
|
| R2 |
0.7822 |
0.7822 |
0.7799 |
|
| R1 |
0.7808 |
0.7808 |
0.7796 |
0.7803 |
| PP |
0.7797 |
0.7797 |
0.7797 |
0.7794 |
| S1 |
0.7783 |
0.7783 |
0.7792 |
0.7777 |
| S2 |
0.7771 |
0.7771 |
0.7789 |
|
| S3 |
0.7746 |
0.7757 |
0.7787 |
|
| S4 |
0.7720 |
0.7732 |
0.7780 |
|
|
| 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 |
0.7811 |
0.7693 |
0.0118 |
1.5% |
0.0058 |
0.7% |
86% |
True |
False |
89,095 |
| 10 |
0.7896 |
0.7693 |
0.0203 |
2.6% |
0.0059 |
0.8% |
50% |
False |
False |
89,114 |
| 20 |
0.8035 |
0.7693 |
0.0342 |
4.4% |
0.0060 |
0.8% |
30% |
False |
False |
80,765 |
| 40 |
0.8168 |
0.7693 |
0.0476 |
6.1% |
0.0062 |
0.8% |
21% |
False |
False |
86,243 |
| 60 |
0.8168 |
0.7693 |
0.0476 |
6.1% |
0.0061 |
0.8% |
21% |
False |
False |
79,964 |
| 80 |
0.8168 |
0.7693 |
0.0476 |
6.1% |
0.0058 |
0.7% |
21% |
False |
False |
61,000 |
| 100 |
0.8168 |
0.7693 |
0.0476 |
6.1% |
0.0056 |
0.7% |
21% |
False |
False |
48,833 |
| 120 |
0.8200 |
0.7693 |
0.0508 |
6.5% |
0.0054 |
0.7% |
20% |
False |
False |
40,709 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7919 |
|
2.618 |
0.7878 |
|
1.618 |
0.7852 |
|
1.000 |
0.7837 |
|
0.618 |
0.7827 |
|
HIGH |
0.7811 |
|
0.618 |
0.7801 |
|
0.500 |
0.7798 |
|
0.382 |
0.7795 |
|
LOW |
0.7786 |
|
0.618 |
0.7770 |
|
1.000 |
0.7760 |
|
1.618 |
0.7744 |
|
2.618 |
0.7719 |
|
4.250 |
0.7677 |
|
|
| Fisher Pivots for day following 12-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7798 |
0.7784 |
| PP |
0.7797 |
0.7774 |
| S1 |
0.7795 |
0.7764 |
|