CME Canadian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 14-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2018 |
14-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7788 |
0.7718 |
-0.0070 |
-0.9% |
0.7765 |
| High |
0.7795 |
0.7740 |
-0.0055 |
-0.7% |
0.7808 |
| Low |
0.7702 |
0.7707 |
0.0005 |
0.1% |
0.7693 |
| Close |
0.7728 |
0.7727 |
-0.0001 |
0.0% |
0.7793 |
| Range |
0.0093 |
0.0033 |
-0.0060 |
-64.0% |
0.0115 |
| ATR |
0.0063 |
0.0061 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
108,163 |
86,530 |
-21,633 |
-20.0% |
466,162 |
|
| Daily Pivots for day following 14-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7825 |
0.7809 |
0.7745 |
|
| R3 |
0.7791 |
0.7776 |
0.7736 |
|
| R2 |
0.7758 |
0.7758 |
0.7733 |
|
| R1 |
0.7742 |
0.7742 |
0.7730 |
0.7750 |
| PP |
0.7724 |
0.7724 |
0.7724 |
0.7728 |
| S1 |
0.7709 |
0.7709 |
0.7723 |
0.7717 |
| S2 |
0.7691 |
0.7691 |
0.7720 |
|
| S3 |
0.7657 |
0.7675 |
0.7717 |
|
| S4 |
0.7624 |
0.7642 |
0.7708 |
|
|
| 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 |
0.7702 |
0.0109 |
1.4% |
0.0054 |
0.7% |
23% |
False |
False |
88,019 |
| 10 |
0.7811 |
0.7693 |
0.0119 |
1.5% |
0.0060 |
0.8% |
29% |
False |
False |
93,525 |
| 20 |
0.8035 |
0.7693 |
0.0342 |
4.4% |
0.0062 |
0.8% |
10% |
False |
False |
84,391 |
| 40 |
0.8168 |
0.7693 |
0.0476 |
6.2% |
0.0062 |
0.8% |
7% |
False |
False |
86,344 |
| 60 |
0.8168 |
0.7693 |
0.0476 |
6.2% |
0.0060 |
0.8% |
7% |
False |
False |
81,228 |
| 80 |
0.8168 |
0.7693 |
0.0476 |
6.2% |
0.0058 |
0.8% |
7% |
False |
False |
63,413 |
| 100 |
0.8168 |
0.7693 |
0.0476 |
6.2% |
0.0056 |
0.7% |
7% |
False |
False |
50,776 |
| 120 |
0.8168 |
0.7693 |
0.0476 |
6.2% |
0.0054 |
0.7% |
7% |
False |
False |
42,330 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7882 |
|
2.618 |
0.7828 |
|
1.618 |
0.7794 |
|
1.000 |
0.7773 |
|
0.618 |
0.7761 |
|
HIGH |
0.7740 |
|
0.618 |
0.7727 |
|
0.500 |
0.7723 |
|
0.382 |
0.7719 |
|
LOW |
0.7707 |
|
0.618 |
0.7686 |
|
1.000 |
0.7673 |
|
1.618 |
0.7652 |
|
2.618 |
0.7619 |
|
4.250 |
0.7564 |
|
|
| Fisher Pivots for day following 14-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7725 |
0.7756 |
| PP |
0.7724 |
0.7746 |
| S1 |
0.7723 |
0.7736 |
|