CME Canadian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 01-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2018 |
01-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7843 |
0.7807 |
-0.0036 |
-0.5% |
0.7982 |
| High |
0.7849 |
0.7822 |
-0.0027 |
-0.3% |
0.7996 |
| Low |
0.7805 |
0.7772 |
-0.0033 |
-0.4% |
0.7856 |
| Close |
0.7810 |
0.7811 |
0.0001 |
0.0% |
0.7912 |
| Range |
0.0045 |
0.0050 |
0.0005 |
12.4% |
0.0141 |
| ATR |
0.0058 |
0.0057 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
1,086 |
1,572 |
486 |
44.8% |
2,420 |
|
| Daily Pivots for day following 01-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7952 |
0.7931 |
0.7839 |
|
| R3 |
0.7902 |
0.7881 |
0.7825 |
|
| R2 |
0.7852 |
0.7852 |
0.7820 |
|
| R1 |
0.7831 |
0.7831 |
0.7816 |
0.7842 |
| PP |
0.7802 |
0.7802 |
0.7802 |
0.7807 |
| S1 |
0.7781 |
0.7781 |
0.7806 |
0.7792 |
| S2 |
0.7752 |
0.7752 |
0.7802 |
|
| S3 |
0.7702 |
0.7731 |
0.7797 |
|
| S4 |
0.7652 |
0.7681 |
0.7784 |
|
|
| Weekly Pivots for week ending 23-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8343 |
0.8268 |
0.7989 |
|
| R3 |
0.8202 |
0.8127 |
0.7951 |
|
| R2 |
0.8062 |
0.8062 |
0.7938 |
|
| R1 |
0.7987 |
0.7987 |
0.7925 |
0.7954 |
| PP |
0.7921 |
0.7921 |
0.7921 |
0.7905 |
| S1 |
0.7846 |
0.7846 |
0.7899 |
0.7814 |
| S2 |
0.7781 |
0.7781 |
0.7886 |
|
| S3 |
0.7640 |
0.7706 |
0.7873 |
|
| S4 |
0.7500 |
0.7565 |
0.7835 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7941 |
0.7772 |
0.0169 |
2.2% |
0.0057 |
0.7% |
23% |
False |
True |
854 |
| 10 |
0.8046 |
0.7772 |
0.0274 |
3.5% |
0.0056 |
0.7% |
14% |
False |
True |
669 |
| 20 |
0.8171 |
0.7772 |
0.0399 |
5.1% |
0.0059 |
0.8% |
10% |
False |
True |
435 |
| 40 |
0.8175 |
0.7772 |
0.0403 |
5.2% |
0.0056 |
0.7% |
10% |
False |
True |
278 |
| 60 |
0.8175 |
0.7766 |
0.0409 |
5.2% |
0.0052 |
0.7% |
11% |
False |
False |
229 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8035 |
|
2.618 |
0.7953 |
|
1.618 |
0.7903 |
|
1.000 |
0.7872 |
|
0.618 |
0.7853 |
|
HIGH |
0.7822 |
|
0.618 |
0.7803 |
|
0.500 |
0.7797 |
|
0.382 |
0.7791 |
|
LOW |
0.7772 |
|
0.618 |
0.7741 |
|
1.000 |
0.7722 |
|
1.618 |
0.7691 |
|
2.618 |
0.7641 |
|
4.250 |
0.7560 |
|
|
| Fisher Pivots for day following 01-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7806 |
0.7839 |
| PP |
0.7802 |
0.7830 |
| S1 |
0.7797 |
0.7820 |
|