CME Canadian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 07-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2018 |
07-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7723 |
0.7758 |
0.0035 |
0.5% |
0.7923 |
| High |
0.7789 |
0.7774 |
-0.0016 |
-0.2% |
0.7940 |
| Low |
0.7712 |
0.7708 |
-0.0004 |
-0.1% |
0.7758 |
| Close |
0.7767 |
0.7753 |
-0.0015 |
-0.2% |
0.7769 |
| Range |
0.0077 |
0.0065 |
-0.0012 |
-14.9% |
0.0183 |
| ATR |
0.0060 |
0.0060 |
0.0000 |
0.7% |
0.0000 |
| Volume |
1,839 |
2,648 |
809 |
44.0% |
7,973 |
|
| Daily Pivots for day following 07-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7941 |
0.7912 |
0.7789 |
|
| R3 |
0.7876 |
0.7847 |
0.7771 |
|
| R2 |
0.7810 |
0.7810 |
0.7765 |
|
| R1 |
0.7781 |
0.7781 |
0.7759 |
0.7763 |
| PP |
0.7745 |
0.7745 |
0.7745 |
0.7736 |
| S1 |
0.7716 |
0.7716 |
0.7746 |
0.7698 |
| S2 |
0.7679 |
0.7679 |
0.7740 |
|
| S3 |
0.7614 |
0.7650 |
0.7734 |
|
| S4 |
0.7548 |
0.7585 |
0.7716 |
|
|
| Weekly Pivots for week ending 02-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8370 |
0.8252 |
0.7869 |
|
| R3 |
0.8187 |
0.8069 |
0.7819 |
|
| R2 |
0.8005 |
0.8005 |
0.7802 |
|
| R1 |
0.7887 |
0.7887 |
0.7786 |
0.7855 |
| PP |
0.7822 |
0.7822 |
0.7822 |
0.7806 |
| S1 |
0.7704 |
0.7704 |
0.7752 |
0.7672 |
| S2 |
0.7640 |
0.7640 |
0.7736 |
|
| S3 |
0.7457 |
0.7522 |
0.7719 |
|
| S4 |
0.7275 |
0.7339 |
0.7669 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7822 |
0.7708 |
0.0115 |
1.5% |
0.0064 |
0.8% |
39% |
False |
False |
2,373 |
| 10 |
0.7941 |
0.7708 |
0.0234 |
3.0% |
0.0061 |
0.8% |
19% |
False |
False |
1,502 |
| 20 |
0.8046 |
0.7708 |
0.0338 |
4.4% |
0.0058 |
0.7% |
13% |
False |
False |
913 |
| 40 |
0.8175 |
0.7708 |
0.0468 |
6.0% |
0.0058 |
0.8% |
10% |
False |
False |
528 |
| 60 |
0.8175 |
0.7708 |
0.0468 |
6.0% |
0.0053 |
0.7% |
10% |
False |
False |
391 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8052 |
|
2.618 |
0.7945 |
|
1.618 |
0.7879 |
|
1.000 |
0.7839 |
|
0.618 |
0.7814 |
|
HIGH |
0.7774 |
|
0.618 |
0.7748 |
|
0.500 |
0.7741 |
|
0.382 |
0.7733 |
|
LOW |
0.7708 |
|
0.618 |
0.7668 |
|
1.000 |
0.7643 |
|
1.618 |
0.7602 |
|
2.618 |
0.7537 |
|
4.250 |
0.7430 |
|
|
| Fisher Pivots for day following 07-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7749 |
0.7751 |
| PP |
0.7745 |
0.7750 |
| S1 |
0.7741 |
0.7748 |
|