CME Canadian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 13-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2018 |
13-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7834 |
0.7816 |
-0.0018 |
-0.2% |
0.7779 |
| High |
0.7839 |
0.7816 |
-0.0023 |
-0.3% |
0.7827 |
| Low |
0.7821 |
0.7740 |
-0.0081 |
-1.0% |
0.7722 |
| Close |
0.7822 |
0.7758 |
-0.0064 |
-0.8% |
0.7821 |
| Range |
0.0018 |
0.0076 |
0.0059 |
334.3% |
0.0105 |
| ATR |
|
|
|
|
|
| Volume |
42 |
281 |
239 |
569.0% |
443 |
|
| Daily Pivots for day following 13-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7999 |
0.7955 |
0.7800 |
|
| R3 |
0.7923 |
0.7879 |
0.7779 |
|
| R2 |
0.7847 |
0.7847 |
0.7772 |
|
| R1 |
0.7803 |
0.7803 |
0.7765 |
0.7787 |
| PP |
0.7771 |
0.7771 |
0.7771 |
0.7764 |
| S1 |
0.7727 |
0.7727 |
0.7751 |
0.7711 |
| S2 |
0.7695 |
0.7695 |
0.7744 |
|
| S3 |
0.7619 |
0.7651 |
0.7737 |
|
| S4 |
0.7543 |
0.7575 |
0.7716 |
|
|
| Weekly Pivots for week ending 09-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8103 |
0.8067 |
0.7878 |
|
| R3 |
0.7999 |
0.7962 |
0.7850 |
|
| R2 |
0.7894 |
0.7894 |
0.7840 |
|
| R1 |
0.7858 |
0.7858 |
0.7831 |
0.7876 |
| PP |
0.7790 |
0.7790 |
0.7790 |
0.7799 |
| S1 |
0.7753 |
0.7753 |
0.7811 |
0.7772 |
| S2 |
0.7685 |
0.7685 |
0.7802 |
|
| S3 |
0.7581 |
0.7649 |
0.7792 |
|
| S4 |
0.7476 |
0.7544 |
0.7764 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8139 |
|
2.618 |
0.8015 |
|
1.618 |
0.7939 |
|
1.000 |
0.7892 |
|
0.618 |
0.7863 |
|
HIGH |
0.7816 |
|
0.618 |
0.7787 |
|
0.500 |
0.7778 |
|
0.382 |
0.7769 |
|
LOW |
0.7740 |
|
0.618 |
0.7693 |
|
1.000 |
0.7664 |
|
1.618 |
0.7617 |
|
2.618 |
0.7541 |
|
4.250 |
0.7417 |
|
|
| Fisher Pivots for day following 13-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7778 |
0.7789 |
| PP |
0.7771 |
0.7779 |
| S1 |
0.7765 |
0.7768 |
|