CME Canadian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 15-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2018 |
15-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7754 |
0.7740 |
-0.0015 |
-0.2% |
0.7779 |
| High |
0.7765 |
0.7740 |
-0.0025 |
-0.3% |
0.7827 |
| Low |
0.7739 |
0.7689 |
-0.0051 |
-0.7% |
0.7722 |
| Close |
0.7756 |
0.7689 |
-0.0067 |
-0.9% |
0.7821 |
| Range |
0.0026 |
0.0052 |
0.0026 |
98.1% |
0.0105 |
| ATR |
|
|
|
|
|
| Volume |
148 |
92 |
-56 |
-37.8% |
443 |
|
| Daily Pivots for day following 15-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7860 |
0.7826 |
0.7717 |
|
| R3 |
0.7809 |
0.7774 |
0.7703 |
|
| R2 |
0.7757 |
0.7757 |
0.7698 |
|
| R1 |
0.7723 |
0.7723 |
0.7693 |
0.7714 |
| PP |
0.7706 |
0.7706 |
0.7706 |
0.7701 |
| S1 |
0.7671 |
0.7671 |
0.7684 |
0.7663 |
| S2 |
0.7654 |
0.7654 |
0.7679 |
|
| S3 |
0.7603 |
0.7620 |
0.7674 |
|
| S4 |
0.7551 |
0.7568 |
0.7660 |
|
|
| 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 |
0.7959 |
|
2.618 |
0.7875 |
|
1.618 |
0.7823 |
|
1.000 |
0.7792 |
|
0.618 |
0.7772 |
|
HIGH |
0.7740 |
|
0.618 |
0.7720 |
|
0.500 |
0.7714 |
|
0.382 |
0.7708 |
|
LOW |
0.7689 |
|
0.618 |
0.7657 |
|
1.000 |
0.7637 |
|
1.618 |
0.7605 |
|
2.618 |
0.7554 |
|
4.250 |
0.7470 |
|
|
| Fisher Pivots for day following 15-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7714 |
0.7752 |
| PP |
0.7706 |
0.7731 |
| S1 |
0.7697 |
0.7710 |
|