CME Canadian Dollar Future September 2018
Trading Metrics calculated at close of trading on 16-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2018 |
16-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
0.7740 |
0.7686 |
-0.0054 |
-0.7% |
0.7834 |
High |
0.7740 |
0.7692 |
-0.0048 |
-0.6% |
0.7839 |
Low |
0.7689 |
0.7665 |
-0.0023 |
-0.3% |
0.7665 |
Close |
0.7689 |
0.7665 |
-0.0023 |
-0.3% |
0.7665 |
Range |
0.0052 |
0.0027 |
-0.0025 |
-48.5% |
0.0173 |
ATR |
0.0000 |
0.0050 |
0.0050 |
|
0.0000 |
Volume |
92 |
233 |
141 |
153.3% |
796 |
|
Daily Pivots for day following 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7753 |
0.7736 |
0.7680 |
|
R3 |
0.7727 |
0.7709 |
0.7672 |
|
R2 |
0.7700 |
0.7700 |
0.7670 |
|
R1 |
0.7683 |
0.7683 |
0.7667 |
0.7678 |
PP |
0.7674 |
0.7674 |
0.7674 |
0.7672 |
S1 |
0.7656 |
0.7656 |
0.7663 |
0.7652 |
S2 |
0.7647 |
0.7647 |
0.7660 |
|
S3 |
0.7621 |
0.7630 |
0.7658 |
|
S4 |
0.7594 |
0.7603 |
0.7650 |
|
|
Weekly Pivots for week ending 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8243 |
0.8128 |
0.7760 |
|
R3 |
0.8070 |
0.7954 |
0.7713 |
|
R2 |
0.7896 |
0.7896 |
0.7697 |
|
R1 |
0.7781 |
0.7781 |
0.7681 |
0.7752 |
PP |
0.7723 |
0.7723 |
0.7723 |
0.7708 |
S1 |
0.7607 |
0.7607 |
0.7649 |
0.7578 |
S2 |
0.7549 |
0.7549 |
0.7633 |
|
S3 |
0.7376 |
0.7434 |
0.7617 |
|
S4 |
0.7202 |
0.7260 |
0.7570 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7804 |
2.618 |
0.7761 |
1.618 |
0.7734 |
1.000 |
0.7718 |
0.618 |
0.7708 |
HIGH |
0.7692 |
0.618 |
0.7681 |
0.500 |
0.7678 |
0.382 |
0.7675 |
LOW |
0.7665 |
0.618 |
0.7649 |
1.000 |
0.7639 |
1.618 |
0.7622 |
2.618 |
0.7596 |
4.250 |
0.7552 |
|
|
Fisher Pivots for day following 16-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7678 |
0.7715 |
PP |
0.7674 |
0.7698 |
S1 |
0.7669 |
0.7682 |
|