CME Canadian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 19-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2018 |
19-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7686 |
0.7665 |
-0.0020 |
-0.3% |
0.7834 |
| High |
0.7692 |
0.7689 |
-0.0003 |
0.0% |
0.7839 |
| Low |
0.7665 |
0.7650 |
-0.0015 |
-0.2% |
0.7665 |
| Close |
0.7665 |
0.7687 |
0.0022 |
0.3% |
0.7665 |
| Range |
0.0027 |
0.0039 |
0.0012 |
45.3% |
0.0173 |
| ATR |
0.0050 |
0.0049 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
233 |
74 |
-159 |
-68.2% |
796 |
|
| Daily Pivots for day following 19-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7791 |
0.7777 |
0.7708 |
|
| R3 |
0.7752 |
0.7739 |
0.7698 |
|
| R2 |
0.7714 |
0.7714 |
0.7694 |
|
| R1 |
0.7700 |
0.7700 |
0.7691 |
0.7707 |
| PP |
0.7675 |
0.7675 |
0.7675 |
0.7679 |
| S1 |
0.7662 |
0.7662 |
0.7683 |
0.7669 |
| S2 |
0.7637 |
0.7637 |
0.7680 |
|
| S3 |
0.7598 |
0.7623 |
0.7676 |
|
| S4 |
0.7560 |
0.7585 |
0.7666 |
|
|
| 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 |
0.7852 |
|
2.618 |
0.7789 |
|
1.618 |
0.7751 |
|
1.000 |
0.7727 |
|
0.618 |
0.7712 |
|
HIGH |
0.7689 |
|
0.618 |
0.7674 |
|
0.500 |
0.7669 |
|
0.382 |
0.7665 |
|
LOW |
0.7650 |
|
0.618 |
0.7626 |
|
1.000 |
0.7612 |
|
1.618 |
0.7588 |
|
2.618 |
0.7549 |
|
4.250 |
0.7486 |
|
|
| Fisher Pivots for day following 19-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7681 |
0.7695 |
| PP |
0.7675 |
0.7692 |
| S1 |
0.7669 |
0.7690 |
|