CME Canadian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 21-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2018 |
21-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7670 |
0.7688 |
0.0018 |
0.2% |
0.7834 |
| High |
0.7683 |
0.7777 |
0.0094 |
1.2% |
0.7839 |
| Low |
0.7667 |
0.7688 |
0.0021 |
0.3% |
0.7665 |
| Close |
0.7672 |
0.7765 |
0.0094 |
1.2% |
0.7665 |
| Range |
0.0016 |
0.0089 |
0.0073 |
453.1% |
0.0173 |
| ATR |
0.0047 |
0.0051 |
0.0004 |
8.8% |
0.0000 |
| Volume |
35 |
136 |
101 |
288.6% |
796 |
|
| Daily Pivots for day following 21-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8009 |
0.7975 |
0.7814 |
|
| R3 |
0.7920 |
0.7887 |
0.7789 |
|
| R2 |
0.7832 |
0.7832 |
0.7781 |
|
| R1 |
0.7798 |
0.7798 |
0.7773 |
0.7815 |
| PP |
0.7743 |
0.7743 |
0.7743 |
0.7752 |
| S1 |
0.7710 |
0.7710 |
0.7757 |
0.7727 |
| S2 |
0.7655 |
0.7655 |
0.7749 |
|
| S3 |
0.7566 |
0.7621 |
0.7741 |
|
| S4 |
0.7478 |
0.7533 |
0.7716 |
|
|
| 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 |
0.8153 |
|
2.618 |
0.8008 |
|
1.618 |
0.7920 |
|
1.000 |
0.7865 |
|
0.618 |
0.7831 |
|
HIGH |
0.7777 |
|
0.618 |
0.7743 |
|
0.500 |
0.7732 |
|
0.382 |
0.7722 |
|
LOW |
0.7688 |
|
0.618 |
0.7633 |
|
1.000 |
0.7599 |
|
1.618 |
0.7545 |
|
2.618 |
0.7456 |
|
4.250 |
0.7312 |
|
|
| Fisher Pivots for day following 21-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7754 |
0.7748 |
| PP |
0.7743 |
0.7731 |
| S1 |
0.7732 |
0.7713 |
|