CME Canadian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 22-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2018 |
22-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7688 |
0.7780 |
0.0092 |
1.2% |
0.7834 |
| High |
0.7777 |
0.7817 |
0.0041 |
0.5% |
0.7839 |
| Low |
0.7688 |
0.7750 |
0.0062 |
0.8% |
0.7665 |
| Close |
0.7765 |
0.7766 |
0.0001 |
0.0% |
0.7665 |
| Range |
0.0089 |
0.0067 |
-0.0022 |
-24.3% |
0.0173 |
| ATR |
0.0051 |
0.0052 |
0.0001 |
2.2% |
0.0000 |
| Volume |
136 |
46 |
-90 |
-66.2% |
796 |
|
| Daily Pivots for day following 22-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7979 |
0.7939 |
0.7803 |
|
| R3 |
0.7912 |
0.7872 |
0.7784 |
|
| R2 |
0.7845 |
0.7845 |
0.7778 |
|
| R1 |
0.7805 |
0.7805 |
0.7772 |
0.7792 |
| PP |
0.7778 |
0.7778 |
0.7778 |
0.7771 |
| S1 |
0.7738 |
0.7738 |
0.7760 |
0.7724 |
| S2 |
0.7711 |
0.7711 |
0.7754 |
|
| S3 |
0.7644 |
0.7671 |
0.7748 |
|
| S4 |
0.7577 |
0.7604 |
0.7729 |
|
|
| 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 |
0.8102 |
|
2.618 |
0.7992 |
|
1.618 |
0.7925 |
|
1.000 |
0.7884 |
|
0.618 |
0.7858 |
|
HIGH |
0.7817 |
|
0.618 |
0.7791 |
|
0.500 |
0.7784 |
|
0.382 |
0.7776 |
|
LOW |
0.7750 |
|
0.618 |
0.7709 |
|
1.000 |
0.7683 |
|
1.618 |
0.7642 |
|
2.618 |
0.7575 |
|
4.250 |
0.7465 |
|
|
| Fisher Pivots for day following 22-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7784 |
0.7758 |
| PP |
0.7778 |
0.7750 |
| S1 |
0.7772 |
0.7742 |
|