CME Canadian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 26-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2018 |
26-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7761 |
0.7784 |
0.0024 |
0.3% |
0.7665 |
| High |
0.7821 |
0.7810 |
-0.0011 |
-0.1% |
0.7821 |
| Low |
0.7759 |
0.7771 |
0.0011 |
0.1% |
0.7650 |
| Close |
0.7798 |
0.7796 |
-0.0003 |
0.0% |
0.7798 |
| Range |
0.0061 |
0.0039 |
-0.0022 |
-36.6% |
0.0171 |
| ATR |
0.0053 |
0.0052 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
145 |
178 |
33 |
22.8% |
436 |
|
| Daily Pivots for day following 26-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7909 |
0.7891 |
0.7817 |
|
| R3 |
0.7870 |
0.7852 |
0.7806 |
|
| R2 |
0.7831 |
0.7831 |
0.7803 |
|
| R1 |
0.7813 |
0.7813 |
0.7799 |
0.7822 |
| PP |
0.7792 |
0.7792 |
0.7792 |
0.7796 |
| S1 |
0.7774 |
0.7774 |
0.7792 |
0.7783 |
| S2 |
0.7753 |
0.7753 |
0.7788 |
|
| S3 |
0.7714 |
0.7735 |
0.7785 |
|
| S4 |
0.7675 |
0.7696 |
0.7774 |
|
|
| Weekly Pivots for week ending 23-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8268 |
0.8203 |
0.7892 |
|
| R3 |
0.8097 |
0.8033 |
0.7845 |
|
| R2 |
0.7927 |
0.7927 |
0.7829 |
|
| R1 |
0.7862 |
0.7862 |
0.7814 |
0.7895 |
| PP |
0.7756 |
0.7756 |
0.7756 |
0.7772 |
| S1 |
0.7692 |
0.7692 |
0.7782 |
0.7724 |
| S2 |
0.7586 |
0.7586 |
0.7767 |
|
| S3 |
0.7415 |
0.7521 |
0.7751 |
|
| S4 |
0.7245 |
0.7351 |
0.7704 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7975 |
|
2.618 |
0.7912 |
|
1.618 |
0.7873 |
|
1.000 |
0.7849 |
|
0.618 |
0.7834 |
|
HIGH |
0.7810 |
|
0.618 |
0.7795 |
|
0.500 |
0.7790 |
|
0.382 |
0.7785 |
|
LOW |
0.7771 |
|
0.618 |
0.7746 |
|
1.000 |
0.7731 |
|
1.618 |
0.7707 |
|
2.618 |
0.7668 |
|
4.250 |
0.7605 |
|
|
| Fisher Pivots for day following 26-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7794 |
0.7792 |
| PP |
0.7792 |
0.7789 |
| S1 |
0.7790 |
0.7785 |
|