CME Canadian Dollar Future September 2018
Trading Metrics calculated at close of trading on 28-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2018 |
28-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
0.7810 |
0.7793 |
-0.0017 |
-0.2% |
0.7665 |
High |
0.7826 |
0.7794 |
-0.0031 |
-0.4% |
0.7821 |
Low |
0.7782 |
0.7760 |
-0.0022 |
-0.3% |
0.7650 |
Close |
0.7790 |
0.7768 |
-0.0022 |
-0.3% |
0.7798 |
Range |
0.0044 |
0.0034 |
-0.0010 |
-22.7% |
0.0171 |
ATR |
0.0051 |
0.0050 |
-0.0001 |
-2.4% |
0.0000 |
Volume |
53 |
59 |
6 |
11.3% |
436 |
|
Daily Pivots for day following 28-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7876 |
0.7856 |
0.7786 |
|
R3 |
0.7842 |
0.7822 |
0.7777 |
|
R2 |
0.7808 |
0.7808 |
0.7774 |
|
R1 |
0.7788 |
0.7788 |
0.7771 |
0.7781 |
PP |
0.7774 |
0.7774 |
0.7774 |
0.7770 |
S1 |
0.7754 |
0.7754 |
0.7764 |
0.7747 |
S2 |
0.7740 |
0.7740 |
0.7761 |
|
S3 |
0.7706 |
0.7720 |
0.7758 |
|
S4 |
0.7672 |
0.7686 |
0.7749 |
|
|
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 |
0.7939 |
2.618 |
0.7883 |
1.618 |
0.7849 |
1.000 |
0.7828 |
0.618 |
0.7815 |
HIGH |
0.7794 |
0.618 |
0.7781 |
0.500 |
0.7777 |
0.382 |
0.7773 |
LOW |
0.7760 |
0.618 |
0.7739 |
1.000 |
0.7726 |
1.618 |
0.7705 |
2.618 |
0.7671 |
4.250 |
0.7615 |
|
|
Fisher Pivots for day following 28-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7777 |
0.7793 |
PP |
0.7774 |
0.7784 |
S1 |
0.7771 |
0.7776 |
|