CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 07-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2018 |
07-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8006 |
0.8018 |
0.0012 |
0.1% |
0.8124 |
| High |
0.8015 |
0.8018 |
0.0003 |
0.0% |
0.8177 |
| Low |
0.7995 |
0.7982 |
-0.0013 |
-0.2% |
0.8087 |
| Close |
0.8013 |
0.7982 |
-0.0031 |
-0.4% |
0.8100 |
| Range |
0.0020 |
0.0036 |
0.0016 |
82.5% |
0.0090 |
| ATR |
0.0043 |
0.0042 |
0.0000 |
-1.1% |
0.0000 |
| Volume |
93 |
70 |
-23 |
-24.7% |
33 |
|
| Daily Pivots for day following 07-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8103 |
0.8079 |
0.8002 |
|
| R3 |
0.8067 |
0.8042 |
0.7992 |
|
| R2 |
0.8030 |
0.8030 |
0.7988 |
|
| R1 |
0.8006 |
0.8006 |
0.7985 |
0.8000 |
| PP |
0.7994 |
0.7994 |
0.7994 |
0.7991 |
| S1 |
0.7969 |
0.7969 |
0.7978 |
0.7963 |
| S2 |
0.7957 |
0.7957 |
0.7975 |
|
| S3 |
0.7921 |
0.7933 |
0.7971 |
|
| S4 |
0.7884 |
0.7896 |
0.7961 |
|
|
| Weekly Pivots for week ending 02-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8390 |
0.8334 |
0.8149 |
|
| R3 |
0.8300 |
0.8245 |
0.8125 |
|
| R2 |
0.8211 |
0.8211 |
0.8116 |
|
| R1 |
0.8155 |
0.8155 |
0.8108 |
0.8138 |
| PP |
0.8121 |
0.8121 |
0.8121 |
0.8113 |
| S1 |
0.8066 |
0.8066 |
0.8092 |
0.8049 |
| S2 |
0.8032 |
0.8032 |
0.8084 |
|
| S3 |
0.7942 |
0.7976 |
0.8075 |
|
| S4 |
0.7853 |
0.7887 |
0.8051 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8173 |
|
2.618 |
0.8114 |
|
1.618 |
0.8077 |
|
1.000 |
0.8054 |
|
0.618 |
0.8041 |
|
HIGH |
0.8018 |
|
0.618 |
0.8004 |
|
0.500 |
0.8000 |
|
0.382 |
0.7995 |
|
LOW |
0.7982 |
|
0.618 |
0.7959 |
|
1.000 |
0.7945 |
|
1.618 |
0.7922 |
|
2.618 |
0.7886 |
|
4.250 |
0.7826 |
|
|
| Fisher Pivots for day following 07-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8000 |
0.8029 |
| PP |
0.7994 |
0.8013 |
| S1 |
0.7988 |
0.7997 |
|