CME Canadian Dollar Future December 2018
Trading Metrics calculated at close of trading on 05-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2018 |
05-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
0.7837 |
0.7750 |
-0.0087 |
-1.1% |
0.7948 |
High |
0.7837 |
0.7753 |
-0.0084 |
-1.1% |
0.7963 |
Low |
0.7785 |
0.7736 |
-0.0049 |
-0.6% |
0.7785 |
Close |
0.7793 |
0.7736 |
-0.0057 |
-0.7% |
0.7793 |
Range |
0.0052 |
0.0017 |
-0.0035 |
-67.3% |
0.0179 |
ATR |
0.0045 |
0.0046 |
0.0001 |
2.0% |
0.0000 |
Volume |
177 |
28 |
-149 |
-84.2% |
467 |
|
Daily Pivots for day following 05-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7792 |
0.7781 |
0.7745 |
|
R3 |
0.7775 |
0.7764 |
0.7740 |
|
R2 |
0.7758 |
0.7758 |
0.7739 |
|
R1 |
0.7747 |
0.7747 |
0.7737 |
0.7744 |
PP |
0.7741 |
0.7741 |
0.7741 |
0.7740 |
S1 |
0.7730 |
0.7730 |
0.7734 |
0.7727 |
S2 |
0.7724 |
0.7724 |
0.7732 |
|
S3 |
0.7707 |
0.7713 |
0.7731 |
|
S4 |
0.7690 |
0.7696 |
0.7726 |
|
|
Weekly Pivots for week ending 02-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8382 |
0.8266 |
0.7891 |
|
R3 |
0.8204 |
0.8087 |
0.7842 |
|
R2 |
0.8025 |
0.8025 |
0.7825 |
|
R1 |
0.7909 |
0.7909 |
0.7809 |
0.7878 |
PP |
0.7847 |
0.7847 |
0.7847 |
0.7831 |
S1 |
0.7730 |
0.7730 |
0.7776 |
0.7699 |
S2 |
0.7668 |
0.7668 |
0.7760 |
|
S3 |
0.7490 |
0.7552 |
0.7743 |
|
S4 |
0.7311 |
0.7373 |
0.7694 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7825 |
2.618 |
0.7797 |
1.618 |
0.7780 |
1.000 |
0.7770 |
0.618 |
0.7763 |
HIGH |
0.7753 |
0.618 |
0.7746 |
0.500 |
0.7744 |
0.382 |
0.7742 |
LOW |
0.7736 |
0.618 |
0.7725 |
1.000 |
0.7719 |
1.618 |
0.7708 |
2.618 |
0.7691 |
4.250 |
0.7663 |
|
|
Fisher Pivots for day following 05-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7744 |
0.7790 |
PP |
0.7741 |
0.7772 |
S1 |
0.7738 |
0.7754 |
|