CME Canadian Dollar Future December 2018
Trading Metrics calculated at close of trading on 13-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2018 |
13-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
0.7840 |
0.7820 |
-0.0020 |
-0.3% |
0.7750 |
High |
0.7840 |
0.7827 |
-0.0013 |
-0.2% |
0.7836 |
Low |
0.7830 |
0.7750 |
-0.0080 |
-1.0% |
0.7736 |
Close |
0.7834 |
0.7770 |
-0.0064 |
-0.8% |
0.7834 |
Range |
0.0011 |
0.0077 |
0.0067 |
633.3% |
0.0100 |
ATR |
0.0045 |
0.0048 |
0.0003 |
6.1% |
0.0000 |
Volume |
25 |
209 |
184 |
736.0% |
224 |
|
Daily Pivots for day following 13-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8013 |
0.7969 |
0.7812 |
|
R3 |
0.7936 |
0.7892 |
0.7791 |
|
R2 |
0.7859 |
0.7859 |
0.7784 |
|
R1 |
0.7815 |
0.7815 |
0.7777 |
0.7799 |
PP |
0.7782 |
0.7782 |
0.7782 |
0.7774 |
S1 |
0.7738 |
0.7738 |
0.7763 |
0.7721 |
S2 |
0.7705 |
0.7705 |
0.7756 |
|
S3 |
0.7628 |
0.7661 |
0.7749 |
|
S4 |
0.7551 |
0.7584 |
0.7728 |
|
|
Weekly Pivots for week ending 09-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8102 |
0.8068 |
0.7889 |
|
R3 |
0.8002 |
0.7968 |
0.7861 |
|
R2 |
0.7902 |
0.7902 |
0.7852 |
|
R1 |
0.7868 |
0.7868 |
0.7843 |
0.7885 |
PP |
0.7802 |
0.7802 |
0.7802 |
0.7810 |
S1 |
0.7768 |
0.7768 |
0.7824 |
0.7785 |
S2 |
0.7702 |
0.7702 |
0.7815 |
|
S3 |
0.7602 |
0.7668 |
0.7806 |
|
S4 |
0.7502 |
0.7568 |
0.7779 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8154 |
2.618 |
0.8029 |
1.618 |
0.7952 |
1.000 |
0.7904 |
0.618 |
0.7875 |
HIGH |
0.7827 |
0.618 |
0.7798 |
0.500 |
0.7789 |
0.382 |
0.7779 |
LOW |
0.7750 |
0.618 |
0.7702 |
1.000 |
0.7673 |
1.618 |
0.7625 |
2.618 |
0.7548 |
4.250 |
0.7423 |
|
|
Fisher Pivots for day following 13-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7789 |
0.7795 |
PP |
0.7782 |
0.7787 |
S1 |
0.7776 |
0.7778 |
|