CME Canadian Dollar Future December 2018
Trading Metrics calculated at close of trading on 14-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2018 |
14-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
0.7820 |
0.7765 |
-0.0055 |
-0.7% |
0.7750 |
High |
0.7827 |
0.7777 |
-0.0051 |
-0.6% |
0.7836 |
Low |
0.7750 |
0.7756 |
0.0006 |
0.1% |
0.7736 |
Close |
0.7770 |
0.7770 |
0.0000 |
0.0% |
0.7834 |
Range |
0.0077 |
0.0021 |
-0.0057 |
-73.4% |
0.0100 |
ATR |
0.0048 |
0.0046 |
-0.0002 |
-4.1% |
0.0000 |
Volume |
209 |
555 |
346 |
165.6% |
224 |
|
Daily Pivots for day following 14-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7829 |
0.7820 |
0.7781 |
|
R3 |
0.7808 |
0.7799 |
0.7775 |
|
R2 |
0.7788 |
0.7788 |
0.7773 |
|
R1 |
0.7779 |
0.7779 |
0.7771 |
0.7783 |
PP |
0.7767 |
0.7767 |
0.7767 |
0.7770 |
S1 |
0.7758 |
0.7758 |
0.7768 |
0.7763 |
S2 |
0.7747 |
0.7747 |
0.7766 |
|
S3 |
0.7726 |
0.7738 |
0.7764 |
|
S4 |
0.7706 |
0.7717 |
0.7758 |
|
|
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 |
0.7864 |
2.618 |
0.7830 |
1.618 |
0.7810 |
1.000 |
0.7797 |
0.618 |
0.7789 |
HIGH |
0.7777 |
0.618 |
0.7769 |
0.500 |
0.7766 |
0.382 |
0.7764 |
LOW |
0.7756 |
0.618 |
0.7743 |
1.000 |
0.7735 |
1.618 |
0.7723 |
2.618 |
0.7702 |
4.250 |
0.7669 |
|
|
Fisher Pivots for day following 14-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7768 |
0.7795 |
PP |
0.7767 |
0.7787 |
S1 |
0.7766 |
0.7778 |
|