CME Canadian Dollar Future December 2018
Trading Metrics calculated at close of trading on 16-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2018 |
16-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
0.7760 |
0.7700 |
-0.0060 |
-0.8% |
0.7840 |
High |
0.7760 |
0.7700 |
-0.0060 |
-0.8% |
0.7840 |
Low |
0.7699 |
0.7679 |
-0.0021 |
-0.3% |
0.7679 |
Close |
0.7703 |
0.7679 |
-0.0024 |
-0.3% |
0.7679 |
Range |
0.0061 |
0.0022 |
-0.0039 |
-64.8% |
0.0162 |
ATR |
0.0047 |
0.0046 |
-0.0002 |
-3.5% |
0.0000 |
Volume |
102 |
176 |
74 |
72.5% |
1,067 |
|
Daily Pivots for day following 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7750 |
0.7736 |
0.7690 |
|
R3 |
0.7729 |
0.7714 |
0.7684 |
|
R2 |
0.7707 |
0.7707 |
0.7682 |
|
R1 |
0.7693 |
0.7693 |
0.7680 |
0.7689 |
PP |
0.7686 |
0.7686 |
0.7686 |
0.7684 |
S1 |
0.7671 |
0.7671 |
0.7677 |
0.7668 |
S2 |
0.7664 |
0.7664 |
0.7675 |
|
S3 |
0.7643 |
0.7650 |
0.7673 |
|
S4 |
0.7621 |
0.7628 |
0.7667 |
|
|
Weekly Pivots for week ending 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8217 |
0.8109 |
0.7767 |
|
R3 |
0.8055 |
0.7948 |
0.7723 |
|
R2 |
0.7894 |
0.7894 |
0.7708 |
|
R1 |
0.7786 |
0.7786 |
0.7693 |
0.7759 |
PP |
0.7732 |
0.7732 |
0.7732 |
0.7719 |
S1 |
0.7625 |
0.7625 |
0.7664 |
0.7598 |
S2 |
0.7571 |
0.7571 |
0.7649 |
|
S3 |
0.7409 |
0.7463 |
0.7634 |
|
S4 |
0.7248 |
0.7302 |
0.7590 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7791 |
2.618 |
0.7756 |
1.618 |
0.7735 |
1.000 |
0.7722 |
0.618 |
0.7713 |
HIGH |
0.7700 |
0.618 |
0.7692 |
0.500 |
0.7689 |
0.382 |
0.7687 |
LOW |
0.7679 |
0.618 |
0.7665 |
1.000 |
0.7657 |
1.618 |
0.7644 |
2.618 |
0.7622 |
4.250 |
0.7587 |
|
|
Fisher Pivots for day following 16-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7689 |
0.7728 |
PP |
0.7686 |
0.7711 |
S1 |
0.7682 |
0.7695 |
|