CME Canadian Dollar Future June 2018
Trading Metrics calculated at close of trading on 11-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2018 |
11-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
0.8030 |
0.7992 |
-0.0038 |
-0.5% |
0.7995 |
High |
0.8053 |
0.7999 |
-0.0054 |
-0.7% |
0.8103 |
Low |
0.7963 |
0.7962 |
-0.0002 |
0.0% |
0.7983 |
Close |
0.7964 |
0.7998 |
0.0033 |
0.4% |
0.8073 |
Range |
0.0090 |
0.0038 |
-0.0052 |
-58.3% |
0.0120 |
ATR |
0.0050 |
0.0049 |
-0.0001 |
-1.8% |
0.0000 |
Volume |
240 |
53 |
-187 |
-77.9% |
267 |
|
Daily Pivots for day following 11-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8099 |
0.8086 |
0.8018 |
|
R3 |
0.8061 |
0.8048 |
0.8008 |
|
R2 |
0.8024 |
0.8024 |
0.8004 |
|
R1 |
0.8011 |
0.8011 |
0.8001 |
0.8017 |
PP |
0.7986 |
0.7986 |
0.7986 |
0.7989 |
S1 |
0.7973 |
0.7973 |
0.7994 |
0.7980 |
S2 |
0.7949 |
0.7949 |
0.7991 |
|
S3 |
0.7911 |
0.7936 |
0.7987 |
|
S4 |
0.7874 |
0.7898 |
0.7977 |
|
|
Weekly Pivots for week ending 05-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8413 |
0.8363 |
0.8139 |
|
R3 |
0.8293 |
0.8243 |
0.8106 |
|
R2 |
0.8173 |
0.8173 |
0.8095 |
|
R1 |
0.8123 |
0.8123 |
0.8084 |
0.8148 |
PP |
0.8053 |
0.8053 |
0.8053 |
0.8065 |
S1 |
0.8003 |
0.8003 |
0.8061 |
0.8028 |
S2 |
0.7933 |
0.7933 |
0.8050 |
|
S3 |
0.7813 |
0.7883 |
0.8039 |
|
S4 |
0.7693 |
0.7763 |
0.8006 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8158 |
2.618 |
0.8097 |
1.618 |
0.8060 |
1.000 |
0.8037 |
0.618 |
0.8022 |
HIGH |
0.7999 |
0.618 |
0.7985 |
0.500 |
0.7980 |
0.382 |
0.7976 |
LOW |
0.7962 |
0.618 |
0.7938 |
1.000 |
0.7924 |
1.618 |
0.7901 |
2.618 |
0.7863 |
4.250 |
0.7802 |
|
|
Fisher Pivots for day following 11-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7992 |
0.8018 |
PP |
0.7986 |
0.8011 |
S1 |
0.7980 |
0.8004 |
|