CME Canadian Dollar Future June 2018
Trading Metrics calculated at close of trading on 16-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2018 |
16-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
0.8003 |
0.8049 |
0.0046 |
0.6% |
0.8071 |
High |
0.8038 |
0.8075 |
0.0037 |
0.5% |
0.8087 |
Low |
0.7981 |
0.8047 |
0.0066 |
0.8% |
0.7962 |
Close |
0.8022 |
0.8060 |
0.0037 |
0.5% |
0.8022 |
Range |
0.0057 |
0.0028 |
-0.0029 |
-50.9% |
0.0125 |
ATR |
0.0050 |
0.0050 |
0.0000 |
0.5% |
0.0000 |
Volume |
246 |
129 |
-117 |
-47.6% |
685 |
|
Daily Pivots for day following 16-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8145 |
0.8130 |
0.8075 |
|
R3 |
0.8117 |
0.8102 |
0.8067 |
|
R2 |
0.8089 |
0.8089 |
0.8065 |
|
R1 |
0.8074 |
0.8074 |
0.8062 |
0.8081 |
PP |
0.8061 |
0.8061 |
0.8061 |
0.8064 |
S1 |
0.8046 |
0.8046 |
0.8057 |
0.8053 |
S2 |
0.8033 |
0.8033 |
0.8054 |
|
S3 |
0.8005 |
0.8018 |
0.8052 |
|
S4 |
0.7977 |
0.7990 |
0.8044 |
|
|
Weekly Pivots for week ending 12-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8400 |
0.8336 |
0.8091 |
|
R3 |
0.8274 |
0.8211 |
0.8057 |
|
R2 |
0.8149 |
0.8149 |
0.8045 |
|
R1 |
0.8086 |
0.8086 |
0.8034 |
0.8055 |
PP |
0.8024 |
0.8024 |
0.8024 |
0.8008 |
S1 |
0.7960 |
0.7960 |
0.8010 |
0.7929 |
S2 |
0.7898 |
0.7898 |
0.7999 |
|
S3 |
0.7773 |
0.7835 |
0.7987 |
|
S4 |
0.7647 |
0.7709 |
0.7953 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8194 |
2.618 |
0.8148 |
1.618 |
0.8120 |
1.000 |
0.8103 |
0.618 |
0.8092 |
HIGH |
0.8075 |
0.618 |
0.8064 |
0.500 |
0.8061 |
0.382 |
0.8058 |
LOW |
0.8047 |
0.618 |
0.8030 |
1.000 |
0.8019 |
1.618 |
0.8002 |
2.618 |
0.7974 |
4.250 |
0.7928 |
|
|
Fisher Pivots for day following 16-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
0.8061 |
0.8046 |
PP |
0.8061 |
0.8032 |
S1 |
0.8060 |
0.8018 |
|