CME Canadian Dollar Future June 2018
Trading Metrics calculated at close of trading on 01-Feb-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2018 |
01-Feb-2018 |
Change |
Change % |
Previous Week |
Open |
0.8112 |
0.8142 |
0.0030 |
0.4% |
0.8022 |
High |
0.8175 |
0.8171 |
-0.0004 |
0.0% |
0.8151 |
Low |
0.8112 |
0.8125 |
0.0013 |
0.2% |
0.8017 |
Close |
0.8141 |
0.8162 |
0.0021 |
0.3% |
0.8130 |
Range |
0.0063 |
0.0046 |
-0.0017 |
-27.0% |
0.0134 |
ATR |
0.0053 |
0.0053 |
-0.0001 |
-1.0% |
0.0000 |
Volume |
204 |
75 |
-129 |
-63.2% |
646 |
|
Daily Pivots for day following 01-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8290 |
0.8272 |
0.8187 |
|
R3 |
0.8244 |
0.8226 |
0.8174 |
|
R2 |
0.8198 |
0.8198 |
0.8170 |
|
R1 |
0.8180 |
0.8180 |
0.8166 |
0.8189 |
PP |
0.8153 |
0.8153 |
0.8153 |
0.8157 |
S1 |
0.8134 |
0.8134 |
0.8157 |
0.8143 |
S2 |
0.8107 |
0.8107 |
0.8153 |
|
S3 |
0.8061 |
0.8088 |
0.8149 |
|
S4 |
0.8015 |
0.8042 |
0.8136 |
|
|
Weekly Pivots for week ending 26-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8501 |
0.8450 |
0.8204 |
|
R3 |
0.8367 |
0.8316 |
0.8167 |
|
R2 |
0.8233 |
0.8233 |
0.8155 |
|
R1 |
0.8182 |
0.8182 |
0.8142 |
0.8207 |
PP |
0.8099 |
0.8099 |
0.8099 |
0.8112 |
S1 |
0.8048 |
0.8048 |
0.8118 |
0.8074 |
S2 |
0.7965 |
0.7965 |
0.8105 |
|
S3 |
0.7831 |
0.7914 |
0.8093 |
|
S4 |
0.7697 |
0.7780 |
0.8056 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8366 |
2.618 |
0.8291 |
1.618 |
0.8245 |
1.000 |
0.8217 |
0.618 |
0.8199 |
HIGH |
0.8171 |
0.618 |
0.8153 |
0.500 |
0.8148 |
0.382 |
0.8143 |
LOW |
0.8125 |
0.618 |
0.8097 |
1.000 |
0.8079 |
1.618 |
0.8051 |
2.618 |
0.8005 |
4.250 |
0.7930 |
|
|
Fisher Pivots for day following 01-Feb-2018 |
Pivot |
1 day |
3 day |
R1 |
0.8157 |
0.8153 |
PP |
0.8153 |
0.8144 |
S1 |
0.8148 |
0.8135 |
|