CME Canadian Dollar Future June 2018
Trading Metrics calculated at close of trading on 01-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2018 |
01-May-2018 |
Change |
Change % |
Previous Week |
Open |
0.7799 |
0.7797 |
-0.0002 |
0.0% |
0.7848 |
High |
0.7817 |
0.7807 |
-0.0010 |
-0.1% |
0.7851 |
Low |
0.7775 |
0.7751 |
-0.0025 |
-0.3% |
0.7760 |
Close |
0.7794 |
0.7790 |
-0.0004 |
-0.1% |
0.7800 |
Range |
0.0042 |
0.0057 |
0.0015 |
36.1% |
0.0091 |
ATR |
0.0052 |
0.0053 |
0.0000 |
0.6% |
0.0000 |
Volume |
62,698 |
84,860 |
22,162 |
35.3% |
323,273 |
|
Daily Pivots for day following 01-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7952 |
0.7928 |
0.7821 |
|
R3 |
0.7896 |
0.7871 |
0.7806 |
|
R2 |
0.7839 |
0.7839 |
0.7800 |
|
R1 |
0.7815 |
0.7815 |
0.7795 |
0.7799 |
PP |
0.7783 |
0.7783 |
0.7783 |
0.7775 |
S1 |
0.7758 |
0.7758 |
0.7785 |
0.7742 |
S2 |
0.7726 |
0.7726 |
0.7780 |
|
S3 |
0.7670 |
0.7702 |
0.7774 |
|
S4 |
0.7613 |
0.7645 |
0.7759 |
|
|
Weekly Pivots for week ending 27-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8078 |
0.8030 |
0.7850 |
|
R3 |
0.7986 |
0.7939 |
0.7825 |
|
R2 |
0.7895 |
0.7895 |
0.7817 |
|
R1 |
0.7847 |
0.7847 |
0.7808 |
0.7826 |
PP |
0.7804 |
0.7804 |
0.7804 |
0.7793 |
S1 |
0.7756 |
0.7756 |
0.7792 |
0.7734 |
S2 |
0.7712 |
0.7712 |
0.7783 |
|
S3 |
0.7621 |
0.7665 |
0.7775 |
|
S4 |
0.7529 |
0.7573 |
0.7750 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7817 |
0.7751 |
0.0066 |
0.8% |
0.0046 |
0.6% |
60% |
False |
True |
66,768 |
10 |
0.7978 |
0.7751 |
0.0228 |
2.9% |
0.0054 |
0.7% |
17% |
False |
True |
74,462 |
20 |
0.7992 |
0.7751 |
0.0242 |
3.1% |
0.0051 |
0.7% |
16% |
False |
True |
73,322 |
40 |
0.7992 |
0.7633 |
0.0359 |
4.6% |
0.0055 |
0.7% |
44% |
False |
False |
65,493 |
60 |
0.8077 |
0.7633 |
0.0444 |
5.7% |
0.0056 |
0.7% |
35% |
False |
False |
43,897 |
80 |
0.8175 |
0.7633 |
0.0542 |
7.0% |
0.0056 |
0.7% |
29% |
False |
False |
32,956 |
100 |
0.8175 |
0.7633 |
0.0542 |
7.0% |
0.0054 |
0.7% |
29% |
False |
False |
26,388 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8047 |
2.618 |
0.7955 |
1.618 |
0.7898 |
1.000 |
0.7864 |
0.618 |
0.7842 |
HIGH |
0.7807 |
0.618 |
0.7785 |
0.500 |
0.7779 |
0.382 |
0.7772 |
LOW |
0.7751 |
0.618 |
0.7716 |
1.000 |
0.7694 |
1.618 |
0.7659 |
2.618 |
0.7603 |
4.250 |
0.7510 |
|
|
Fisher Pivots for day following 01-May-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7786 |
0.7788 |
PP |
0.7783 |
0.7786 |
S1 |
0.7779 |
0.7784 |
|