CME Canadian Dollar Future September 2018
Trading Metrics calculated at close of trading on 06-Apr-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2018 |
06-Apr-2018 |
Change |
Change % |
Previous Week |
Open |
0.7860 |
0.7854 |
-0.0007 |
-0.1% |
0.7782 |
High |
0.7866 |
0.7875 |
0.0009 |
0.1% |
0.7875 |
Low |
0.7837 |
0.7845 |
0.0008 |
0.1% |
0.7750 |
Close |
0.7864 |
0.7850 |
-0.0014 |
-0.2% |
0.7850 |
Range |
0.0029 |
0.0030 |
0.0001 |
3.4% |
0.0125 |
ATR |
0.0050 |
0.0048 |
-0.0001 |
-2.8% |
0.0000 |
Volume |
18 |
29 |
11 |
61.1% |
302 |
|
Daily Pivots for day following 06-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7946 |
0.7928 |
0.7866 |
|
R3 |
0.7916 |
0.7898 |
0.7858 |
|
R2 |
0.7886 |
0.7886 |
0.7855 |
|
R1 |
0.7868 |
0.7868 |
0.7852 |
0.7862 |
PP |
0.7857 |
0.7857 |
0.7857 |
0.7854 |
S1 |
0.7838 |
0.7838 |
0.7847 |
0.7832 |
S2 |
0.7827 |
0.7827 |
0.7844 |
|
S3 |
0.7797 |
0.7808 |
0.7841 |
|
S4 |
0.7767 |
0.7778 |
0.7833 |
|
|
Weekly Pivots for week ending 06-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8200 |
0.8150 |
0.7918 |
|
R3 |
0.8075 |
0.8025 |
0.7884 |
|
R2 |
0.7950 |
0.7950 |
0.7872 |
|
R1 |
0.7900 |
0.7900 |
0.7861 |
0.7925 |
PP |
0.7825 |
0.7825 |
0.7825 |
0.7837 |
S1 |
0.7775 |
0.7775 |
0.7838 |
0.7800 |
S2 |
0.7700 |
0.7700 |
0.7827 |
|
S3 |
0.7575 |
0.7650 |
0.7815 |
|
S4 |
0.7450 |
0.7525 |
0.7781 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8002 |
2.618 |
0.7954 |
1.618 |
0.7924 |
1.000 |
0.7905 |
0.618 |
0.7894 |
HIGH |
0.7875 |
0.618 |
0.7864 |
0.500 |
0.7860 |
0.382 |
0.7856 |
LOW |
0.7845 |
0.618 |
0.7826 |
1.000 |
0.7815 |
1.618 |
0.7796 |
2.618 |
0.7766 |
4.250 |
0.7718 |
|
|
Fisher Pivots for day following 06-Apr-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7860 |
0.7847 |
PP |
0.7857 |
0.7845 |
S1 |
0.7853 |
0.7843 |
|