CME Canadian Dollar Future September 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 |
0.7804 |
0.7813 |
0.0009 |
0.1% |
0.7855 |
High |
0.7831 |
0.7820 |
-0.0011 |
-0.1% |
0.7863 |
Low |
0.7791 |
0.7770 |
-0.0021 |
-0.3% |
0.7777 |
Close |
0.7809 |
0.7805 |
-0.0005 |
-0.1% |
0.7816 |
Range |
0.0040 |
0.0050 |
0.0010 |
23.8% |
0.0086 |
ATR |
0.0045 |
0.0045 |
0.0000 |
0.8% |
0.0000 |
Volume |
137 |
261 |
124 |
90.5% |
1,316 |
|
Daily Pivots for day following 01-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7947 |
0.7925 |
0.7832 |
|
R3 |
0.7897 |
0.7876 |
0.7818 |
|
R2 |
0.7848 |
0.7848 |
0.7814 |
|
R1 |
0.7826 |
0.7826 |
0.7809 |
0.7812 |
PP |
0.7798 |
0.7798 |
0.7798 |
0.7791 |
S1 |
0.7776 |
0.7776 |
0.7800 |
0.7762 |
S2 |
0.7748 |
0.7748 |
0.7795 |
|
S3 |
0.7699 |
0.7727 |
0.7791 |
|
S4 |
0.7649 |
0.7677 |
0.7777 |
|
|
Weekly Pivots for week ending 27-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8076 |
0.8032 |
0.7863 |
|
R3 |
0.7990 |
0.7946 |
0.7839 |
|
R2 |
0.7904 |
0.7904 |
0.7831 |
|
R1 |
0.7860 |
0.7860 |
0.7823 |
0.7839 |
PP |
0.7819 |
0.7819 |
0.7819 |
0.7808 |
S1 |
0.7774 |
0.7774 |
0.7808 |
0.7753 |
S2 |
0.7733 |
0.7733 |
0.7800 |
|
S3 |
0.7647 |
0.7688 |
0.7792 |
|
S4 |
0.7561 |
0.7602 |
0.7768 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8030 |
2.618 |
0.7949 |
1.618 |
0.7900 |
1.000 |
0.7869 |
0.618 |
0.7850 |
HIGH |
0.7820 |
0.618 |
0.7801 |
0.500 |
0.7795 |
0.382 |
0.7789 |
LOW |
0.7770 |
0.618 |
0.7739 |
1.000 |
0.7720 |
1.618 |
0.7690 |
2.618 |
0.7640 |
4.250 |
0.7560 |
|
|
Fisher Pivots for day following 01-May-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7801 |
0.7803 |
PP |
0.7798 |
0.7802 |
S1 |
0.7795 |
0.7800 |
|