CME Canadian Dollar Future September 2018
Trading Metrics calculated at close of trading on 11-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2018 |
11-May-2018 |
Change |
Change % |
Previous Week |
Open |
0.7800 |
0.7853 |
0.0053 |
0.7% |
0.7783 |
High |
0.7862 |
0.7875 |
0.0013 |
0.2% |
0.7875 |
Low |
0.7800 |
0.7839 |
0.0039 |
0.5% |
0.7716 |
Close |
0.7859 |
0.7840 |
-0.0019 |
-0.2% |
0.7840 |
Range |
0.0062 |
0.0036 |
-0.0026 |
-41.9% |
0.0160 |
ATR |
0.0050 |
0.0049 |
-0.0001 |
-2.0% |
0.0000 |
Volume |
222 |
96 |
-126 |
-56.8% |
1,316 |
|
Daily Pivots for day following 11-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7959 |
0.7935 |
0.7859 |
|
R3 |
0.7923 |
0.7899 |
0.7849 |
|
R2 |
0.7887 |
0.7887 |
0.7846 |
|
R1 |
0.7863 |
0.7863 |
0.7843 |
0.7857 |
PP |
0.7851 |
0.7851 |
0.7851 |
0.7848 |
S1 |
0.7827 |
0.7827 |
0.7836 |
0.7821 |
S2 |
0.7815 |
0.7815 |
0.7833 |
|
S3 |
0.7779 |
0.7791 |
0.7830 |
|
S4 |
0.7743 |
0.7755 |
0.7820 |
|
|
Weekly Pivots for week ending 11-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8289 |
0.8224 |
0.7927 |
|
R3 |
0.8129 |
0.8064 |
0.7883 |
|
R2 |
0.7970 |
0.7970 |
0.7869 |
|
R1 |
0.7905 |
0.7905 |
0.7854 |
0.7937 |
PP |
0.7810 |
0.7810 |
0.7810 |
0.7826 |
S1 |
0.7745 |
0.7745 |
0.7825 |
0.7778 |
S2 |
0.7651 |
0.7651 |
0.7810 |
|
S3 |
0.7491 |
0.7586 |
0.7796 |
|
S4 |
0.7332 |
0.7426 |
0.7752 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8028 |
2.618 |
0.7969 |
1.618 |
0.7933 |
1.000 |
0.7911 |
0.618 |
0.7897 |
HIGH |
0.7875 |
0.618 |
0.7861 |
0.500 |
0.7857 |
0.382 |
0.7853 |
LOW |
0.7839 |
0.618 |
0.7817 |
1.000 |
0.7803 |
1.618 |
0.7781 |
2.618 |
0.7745 |
4.250 |
0.7686 |
|
|
Fisher Pivots for day following 11-May-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7857 |
0.7827 |
PP |
0.7851 |
0.7814 |
S1 |
0.7845 |
0.7802 |
|