CME Canadian Dollar Future September 2018
Trading Metrics calculated at close of trading on 16-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2018 |
16-May-2018 |
Change |
Change % |
Previous Week |
Open |
0.7831 |
0.7790 |
-0.0041 |
-0.5% |
0.7783 |
High |
0.7836 |
0.7844 |
0.0009 |
0.1% |
0.7875 |
Low |
0.7759 |
0.7788 |
0.0029 |
0.4% |
0.7716 |
Close |
0.7791 |
0.7840 |
0.0049 |
0.6% |
0.7840 |
Range |
0.0076 |
0.0056 |
-0.0020 |
-26.8% |
0.0160 |
ATR |
0.0050 |
0.0051 |
0.0000 |
0.8% |
0.0000 |
Volume |
136 |
355 |
219 |
161.0% |
1,316 |
|
Daily Pivots for day following 16-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7992 |
0.7972 |
0.7871 |
|
R3 |
0.7936 |
0.7916 |
0.7855 |
|
R2 |
0.7880 |
0.7880 |
0.7850 |
|
R1 |
0.7860 |
0.7860 |
0.7845 |
0.7870 |
PP |
0.7824 |
0.7824 |
0.7824 |
0.7829 |
S1 |
0.7804 |
0.7804 |
0.7835 |
0.7814 |
S2 |
0.7768 |
0.7768 |
0.7830 |
|
S3 |
0.7712 |
0.7748 |
0.7825 |
|
S4 |
0.7656 |
0.7692 |
0.7809 |
|
|
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 |
0.8082 |
2.618 |
0.7991 |
1.618 |
0.7935 |
1.000 |
0.7900 |
0.618 |
0.7879 |
HIGH |
0.7844 |
0.618 |
0.7823 |
0.500 |
0.7816 |
0.382 |
0.7809 |
LOW |
0.7788 |
0.618 |
0.7753 |
1.000 |
0.7732 |
1.618 |
0.7697 |
2.618 |
0.7641 |
4.250 |
0.7550 |
|
|
Fisher Pivots for day following 16-May-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7832 |
0.7830 |
PP |
0.7824 |
0.7820 |
S1 |
0.7816 |
0.7810 |
|