CME Canadian Dollar Future September 2018
Trading Metrics calculated at close of trading on 21-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2018 |
21-May-2018 |
Change |
Change % |
Previous Week |
Open |
0.7829 |
0.7783 |
-0.0047 |
-0.6% |
0.7845 |
High |
0.7836 |
0.7843 |
0.0007 |
0.1% |
0.7861 |
Low |
0.7767 |
0.7780 |
0.0013 |
0.2% |
0.7759 |
Close |
0.7785 |
0.7828 |
0.0043 |
0.6% |
0.7785 |
Range |
0.0069 |
0.0062 |
-0.0007 |
-9.4% |
0.0101 |
ATR |
0.0051 |
0.0052 |
0.0001 |
1.6% |
0.0000 |
Volume |
543 |
242 |
-301 |
-55.4% |
2,091 |
|
Daily Pivots for day following 21-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8004 |
0.7978 |
0.7862 |
|
R3 |
0.7942 |
0.7916 |
0.7845 |
|
R2 |
0.7879 |
0.7879 |
0.7839 |
|
R1 |
0.7853 |
0.7853 |
0.7833 |
0.7866 |
PP |
0.7817 |
0.7817 |
0.7817 |
0.7823 |
S1 |
0.7791 |
0.7791 |
0.7822 |
0.7804 |
S2 |
0.7754 |
0.7754 |
0.7816 |
|
S3 |
0.7692 |
0.7728 |
0.7810 |
|
S4 |
0.7629 |
0.7666 |
0.7793 |
|
|
Weekly Pivots for week ending 18-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8106 |
0.8047 |
0.7840 |
|
R3 |
0.8004 |
0.7945 |
0.7812 |
|
R2 |
0.7903 |
0.7903 |
0.7803 |
|
R1 |
0.7844 |
0.7844 |
0.7794 |
0.7823 |
PP |
0.7801 |
0.7801 |
0.7801 |
0.7791 |
S1 |
0.7742 |
0.7742 |
0.7775 |
0.7721 |
S2 |
0.7700 |
0.7700 |
0.7766 |
|
S3 |
0.7598 |
0.7641 |
0.7757 |
|
S4 |
0.7497 |
0.7539 |
0.7729 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8108 |
2.618 |
0.8006 |
1.618 |
0.7944 |
1.000 |
0.7905 |
0.618 |
0.7881 |
HIGH |
0.7843 |
0.618 |
0.7819 |
0.500 |
0.7811 |
0.382 |
0.7804 |
LOW |
0.7780 |
0.618 |
0.7741 |
1.000 |
0.7718 |
1.618 |
0.7679 |
2.618 |
0.7616 |
4.250 |
0.7514 |
|
|
Fisher Pivots for day following 21-May-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7822 |
0.7823 |
PP |
0.7817 |
0.7818 |
S1 |
0.7811 |
0.7814 |
|