CME Canadian Dollar Future September 2018
Trading Metrics calculated at close of trading on 22-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2018 |
22-May-2018 |
Change |
Change % |
Previous Week |
Open |
0.7783 |
0.7841 |
0.0059 |
0.8% |
0.7845 |
High |
0.7843 |
0.7866 |
0.0024 |
0.3% |
0.7861 |
Low |
0.7780 |
0.7821 |
0.0041 |
0.5% |
0.7759 |
Close |
0.7828 |
0.7826 |
-0.0002 |
0.0% |
0.7785 |
Range |
0.0062 |
0.0045 |
-0.0017 |
-28.0% |
0.0101 |
ATR |
0.0052 |
0.0052 |
-0.0001 |
-1.0% |
0.0000 |
Volume |
242 |
7,513 |
7,271 |
3,004.5% |
2,091 |
|
Daily Pivots for day following 22-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7973 |
0.7944 |
0.7850 |
|
R3 |
0.7928 |
0.7899 |
0.7838 |
|
R2 |
0.7883 |
0.7883 |
0.7834 |
|
R1 |
0.7854 |
0.7854 |
0.7830 |
0.7846 |
PP |
0.7838 |
0.7838 |
0.7838 |
0.7833 |
S1 |
0.7809 |
0.7809 |
0.7821 |
0.7801 |
S2 |
0.7793 |
0.7793 |
0.7817 |
|
S3 |
0.7748 |
0.7764 |
0.7813 |
|
S4 |
0.7703 |
0.7719 |
0.7801 |
|
|
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 |
0.8057 |
2.618 |
0.7984 |
1.618 |
0.7939 |
1.000 |
0.7911 |
0.618 |
0.7894 |
HIGH |
0.7866 |
0.618 |
0.7849 |
0.500 |
0.7844 |
0.382 |
0.7838 |
LOW |
0.7821 |
0.618 |
0.7793 |
1.000 |
0.7776 |
1.618 |
0.7748 |
2.618 |
0.7703 |
4.250 |
0.7630 |
|
|
Fisher Pivots for day following 22-May-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7844 |
0.7823 |
PP |
0.7838 |
0.7820 |
S1 |
0.7832 |
0.7817 |
|