CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 19-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2018 |
19-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8071 |
0.8068 |
-0.0003 |
0.0% |
0.8052 |
| High |
0.8071 |
0.8074 |
0.0003 |
0.0% |
0.8108 |
| Low |
0.8054 |
0.8039 |
-0.0016 |
-0.2% |
0.8027 |
| Close |
0.8071 |
0.8039 |
-0.0033 |
-0.4% |
0.8039 |
| Range |
0.0017 |
0.0036 |
0.0019 |
108.8% |
0.0082 |
| ATR |
|
|
|
|
|
| Volume |
0 |
15 |
15 |
|
130 |
|
| Daily Pivots for day following 19-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8157 |
0.8133 |
0.8058 |
|
| R3 |
0.8121 |
0.8098 |
0.8048 |
|
| R2 |
0.8086 |
0.8086 |
0.8045 |
|
| R1 |
0.8062 |
0.8062 |
0.8042 |
0.8056 |
| PP |
0.8050 |
0.8050 |
0.8050 |
0.8047 |
| S1 |
0.8027 |
0.8027 |
0.8035 |
0.8021 |
| S2 |
0.8015 |
0.8015 |
0.8032 |
|
| S3 |
0.7979 |
0.7991 |
0.8029 |
|
| S4 |
0.7944 |
0.7956 |
0.8019 |
|
|
| Weekly Pivots for week ending 19-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8302 |
0.8252 |
0.8083 |
|
| R3 |
0.8221 |
0.8170 |
0.8061 |
|
| R2 |
0.8139 |
0.8139 |
0.8053 |
|
| R1 |
0.8089 |
0.8089 |
0.8046 |
0.8073 |
| PP |
0.8058 |
0.8058 |
0.8058 |
0.8050 |
| S1 |
0.8007 |
0.8007 |
0.8031 |
0.7992 |
| S2 |
0.7976 |
0.7976 |
0.8024 |
|
| S3 |
0.7895 |
0.7926 |
0.8016 |
|
| S4 |
0.7813 |
0.7844 |
0.7994 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8225 |
|
2.618 |
0.8167 |
|
1.618 |
0.8131 |
|
1.000 |
0.8110 |
|
0.618 |
0.8096 |
|
HIGH |
0.8074 |
|
0.618 |
0.8060 |
|
0.500 |
0.8056 |
|
0.382 |
0.8052 |
|
LOW |
0.8039 |
|
0.618 |
0.8017 |
|
1.000 |
0.8003 |
|
1.618 |
0.7981 |
|
2.618 |
0.7946 |
|
4.250 |
0.7888 |
|
|
| Fisher Pivots for day following 19-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8056 |
0.8067 |
| PP |
0.8050 |
0.8058 |
| S1 |
0.8044 |
0.8048 |
|