CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 24-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2018 |
24-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8055 |
0.8083 |
0.0028 |
0.3% |
0.8052 |
| High |
0.8068 |
0.8141 |
0.0073 |
0.9% |
0.8108 |
| Low |
0.8051 |
0.8083 |
0.0032 |
0.4% |
0.8027 |
| Close |
0.8068 |
0.8141 |
0.0073 |
0.9% |
0.8039 |
| Range |
0.0017 |
0.0058 |
0.0041 |
241.2% |
0.0082 |
| ATR |
0.0039 |
0.0041 |
0.0002 |
6.3% |
0.0000 |
| Volume |
6 |
1 |
-5 |
-83.3% |
130 |
|
| Daily Pivots for day following 24-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8295 |
0.8276 |
0.8172 |
|
| R3 |
0.8237 |
0.8218 |
0.8156 |
|
| R2 |
0.8179 |
0.8179 |
0.8151 |
|
| R1 |
0.8160 |
0.8160 |
0.8146 |
0.8170 |
| PP |
0.8121 |
0.8121 |
0.8121 |
0.8126 |
| S1 |
0.8102 |
0.8102 |
0.8135 |
0.8112 |
| S2 |
0.8063 |
0.8063 |
0.8130 |
|
| S3 |
0.8005 |
0.8044 |
0.8125 |
|
| S4 |
0.7947 |
0.7986 |
0.8109 |
|
|
| 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 |
0.8387 |
|
2.618 |
0.8292 |
|
1.618 |
0.8234 |
|
1.000 |
0.8199 |
|
0.618 |
0.8176 |
|
HIGH |
0.8141 |
|
0.618 |
0.8118 |
|
0.500 |
0.8112 |
|
0.382 |
0.8105 |
|
LOW |
0.8083 |
|
0.618 |
0.8047 |
|
1.000 |
0.8025 |
|
1.618 |
0.7989 |
|
2.618 |
0.7931 |
|
4.250 |
0.7836 |
|
|
| Fisher Pivots for day following 24-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8131 |
0.8125 |
| PP |
0.8121 |
0.8109 |
| S1 |
0.8112 |
0.8093 |
|